Transition to JDemetra+ in a centralised system for seasonal adjstment: issues and benefits
Seasonal adjustment is a very demanding activity for National Statistical Institutes
(NSIs). The required resources, in fact, involve high skilled statisticians and econometricians,
efficient IT procedures and a continuous updating of seasonal adjustment
methods and tools. In order to conduct the annual campaign, as suggested by the European
guidelines on seasonal adjustment, and to assure coherence in the
treatment of peculiar situations (such as crisis, short series, seasonal heteroskedasticity,
etc.), NSIs generally work through a well-structured organisational system. A unit
service deals with time series and seasonal adjustment at central level while several
other local units seasonally adjust data routinely. When a problem arises the latter
asks for the help of the former. Given this organisation and chosen a common seasonal
adjustment method (usually the choice is between the ARIMA model based method
and the moving average based method), there may be several and different ways to
approach the seasonal adjustment, ranging from the simplest one where common procedures
are run on the own domain using personal computers to the most complex
one where a unique centralised system is used. The latter approach is implemented
in the Italian National Institute of Statistics (Istat) through an informative system
hereafter called SITIC. It is aimed at storing, seasonally adjusting and disseminating
short term statistics coming from all business surveys.
The aim of this paper is twofold. Firstly the main features of SITIC are described
stressing the solutions implemented to cope with some methodological issues concerning
the aggregation of chained linked indices and drawing attention to the benefits
implied by the management of a centralized system. Secondly the project aimed
at introducing JDemetra+ in SITIC is presented. Issues, costs and advantages are
listed and the peculiarities of the project are highlighted. In fact the transition to
JDemetra+ in SITIC requires neither the use of the graphical interface nor the use
of batch procedures like JDemetra+ Cruncher, but it is based on the integration of
Java modules avoiding or minimizing any changes in SITIC interface.
Reference:
STS05-002
Session:
Removing seasonality for a better economic reading
Presenter/s:
Giancarlo Bruno
Presentation type:
Oral presentation
Room:
MANS
Chair:
Dominique Ladiray, INSEE, France, (Email)
Date:
Wednesday, 13 March
Time:
11:30 - 12:30
Session times:
11:30 - 12:30