LAMAS Working Group 13-14 June 2018 ESS guidelines on temporal disaggregation riccardo.gatto@ec.europa.eu dario.buono@ec.Europa.eu

Background In official statistics users often require time series at a higher frequency than they are observed. Benchmarking and reconciliation methods can be used to achieve these aims. The WG Methodology, in May 2017, established a dedicated Task Force (TF) to establish common guidelines for temporal disaggregation within the European Statistical System (ESS)

ESS Guidelines on TD Why? What for? How? Methodology harmonization: the definition of best practices What for? Deriving consistent high (Q/M) frequency data from low frequency (A/Q) data How? Estimation methods with quality measures

ESS Guidelines on TD Who? When? Where? All infra-annual data producers Regular production and revision analysis Where? Stand-alone and remote solution

Approach Common Guidelines for Temporal Disaggregation within the ESS as essential step for a better harmonization and comparability of infra-annual statistics. Each stage of Benchmarking and Reconciliation process is explained and options described. Out of these options three alternative courses of action are highlighted: (A) Best alternative (B) Acceptable (C) To be avoided

Guidelines structure 1. Introduction (includes motivation, definitions, and general policy) 2. Preliminary analysis 3. Temporal Disaggregation 4. Benchmarking 5. Reconciliation and Multivariate Benchmarking 6. Specific Issues 7. Presentation

Work in progress Latest version is available at: https://ec.europa.eu/eurostat/cros/content/task-force-temporal-disagreggation_en Presented to WG Methodology, National Accounts, LAMAS and Expert Group on Seasonal Adjustment. Adoption by 2018

LAMAS delegates are invited to: take note of the work of the Task Force on Temporal Disaggregation to draft the ESS guidelines on temporal disaggregation; send their comments and suggestions on the last available version of the ESS guidelines on temporal disaggregation.