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Introduction to seasonal adjustment and JDemetra+- 2025


 

Introduction to Seasonal Adjustment and JDEMETRA+

Course Leader

Francesca Di Iorio

 

Target Group

Basic users of seasonal adjustment methods involved in regular/massive data production of monthly/quarterly data in any domain.

 

Entry Qualifications

Solid command of English. Participants should be able to make short interventions and to actively participate in discussions.

Basic experience in using recent version of JDEMETRA+ or other seasonal adjustment tools.

 

Objective(s)

To provide participants with a basic knowledge of the seasonal adjustment methods and tools included in JDEMETRA+

To understand the basic principles of the ESS seasonal adjustment guidelines and to be able to apply them using JDEMETRA+, including for mass production. 

To motivate the participants to acquire and advanced knowledge in the various seasonal adjustment methods and in other time series algorithms.

 

Contents

• Brief review of time series analysis, and ARIMA modelling

• Seasonality and its determinants

• Calendar effect and its components

• Why seasonal and calendar adjustment?

• Identification of type of outliers

• Use of additive and multiplicative decomposition

• Interactive introductory sessions with JDEMETRA+

• ESS guidelines on seasonal adjustment

 

Expected outcome

 

 

 

Participants will be able to use the SA methods implemented in JDEMETRA+ for the purposes of mass production. 

They will understand the basic principles of the ESS guidelines and they will be able to apply them correctly using JDemetra+

 

Training Methods

Presentations and lectures

Case studies on real data sets (also provided by the participants)

“Show and tell” by the participants

 


 

Required Reading 

None

 

Suggested Reading

None

 

Required Preparation

Participants are requested to write a short summary of their activities in their organisation. They are requested to express the reasons and motivation for applying to this training activity and to describe the practices, problems and experiences they face in the field of the course. Participants are strongly invited to practice with recent version of JD+. 

 

Trainer(s)/
Lecturer(s)

Francesca Di Iorio (Independent Expert)

Duncan Elliott (Independent Expert)

 

 

Practical Information

When

Duration

Where

Organiser

Application via National Contact Point

17-19.02.2025

3 days

Cologne, Germany

ICON INSTITUTE Public Sector GmbH

Deadline: 16.12.2024