1. STATISTICAL AGENCY UNDER PRESIDENT OF THE REPUBLIC OF TAJIKISTAN
Testing seasonal adjustment with Demetra+
Kosimov Kh. M.
Dushanbe, Tajikistan

2. STATISTICAL AGENCY UNDER PRESIDENT OF THE REPUBLIC OF TAJIKISTAN
Check the original
time series
Conclusions about the quality of source data
Quality adjustment for seasonal variation depends on the quality of data;
The input price index was used agricultural production;
Data analysis determined that there is seasonality and availability of seasonal interruptions;
duration of the time series consists of 4 years (48 cases).

3. Some graphs to show the presence of seasonality
STATISTICAL AGENCY UNDER PRESIDENT OF THE REPUBLIC OF TAJIKISTAN
Some graphs to show the presence of seasonality
A seasonal factor was observed in the original series.

4. STATISTICAL AGENCY UNDER PRESIDENT OF THE REPUBLIC OF TAJIKISTAN
Selection of approach and regressors
The approach used was TRAMO / SEATS;
Selected certain holidays and national holidays;
Chosen specification (RSA4).

5. STATISTICAL AGENCY UNDER PRESIDENT OF THE REPUBLIC OF TAJIKISTAN
The applied model
Working days correction was applied, holidays, the presence of seasonality and seasonal break were tested
Current adjustment means that the model, filters, outliers and calendar regression variables are re-identified and the respective parameters and factors re-estimated at review periods that have been set in advance.

6. STATISTICAL AGENCY UNDER PRESIDENT OF THE REPUBLIC OF TAJIKISTAN
Graphs of the results
According to data given in the graph, the peak (highest value) of the irregular component observed in June, the lowest value in January.

7. STATISTICAL AGENCY UNDER PRESIDENT OF THE REPUBLIC OF TAJIKISTAN
The index of agricultural production by month
2007 – 2010, seasonally adjusted

8. STATISTICAL AGENCY UNDER PRESIDENT OF THE REPUBLIC OF TAJIKISTAN
Checking for sliding seasonal factors
The above analysis shows that the seasonal factor changes sharply in June due to increased agricultural production.

9. STATISTICAL AGENCY UNDER PRESIDENT OF THE REPUBLIC OF TAJIKISTAN
Main quality diagnostics
The main results of the quality diagnostics     Summary results: Good
Basic checks:    definition, good (0.000)    Annual totals: Uncertain (0.021) Visual spectral analysis:    spectral peaks of the sea: Good    spectral peaks td: Good Regarima residuals:    normal, good (0.136), Good independence (.137), Spectral peaks td Good (.284),     spectral Sea reaches a maximum    Doubtful (0.019)

10. STATISTICAL AGENCY UNDER PRESIDENT OF THE REPUBLIC OF TAJIKISTAN
Main quality diagnostics
Residual seasonality:
- sa: Good (1000)
- sa (last 3 years): Good (.986)
- irregular: Good (1000)
Outliers:
- number of outliers, good (0.000)
Seats:
- seas variance: Good (0.157)   - Irregular distinction, Good (0.240)   - Seasonal cross-correlation: Good (0.228)

11. STATISTICAL AGENCY UNDER PRESIDENT OF THE REPUBLIC OF TAJIKISTAN
Residual seasonality
There is no residual seasonality after adjustment

12. Questions about the program:
STATISTICAL AGENCY UNDER PRESIDENT OF THE REPUBLIC OF TAJIKISTAN
Questions about the program:
Should we retain dependence between the values ​​at current prices, indices of price and volume, and how?
How to adjust the data prior to the adjustment for seasonal variations to account for the effects of irregular?
What policies should be followed in regard to the publication of seasonally adjusted data?

13. Evaluate the ability to publish results
STATISTICAL AGENCY UNDER PRESIDENT OF THE REPUBLIC OF TAJIKISTAN
Evaluate the ability to publish results
Provide users with seasonally adjusted data or estimates of the trend-cyclical component is controversial. It is recommended to publish both measures, preferably in conjunction with the general diagram describing the dynamics of the two series over time.
Due to the fact that since January 2011, the Agency maintains statistical records on the basis of classifications of economic activities will need to recalculate time series, according to the ОКЭД classification, after the new time-series we will analyse the statistics with the seasonal adjustment program Demetra +, then we can consider publishing the data and placing it on the website.

14. STATISTICAL AGENCY UNDER PRESIDENT OF THE REPUBLIC OF TAJIKISTAN
Questions
Study the experience and obtain skills from other countries on the use of seasonal adjustment in the statistical analysis;
Need to do more practical work;
Need to introduce the knowledge and experience in the statistical system of Tajikistan.

15. Questions to be addressed at the 2. seminar
STATISTICAL AGENCY UNDER PRESIDENT OF THE REPUBLIC OF TAJIKISTAN
Questions to be addressed at the 2. seminar
Should the final figures be calculated as the sum of the adjusted components, or they must be corrected immediately, even if the result may not correspond to the amount of adjusted components?
In other words, should the final figures be calculated by indirect or direct adjustment?
Can the program Demetra + adjust several types of production activity?

16. STATISTICAL AGENCY UNDER PRESIDENT OF THE REPUBLIC OF TAJIKISTAN
Plans for the future
- Recalculation of time series based on the NACE classification, and the introduction of seasonal adjustments; - Training for central office and regional statistical offices; - To exchange experience with other CIS countries; - Improvement of the methodology by using the seasonal adjustment program Demetra +

17. STATISTICAL AGENCY UNDER PRESIDENT OF THE REPUBLIC OF TAJIKISTAN
Address: Dushanbe, , street Bokhtar 17
The Republic of Tajikistan
Tel: ( )
Fax: ( )
Internet:

18. STATISTICAL AGENCY UNDER PRESIDENT OF THE REPUBLIC OF TAJIKISTAN
Thank you for attention!