Testing seasonal adjustment with Demetra Antonian Karine Armenovna
- Slides: 12
Testing seasonal adjustment with Demetra+ Antonian Karine Armenovna National Statistical Service of the Republic of Armenia
Main results {
Graphs of the results
Check for the sliding seasonal factor
General quality diagnostics
Residual seasonality
Stability of the model
Residuals
Choice of the approach and regressors • • • Method used - X 12 Specific holidays were chosen Specification used - RSA 1.
Conclusions Unfortunately we don’t have enough information to understand the results and be able to analyze them. We also had problems installing Demetra+ program, it was only possible to install on the computers with Windows 7, because we didn’t know minimal operating system requirements for Demetra+. The program Demetra+ works without problems. In future we would like to have sufficient information, that will help us to answer many questions that have arisen.
Questions to be addressed We would like to have more information on: 1. How to select between the specifications (RSA 0 - RSA 5)? 2. Explain in more detail the meaning of irregular component and the trend-cyclic component. 3. To understand read the results of seasonal adjustment. 4. Explain ARIMA model and the airline model. 5. Impact of calendar effects on measuring economic activity.
THANK YOU FOR YOUR ATTENTION!
