Transcript Using Demetra+ in daily work - CROS

Using DEMETRA+
Enrico INFANTE - ESTAT
Unit B2 – Methodology and Research
Task Force: SA tools User testing group
22/06/2011 Paris - INSEE
22/06/2011
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
22/06/2011
Task force: SA tools testing group
Enrico Infante
2
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
22/06/2011
Task force: SA tools testing group
Enrico Infante
3
Using Demetra+: how to split a series
 Example: Spain – Production in the construction sector
Different patterns of seasonality
22/06/2011
Task force: SA tools testing group
Enrico Infante
4
Using Demetra+: how to split a series
 Three different
specifications for
one series
 We are not able to
see them together
 The results could be
merged manually
22/06/2011
Task force: SA tools testing group
Enrico Infante
5
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)
22/06/2011
Task force: SA tools testing group
Enrico Infante
6
Using Demetra+: direct vs indirect
 Example: Partial European GDP
22/06/2011
Task force: SA tools testing group
Enrico Infante
7
Possible bugs in Demetra+
 Calendar – Labour Day
– Using a calendar with Labour Day, the system is producing “Invalid
processing”
22/06/2011
Task force: SA tools testing group
Enrico Infante
8
Possible bugs in Demetra+
 Updating a series on excel
– The way to update an excel file already imported in
Demetra+ is to close and reopen the software
The series has not been updated!
22/06/2011
Task force: SA tools testing group
Enrico Infante
9
Thank you!!
 Questions?
22/06/2011
Task force: SA tools testing group
Enrico Infante
10