Testing Seasonal Adjustment of the Price Index for tomatoes with Demetra+ Kumpeisova Dinara Agency of Statistics of the Republic of Kazakhstan, Kazakhstan.

Slides:

Advertisements

Similar presentations

A.S. 3.8 INTERNAL 4 CREDITS Time Series. Time Series Overview Investigate Time Series Data A.S. 3.8 AS91580 Achieve Students need to tell the story of.

Advertisements

Seasonal Adjustment of National Index Data at International Level

Using Demetra+ in daily work at NBP – SA in the time of crisis Sylwia Grudkowska, Department of Statistics, NBP.

Trends and Seasonality Using Multiple Regression with Time Series Data Many time series data have a common tendency of growing over time, and therefore.

Internal documentation and user documentation

REPUBLIC OF TURKEY TURKISH STATISTICAL INSTITUTE TurkStat Direct vs. Indirect Approach in Seasonal Adjustment: Proposal for a new tool Necmettin Alpay.

Chapter 5 Time Series Analysis

United Nations Statistics Division Seasonal adjustment Training Workshop on the Compilation of Quarterly National Accounts for Economic Cooperation Organization.

Unido.org/statistics Analysis of Divergence of quarterly and Annual Index of Industrial Production Shyam Upadhyaya, Shohreh Mirzaei Yeganeh United Nations.

Components of Time Series, Seasonality and Pre-conditions for Seasonal Adjustment Anu Peltola Economic Statistics Section, UNECE UNECE Workshop on Short-Term.

Non-continuous Relationships If the relationship between the dependent variable and an independent variable is non-continuous a slope dummy variable can.

J. Khélif Insee July 2008 A quality report for seasonally and trading day adjusted French IIP.

Demetra+ Quick Tour Versatile software. Choose the right tool Demetra+ main feature: multi-processing Demetra+ in production. Understanding.

13-Jul-07 European Statistical System guidelines on seasonal adjustment: a major step towards PEEIs harmonisation C. Calizzani – G.L. Mazzi – R. Ruggeri.

03/05/2011 Seasonal Adjustment and DEMETRA+ ESTP course Dario Buono and Enrico Infante Unit B2 – Research and Methodology EUROSTAT 3 – 5 May 2011 © 2011.

Eurostat Seasonal Adjustment. Topics Motivation and theoretical background (Øyvind Langsrud) Seasonal adjustment step-by-step (László Sajtos) (A few)

Integrating Reserve Risk Models into Economic Capital Models Stuart White, Corporate Actuary Casualty Loss Reserve Seminar, Washington D.C September.

Testing seasonal adjustment with Demetra+ Petrenko I.S. State Statistics Service of Ukraine.

The experience of Tajikistan’s statisticians on the use of seasonal adjustment in statistical analysis Dushanbe – Astana – 2011 Abdulloev M. Nabiev I.

USING DEMETRA+ IN DAILY WORK SAUG – Luxembourg, 16 October 2012 Enrico INFANTE, Eurostat Unit B1: Quality, Methodology and Research.

United Nations Economic Commission for Europe Statistical Division Seasonal Adjustment Process with Demetra+ Anu Peltola Economic Statistics Section, UNECE.

Overview of Main Quality Diagnostics Anu Peltola Economic Statistics Section, UNECE UNECE Workshop on Seasonal Adjustment 20 – 23 February 2012, Ankara,

United Nations Economic Commission for Europe Statistical Division Introduction to Seasonal Adjustment Based on the: Australian Bureau of Statistics’ Information.

Chapter 14 Inference for Regression AP Statistics 14.1 – Inference about the Model 14.2 – Predictions and Conditions.

Short-term Distributive Trade Statistics Workshop for African countries on the Implementation of International Recommendations for Distributive Trade Statistics.

Ketty Attal-Toubert and Stéphanie Himpens Insee, France 16th of November, 2011 ESTP course Demetra+ Demetra+ for X12 in Daily Work.

Issues for discussion in the Workshop on Seasonal Adjustment Anu Peltola Economic Statistics Section, UNECE UNECE Workshop on Seasonal Adjustment 20 –

1 Departamento de Contas Nacionais / Serviço de Indicadores de Curto Prazo National Accounts Department / Short Term Statistics Unit Using Demetra+

Testing Seasonal Adjustment with Demetra+ Levan Gogoberishvili Head of National Accounts Division National Statistics Office of Georgia.

Anu Peltola Economic Statistics Section, UNECE

Ketty Attal-Toubert and Stéphanie Himpens Insee 22nd of June, 2011 An Overview of seasonal adjustment in the short term statistic department.

United Nations Economic Commission for Europe Statistical Division Importance of Original Data and Fixed Base Indices – Data Example Artur Andrysiak Economic.

Testing seasonal adjustment with Demetra+ Dovnar Olga Alexandrovna The National Statistical Committee, Republic of Belarus.

