Technical Cooperation Programme

Workshop on Seasonal Adjustment of Economic Time Series with JDemetra+

Date: 12-06-2014

The workshop on Seasonal Adjustment of Economic Time Series with JDemetra+ organized by the Department of Statistics in cooperation with the International Department, took place on 10-12 June 2014 at the NBP Head Office in Warsaw.

11 representatives from 7 central banks (Belarus, Indonesia, Moldova, Tunisia, Turkey, Ukraine) took part in the event conducted by Ms Sylwia Grudkowska - Economic Expert from the NBP Department of Statistics.

The workshop, conducted in English with simultaneous translation into Russian, was a platform to discuss the theoretical concepts of seasonal adjustment like seasonality and its determinants, Auto Regressive Integrated Moving Average (ARIMA) modelling, calendar effects and outliers. It focused on the on two most commonly used seasonal adjustment methods, i.e. TRAMO/SEATS, X-12-ARIMA/X-13ARIMA-SEATS and includes useful practical recommendations. The workshop aimed to introduce the participants to the main features of the state-of-the-art seasonal adjustment software, namely JDemetra+, and to enable them to take advantage of this tool in a daily work.

We would like to thank all the participants for their active participation.



 
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