Testing seasonal adjustment with Demetra+

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Presentation transcript:

Testing seasonal adjustment with Demetra+ Abdrakhmanova H.S NSC, Kyrgyzstan

Check of the original time series Original time series are: Accurate Long, from the year 1998 (2005=100) Of good quality and correspond to the international standard Consecutive

Graphs Periodogram Auto-regressive spectrum

Growthchart

Сhart

Choise of the approach and predictors Approach Tramo/Seats We chose specific national holidays Automatically was chosen specification RSA5

Graphs of the results

Presence of seasonality

Original series

Residual seasonal factor

Main diagnostic of quality summary Good basic checks definition: Good (0,000) annual totals: Uncertain (0,022) visual spectral analysis spectral seas peaks: Good spectral td peaks: Good regarima residuals normality: Good (0,433) independence: Good (1,000) spectral td peaks: Good (0,505) spectral seas peaks: Uncertain (0,012) residual seasonality on sa: Good (0,943) on sa (last 3 years): Good (0,891) on irregular: Good (0,916) outliers number of outliers: Uncertain (0,032) seats seas variance: Good (0,883) irregular variance: Good (0,577) seas/irr cross-correlation: Good (0,739)

Arima