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Seasonal Adjustment for Trusted Smart Statistics with JDemetra+ and RJDemetra - 2024

Seasonal Adjustment for Trusted Smart Statistics with JDemetra+ and RJDemetra (3 webinars)

Course LeaderAnna Smyk
Target GroupOfficial statisticians (including managers) interested in seasonal adjustment methods and have no specific knowledge on this subject.
Entry Qualifications
  • Sound command of English. Participants should be able to make short interventions and to actively participate in discussions
  • Sound knowledge of Time series analysis would be an advantage
  • Familiarity with the seasonal adjustment methods and software is not required
Objective(s)
  • To provide the participants with a basic understanding of the main concepts of seasonal and calendar adjustment, trend cycle, irregular components and related time-series issues
  • To introduce the participants to the use of software JDEMETRA+ via the graphical interface and R.
Contents

Webinar 1

  • Brief review of time series analysis, and ARIMA modelling
  • Seasonality and its determinants
  • Calendar effect and its components
  • Intro to JDEMETRA+
  • Examples with JDEMETRA+

 

Webinar 2

  • Why seasonal and calendar adjustment?
  • Identification of type of outliers
  • Use of additive and multiplicative decomposition
  • Intro to RJDEMETRA

 

Webinar 3

  • ESS guidelines on:
    • Seasonal Adjustment
    • Temporal disaggregation and benchmarking
  • More introductory sessions with RJDEMETRA

Didactic examples to be provided on Trusted Smart Statistic

Expected OutcomeTrained people will be able to identify outliers, decompose time series, adjust series for the seasonal and calendar effects. They will be able to recognise series needing calendar and/or seasonal adjustment and carry out the related procedures by using the latest version of JDEMETRA+ tool.
Training Methods
  • Presentations and lectures
  • Case studies on real data sets (also provided by the participants)

 

Required ReadingParticipants should be familiar with the content of the website https://ec.europa.eu/eurostat/cros/content/seasonal-adjustment_en
Suggested Reading

Revised ESS guidelines on seasonal adjustment

https://ec.europa.eu/eurostat/cros/content/methodological-notes_en

Required PreparationParticipants 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 further requested to indicate their knowledge of the statistical programming language R. Participants can also bring a set of time-series related to their interest, should they wish to do so.
Trainer(s)/

Lecturer(s)
Anna Smyk (Independent expert)

 

 

 

Practical Information    
WhenDurationWhereOrganiserAPPLICATION VIA National Contact Point

5th, 6th and 7th March 2024

 

 

2 delivery daysOn-line, Zoom

ICON INSTITUTE

Public Sector GmbH

Deadline: 29.01.2024

COURSE FULL