Online Program Home
My Program

Abstract Details

Activity Number: 642
Type: Topic Contributed
Date/Time: Thursday, August 4, 2016 : 8:30 AM to 10:20 AM
Sponsor: Business and Economic Statistics Section
Abstract #320569 View Presentation
Title: Quality Reporting for Seasonal Adjustment with JDemetra+
Author(s): Dominique Ladiray*
Companies: INSEE
Keywords: Seasonal adjustment ; Quality ; Time series analysis

"Quality report" is an expression widely used in the seasonal adjustment context but it covers various meanings and concepts. In fact, a different report is needed when you produce the seasonally and/or calendar adjusted series, when you define or try to improve the seasonal adjustment process, when you disseminate the data and when you use the data. JDemetra+, the European seasonal adjustment software, incorporates a plug-in that allows customizing the quality report that meets the various user needs.

The presentation emphasizes several important points: 1 - the identification of the quality dimensions specific for seasonal adjustment; 2 - the choice of the relevant statistical indicators to check the quality of seasonally and/or calendar adjusted data; 3 - the setting of the weight of each indicator and the definition of a global quality indicator; 4 - the use of the report for selective editing during production time; 5 - the dissemination format(s) of the report compliant with European standards (ESS Standard for Quality Reports Structure and Euro-SDMX Metadata Structure).

Authors who are presenting talks have a * after their name.

Back to the full JSM 2016 program

Copyright © American Statistical Association