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Testing seasonal adjustment using Demetra+

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Presentation on theme: "Testing seasonal adjustment using Demetra+"— Presentation transcript:

1 Testing seasonal adjustment using Demetra+
Satybekova G.B. National Statistical Committee, Kyrgyzstan

2 Check of the original time series
Original time series are: Accurate Long, for the years , in average annual prices of the year 2000 (2000=100) Of good quality and correspond to the international standards Consecutive October 2011

3 Graphs that show seasonality
Periodogram Chart Auto-Regressive Spectrum TSChart There is a seasonal factor in the original dynamic range October 2011

4 Describe choice of the approach and predictors
Approach used TRAMO/SEATS Certain national holidays were selected Automatically was selected specification - RSA5 October 2011

5 Models used Information on pre-treatment: October 2011

6 Graphs of the results Yes, seasonal component was lost in the irregularity October 2011

7 Check for the sliding seasonal factor
How to check the ratio of the sliding seasonal factor? October 2011

8 Main diagnostic of quality
Basic test – compared the annual total value of the original series and the series adjusted for seasonal variations. This value should be close to zero October 2011

9 Residual seasonal factor
Yes, there is residual seasonal factor after the adjustment October 2011

10 Stability of the model Model is stable October 2011

11 Remains Remains of the normal distribution They are random
October 2011

12 Some problematic series (if there were any)
? October 2011

13 Evaluate the ability to publish the results
Need to learn from users about their needs and to expand their knowledge and understanding of the seasonal adjustment We think that it is too early to publish, we need to have certainty in the quality of the seasonal adjustment results received October 2011

14 Conclusion We need to have training, during the next seminar on how to analyse results of the seasonal adjustment How to document and publish the results October 2011


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