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Testing seasonal adjustment with Demetra+

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

1 Testing seasonal adjustment with Demetra+
Abdrakhmanova H.S NSC, Kyrgyzstan

2 Check of the original time series
Original time series are: Accurate Long, from the year 1998 (2005=100) Of good quality and correspond to the international standard Consecutive

3 Graphs Periodogram Auto-regressive spectrum

4 Growthchart

5 Сhart

6 Choise of the approach and predictors
Approach Tramo/Seats We chose specific national holidays Automatically was chosen specification RSA5

7 Graphs of the results

8 Presence of seasonality

9 Original series

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12 Residual seasonal factor

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14 Main diagnostic of quality
summary Good basic checks definition: Good (0,000) annual totals: Uncertain (0,022) visual spectral analysis spectral seas peaks: Good spectral td peaks: Good regarima residuals normality: Good (0,433) independence: Good (1,000) spectral td peaks: Good (0,505) spectral seas peaks: Uncertain (0,012) residual seasonality on sa: Good (0,943) on sa (last 3 years): Good (0,891) on irregular: Good (0,916) outliers number of outliers: Uncertain (0,032) seats seas variance: Good (0,883) irregular variance: Good (0,577) seas/irr cross-correlation: Good (0,739)

15 Arima

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