By EUROSTAT with Jens Dossé, Servais Hoffmann, Pierre Kelsen, Christophe Planas, Raoul Depoutot
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By EUROSTAT with Jens Dossé, Servais Hoffmann , Pierre Kelsen, Christophe Planas, Raoul Depoutot Includes both X-12-ARIMA and TRAMO/SEATS Modern time series techniques to large-scale sets of time series To ease the access of non-specialists Automated procedure and a detailed analysis of single time series Recommended by Eurostat X-12-ARIMA vs. TRAMO/SEATS
Users can choose: Tramo-Seats model-based adjustments X-12-ARIMA One interface Aims to improve comparability of the two methods Uses a common set of diagnostics and of presentation tools Necmettin Alpay Koçak is a member of the testing group Use tools and software supported widely Demetra+ will be supported by Eurostat Methodological guidelines will be available Results will be more comparable Use your national calendars Dedicate enough human resources to SA Aim at a clear message to the users Consider which series serve the purpose of the indicator Document all relevant choices and events Useful references Eurostat is preparing a Handbook on Seasonal Adjustment ESS Guidelines on Seasonal Adjustment http://epp.eurostat.ec.europa.eu/cache/ITY_OFFPUB/KS-RA-09-006/EN/KS-RA-09-006-EN.PDF Central Bank of the Republic of Turkey (2002). Seasonal Adjustment in Economic Time Series. http://www.tcmb.gov.tr/yeni/evds/yayin/kitaplar/seasonality.doc Hungarian Central Statistical Office (2007). Seasonal Adjustment Methods and Practices. www.ksh.hu/hosa US Census Bureau. The X-12-ARIMA Seasonal Adjustment Program. http://www.census.gov/srd/www/x12a/ Bank of Spain. Statistics and Econometrics Software. http://www.bde.es/servicio/software/econome.htm Australian Bureau of Statistics (2005). Information Paper, An Introduction Course on Time Series Analysis – Electronic Delivery. 1346.0.55.001. http://www.abs.gov.au/ausstats/abs@.NSF/papersbycatalogue/7A71E7935D23BB17CA2570B1002A31DB?OpenDocument Based on a UNECE Seasonal Adjustment Survey Carsten Boldsen Hansen Economic Statistics Section, UNECE Agenda Objective & Scope of the Survey of 2008 Survey Findings Current State of Seasonal Adjustment Dissemination Policies Applied Seasonal Adjustment Approach Pre-Treatment of Time Series Validation of Seasonal Adjustment Plans for Future Development Recommended Future Measures Objective & Scope of the Survey UNECE survey to National Statistical Offices (NSOs) and Central Banks (CBs) Conducted in October 2008 Targeted to 17 CIS and Western Balkans countries 11 answers were received from 10 different countries To obtain information on the current state in order to offer support Main factors identified: Non-comparability due to lack of seasonal adjustment Many have started seasonally adjusting Interest is raising in order to: Detect turning points earlier Enable comparison of sectors of the economy and countries Current State of SA Practices Most common statistics seasonally adjusted are: GDP (6), Industrial production (3), Exports and imports (4) NSOs adjust about 30 monthly and 30 quarterly time series 9 NSOs reported limited capacity in terms of SA Unified SA procedure in 5/9 offices All NSOs that perform SA have some methodological descriptions about SA Length of SA time series vary between 48 – 216 months, and quarterly between 16 – 72 quarters Dissemination of SA Data SA series are usually published in regular publications and/or on the Internet None of the countries published working day adjusted series Most NSOs publish metadata on the methods of seasonal adjustment All eight countries that produce SA series disseminate the data also in paper publications Seasonal Adjustment Approach The most commonly used SA approach is X-12-ARIMA <> TRAMO/SEATS in EU Some tendency to shift towards using TRAMO/SEATS and “X-13 ARIMA/SEATS” “X-13-ARIMA/SEATS” was expected to be the future tool for seasonal adjustment 4/9 NSOs currently performing SA have chosen their approaches via international orgs Dostları ilə paylaş:
