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 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 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 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 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 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 Using Demetra+: direct vs indirect 22/06/2011Task force: SA tools testing groupEnrico Infante Example: Partial European GDP 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 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 Thank you!! Questions? 22/06/2011Task force: SA tools testing groupEnrico Infante