April 2011 Testing Seasonal Adjustment with Demetra+ Ariunbold Shagdar National Statistical Office, Mongolia.

Round Table Round Table Current State of Seasonal Adjustment in Countries/ UNECE Workshop on Short-Term Statistics (STS) and Seasonal Adjustment 14 – 17.

A comparison of automatic model selection procedures for seasonal adjustment Cathy Jones.

IMF Statistics Department The views expressed herein are those of the author and should not necessarily be attributed to the IMF, its Executive Board,

Using Demetra+ at SURS Manca Golmajer, Andrejka Smukavec 20 June 2013.

1 Rosalia Daví 1 Václav Vavryčuk 2 Elli-Maria Charalampidou 2 Grzegorz Kwiatek 1 Institute of Geophysics, Academy of Sciences, Praha 2 GFZ German Research.

USING DEMETRA+ IN DAILY WORK SAUG – Luxembourg, 16 October 2012 Enrico INFANTE, Eurostat Unit B1: Quality, Methodology and Research.

Ketty Attal-Toubert and Stéphanie Himpens Insee 22nd of June, 2011 Using SAS to implement additional tools.

——Comparing between the methods based on X-12ARIMA and TRAMO/SEATS By Ming-Fang Zhang Suo-Xian Pan IAOS Conference, Shanghai, October, 2008 Study.

Using of modern seismological data to reveal the earthquake precursors G.A.Sobolev 1,2, A.A.Lyubushin 1 1.Institute of Physics of the Earth RAS, 2. Geophysical.

AP Statistics Chapter 14 Section 1.

Shohreh Mirzaei Yeganeh United Nations Industrial Development

Using Demetra+ at NSO of FI, - first results of testing

Lecture Slides Elementary Statistics Thirteenth Edition

Testing seasonal adjustment with Demetra+

2.1. JDemetra+ Last updates (since 2.0.0)

Difficulties in Seasonal Adjustment

How to select regressors and specifications in Demetra+?

Hungarian practice on chain-linking and its implication for SA

Seasonal adjustment with Demetra+

New Demetra 2.2 Euro-indicators Working Group

STATISTICAL AGENCY UNDER PRESIDENT OF THE REPUBLIC OF TAJIKISTAN

Euro area export and import of goods: direct versus indirect seasonal adjustment Carmen Picón Luxembourg, 6 March 2012.

Testing seasonal adjustment with Demetra+

Chapter 14 Inference for Regression

Faiz Alsuhail 21 of June, Frankfurt

LAMAS Working Group June 2015

Problematic time series and how to treat them

Chapter 13 Multiple Regression

Testing seasonal adjustment using Demetra+

Yankov V.M. Rosstat, Russian Federation

TYPES of seasonal adjustment processes in banco de españa

Model Selection, Seasonal Adjustment, Analyzing Results

Ermurachi Galina National Bureau of Statistics, Republic of Moldova

Issues on Seasonal Adjustment in the EECCA countries

Selective Editing Techniques and Seasonal Adjustment of STS

Testing seasonal adjustment with Demetra+

Presentation transcript:

Testing Seasonal Adjustment of the Price Index for tomatoes with Demetra+ Kumpeisova Dinara Agency of Statistics of the Republic of Kazakhstan, Kazakhstan

-The approach TRAMO/SEATS was used; - Specification RSA5 was used; - The calendar of national holidays was used.

Апрель 2011 Pre-treatment  Estimation time span : year;  Pre-determined calendar effects according specification RSA5 were used  Used model type ARIMA ( 0, 1, 1 )( 0, 1, 1 ) s  Deviating values not found: number of outliers: Good (0,000)

Graph of results Seasonal component is lost in the noise of the irregular component, that indicating minor seasonal fluctuations of the series. If seasonal fluctuations amplitude does not have a strongly pronounced tendency to variations with the time, in this case the additive model can be selected, otherwise the multiplicative model is preferable. In our case – it is an additive model.

The spectrum of residuals The graph shows that there are no indications of residual seasonal and calendar effects, in time series adjusted for seasonal fluctuations, because the seasonal frequency and the frequency of trading days does not show any spectral peaks.

Check for a sliding seasonal factor In the graph unstable and changing seasonal factors are not observed.

Evolutive seasonality test Submitted data show that sliding seasonal component is on the 20% significance level in the time series of index of industrial production. Seasonal fluctuations are identified in the initial time series, but there is no residual seasonality in the whole series in the last 3 years time series adjusted on seasonal fluctuations.

Stability of model The closer a point of update to the red line, the more stable the model. According to the results of this series, we have two points that go slightly beyond the deviating values.

Residual distribution Residuals are random, normal and independent.

Present some problematic series (if you had some) All results from diagnostic panel “Diagnostics” are Good Except spectral seasonal peaks are (Bad (0,04). To what is it necessary to pay attention to and how to fix it?

Conclusions Methodological recommendations are needed on the results interpretation with Demetra + More detailed analysis of the residuals is needed

Thank you for your attention! Questions?