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LAMAS Working Group 13-14 June 2018
ESS guidelines on temporal disaggregation
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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)
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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
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ESS Guidelines on TD Who? When? Where? All infra-annual data producers
Regular production and revision analysis Where? Stand-alone and remote solution
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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
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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
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Work in progress Latest version is available at:
Presented to WG Methodology, National Accounts, LAMAS and Expert Group on Seasonal Adjustment. Adoption by 2018
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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.
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