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Jdemetra user guide JDemetra User Guide Sylwia Grudkowska Department of Statistics Warsaw r CSylwia Grudkowska ?? Narodowy Bank Polski Department of Statistics sylwia grudkowska nbp pl The views expressed herein are those of the authors and not necessaril

JDemetra User Guide Sylwia Grudkowska Department of Statistics Warsaw r CSylwia Grudkowska ?? Narodowy Bank Polski Department of Statistics sylwia grudkowska nbp pl The views expressed herein are those of the authors and not necessarily those of the Narodowy Bank Polski Print NBP Printshop Published by Narodowy Bank Polski Education Publishing Department ul ?wi tokrzyska - Warszawa Poland phone www nbp pl ? Copyright Narodowy Bank Polski CTable of content Introduction Historical background About JDemetra About the JDemetra User Guide Who should use this document How the document is organized How to use this document Preliminary issues uploading and visualizing data Overview of JDemetra Source data Import data Displaying data Seasonal adjustment and other time-series analysis with JDemetra Simple seasonal adjustment Simple seasonal adjustment of a single time series Simple seasonal adjustment of multiple time series Detailed seasonal adjustment Detailed seasonal adjustment of a single time series Detailed seasonal adjustment of multiple time series Time series modelling Basic time series analysis Advanced time series analysis Other tools Seasonality tests Spectral graphs Calendars References CAcknowledgements I am deeply grateful to Veronique Elter STATEC Duncan Elliott Mark Hogan and James Macey O ?ce for National Statistics Jean Palate and David de Antonio Liedo The National Bank of Belgium Dominique Ladiray and Trong-Hien Pham INSEE Christiane Hofer Andreas Dietrich and Andreas Lorenz Deutsche Bundesbank for their valuable support in the preparation of this document Thanks are to Faiz Alsuhail Statistics Finland Karen Keller Statistics Denmark Regina Soares Statistics Portugal and Yingfu Xie Statistics Sweden for their insightful comments and suggestions Finally I would like to thank the all the members of the Seasonal Adjustment Centre of Excellence for their useful comments and helpful suggestions on various drafts of this document Disclaimer The JDemetra User Guide is provided by Eurostat This material ? is information to assist new users of JDemetra to familiarize themselves with the interface and functionalities of the application in a general nature and is not intended to favour one method over another out of those available in the application ? is still in development ? sometimes links to further papers and documents for which Eurostat has no control and for which Eurostat assumes no responsibility ? does not constitute professional or legal advice JDemetra is designed to support the ESS Guidelines on Seasonal Adjustment While JDemetra incorporates the seasonal adjustment methods of the U S Census Bureau X- -ARIMA and X- ARIMA- SEATS and of the Bank of Spain TRAMO SEATS the ESS Guidelines on Seasonal Adjustment do not promote one method over another The paper presents the personal opinions of the author and does not necessarily re ect the o ?cial position of the institutions with whom the author cooperates All errors are author ? s responsibility Contact Sylwia Grudkowska ?? Narodowy Bank Polski Department of Statistics sylwia grudkowska nbp pl C Introduction Historical background Seasonal adjustment SA is an important component of the o ?cial statistics business process This technique is widely used for estimating and removing seasonal