1. Testing seasonal adjustment with Demetra+
Zavadskaya Oksana The National Statistical Committee, Republic of Belarus

2. Check the original time series
In this report, was carried the adjustment of volume indices of gross domestic product (GDP), calculated to the average quarter of 2005 in 2005 prices
October 2011

3. Graphs showing the presence of seasonality
In the original time series a seasonal factor is present
October 2011

4. The choice of approach and regressors
The approach TRAMO/SEATS was used
Pre-defined holidays and national holidays were used
Our own specification was used :
- Transformation, Function : AUTO
- Calendar effect, Operating days, Type : Calendar, Belarus
- Details, Operating days: td2
- The Easter effect, Options: Pretest
- Modeling ARIMA, Automatic modeling, Enabled : True
October 2011

5. The applied models Pre-treatment:
The estimated period: [I-2005 : IV-2010] Logarithmically transformed series The effects of operating days (2 variables) No effects of Easter Deviating values not found Decomposition: Trending: innovation dispersion = 0,3802
Seasonal: innovation dispersion = 0,0000
Irregular: innovation dispersion = 0,1441
Used model type: ARIMA (0,1,1)(0,1,1)
October 2011

6. Seasonal component in the irregular component is not lost
Graph of results
Seasonal component in the irregular component is not lost
October 2011

7. Check on a sliding seasonal factor
Graph of the ratio of seasonality and irregularity in III and IV quarters
October 2011

8. The main diagnostic quality
Final diagnosis: in general, the results are good, there are the unstable spectral calendar peaks in the residuals of regarima
Октябрь 2011

9. Residual seasonal factor
There are no indications of residual seasonal and calendar effects, in time series adjusted on seasonal fluctuations
Октябрь 2011

10. Stability of the model
Visual assessment of series allows you to conclude that the model is stable
October 2011

11. Analysis of the residuals
Residuals analyzed on randomness, normality and independence
October 2011

12. Questions
What’s the meaning of «Friedman statistic = ,0000» in nonparametric tests for seasonal fluctuations in the Friedman test (Friedman test)
How to interpret the absence of Autoregressive spectral graph in residuals :
October 2011

13. Questions (continuance)
3. The program did not perform an assessment of nonlinearity. Why?
Analysis of the residuals
4. How to interpret the straight line on the S-I ratio graph?
October 2011

14. Questions (continuance)
5. How to explain the "zero" in the test for autocorrelation? Should we consider this as a problem?
October 2011

15. Problems 1. Lack of Russian interface
2. Lack of detailed user's manual of the program in Russian
3. Lack of detailed step by step instructions for novice on decoding results
October 2011