1. 22/06/2011 Using DEMETRA+ Enrico INFANTE - ESTAT Unit B2 – Methodology and Research Task Force: SA tools User testing group 22/06/2011 Paris - INSEE

2. 2 Contents Using Demetra+: how to split a series Using Demetra+: direct vs indirect approach Possible bugs in Demetra+.net –Calendar (Labour Day) –Updating a series on excel 22/06/2011Task force: SA tools testing groupEnrico Infante

3. 3 Using Demetra+: how to split a series There are some tricky series that may be split in two or more parts and Seasonally Adjusted using different specifications Demetra+ is able to work with the span but the process is very long and it is not possible to merge the results directly During this process usually Demetra+ does not usually display more than one specification or result at the same time 22/06/2011Task force: SA tools testing groupEnrico Infante

4. 4 Using Demetra+: how to split a series Example: Spain – Production in the construction sector 22/06/2011Task force: SA tools testing groupEnrico Infante Different patterns of seasonality

5. 5 Using Demetra+: how to split a series 22/06/2011Task force: SA tools testing groupEnrico Infante  Three different specifications for one series  We are not able to see them together  The results could be merged manually

6. 6 Using Demetra+: direct vs indirect Aggregate series Direct approach: Seasonally Adjust the aggregate series directly Indirect approach: Seasonally Adjust all the sub-series and then aggregate them Demetra+  TSTools (laboratory) It only gives some graphical information on the two different approaches More details could be shown (e.g. the mean of the absolute percentage deviation series) 22/06/2011Task force: SA tools testing groupEnrico Infante

7. 7 Using Demetra+: direct vs indirect 22/06/2011Task force: SA tools testing groupEnrico Infante Example: Partial European GDP

8. 8 Possible bugs in Demetra+ Calendar – Labour Day –Using a calendar with Labour Day, the system is producing “Invalid processing” 22/06/2011Task force: SA tools testing groupEnrico Infante

9. 9 Updating a series on excel –The way to update an excel file already imported in Demetra+ is to close and reopen the software 22/06/2011Task force: SA tools testing groupEnrico Infante Possible bugs in Demetra+ The series has not been updated!

10. 10 Thank you!! Questions? 22/06/2011Task force: SA tools testing groupEnrico Infante