Minutes of the SA User Group meeting in Lisbon, 20th ...

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Aug 15, 2012 (5 years and 3 months ago)

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EUROPEAN COMMISSION

EUROSTAT


Directorate B: Quality, methodology and information systems

Unit B
-
2: Methodology and research








Seasonal Adjustment User Group meeting


held at Statistics Lithuania
, in
Vilnus



on the 8 of February 2012

(10h00 to 17h00), Room
434


Minutes and to
-
do
-
list





Presidency:

Mark

Boxall (ECB
)

Secretariat:


Dario Buono (ESTAT), Faiz Alsuhail (FI)

Logistics:

Martine Peeters (ESTAT)

Web:

Agenda and presentations available
here


Attendees (16
):

Patrick

Foley

(IE),

Nomeda Bratcikoviene (LT), Regina Soares (PT), Roxana Ilie
(RO),
Helena Glaser
-
Opitzova (SK),
Faiz Alsuhail (FI), Alpay Kocak (TR), Mark Boxall (ECB),
Jean Palate (NB, BE), Joerg Meier (NB,DE),
Andreas Dietrich (NB
-
DE),
Sylwia Grudkowska (NB,
PL), Dario Buono (ESTAT), Martine Peeters (ESTAT)
, Cristina Calizzani (ESTAT),
Marcus
Scheiblecker (WIFO),


Apologies (20
):
Rumen Vesselinov

(BG),
Dominique Ladiray (FR), Anna Ciammola (IT),
Joslyn
Magro (MT),
Miguel Balbina (PT),
Daniel Ayoubkhani (UK),
J
ulie R. Lawaetz (DK), Veronique
Elter (LU), Itziar Alberdi (ES), Jaanika Tiigiste (EE), Augustin Maravall (NB
-
ES), Emmanuelle
Guidetti (OECD), Pilar Ray del Castillo (ESTAT), Luis Biedma, Gian Luigi Mazzi (ESTAT), Rosa
Ruggeri Cannata (ESTAT), Simo Pasi (E
STAT), Roberto Barcellan (ESTAT)
Hervé Rennié
(ESTAT), Hannah Kiiver (ESTAT), Roberto Barcellan (ESTAT)


Document history:


Version

Release Date

Author

Reviewed By

1.0

14
/
02
/201
2

Faiz Alsuhail (FI)

Mark Boxall (ECB
)

Dario Buono (ESTAT
)




2

Table of
Content


(1) Approval of the agenda, the minutes and to do
-
list of the previous meeting

............................

2

(2) The mandate of the Seasonal Adjustment User Group

................................
...............................

3

(3) Next release of

J
-
Demetra+

................................
................................
................................
........

3

(4)

E
-
learning course in seasonal adjustment

................................
................................
...................

5

(5)
Quality measures

................................
................................
................................
........................

5

(
6) Direct versus indirect adjustment

................................
................................
...............................

6

(7) Pending question to the help
-
desk

................................
................................
..............................

6

(8) Addition
al modules to be added to Demetra+

................................
................................
............

7

(9) Any other business

................................
................................
................................
......................

7

(10) To
-
do
-
list

................................
................................
................................
................................
..

7

(11) Next meeting

................................
................................
................................
.............................

7



(1) Approval of the agenda, the minutes and to do
-
list of the
previous meeting

The chair of the meeting,
Mark Boxall
, opened the meeting

and
welcomed everyone to Vilnus
.

He thanked Nomeda Bratcikoviene for
hosting the meeting and welcomed the new member of the group the
meeting.


The minutes
of the previ
ous meeting
were approved.
As for

the
to
-
list

it
was
noticed that:

-

Taking a leading role in providing documentation and being
responsible for the release policy is task of Seasonal Adjustment
Steering Group (SASG).

-

Sylwia Grudkowska and Anna Ciammola h
ave made a proposal for
improving the quality check of Tramo/Seats. Dominique Ladiray was
absent from the meeting so the improvements of quality check of X12
were not discussed in detail.

-

Giving a proposal on how to make the CSV output more user
-
friendly

will be discussed at the next meeting. INE of Portugal is responsible for
giving the proposal.

-

A few extra pages about X12 have been written by Domini
que

Ladiray
and they have been added to the User
M
anual by Sylwia Grudkowska.

-

The ESTP course on sea
sonal adjustment (in November 2011) was
successfully completed by using the most recent .net
-
version of
Demetra+ (hereafter Demetra+). The SASG has also received in
November a proposal for the content of the seasonal adjustment ESTP
courses taking place i
n 2012. Accordingly, the ESTP course introduction
to Seasonal Adjustment and Demetra+ was held in January 2012.

-

A

disclaimer in the User
M
anual was added by Mark Boxall before the
M
anual was approved by the SASG.



3

-

A proposal for making univariate benchmarking has been written by
Nomeda Bratcikoviene

but Ladiray has not yet reviewed the proposal.

(2) The mandate of the Seasonal Adjustment User Group (SAUG)

Overview

The mandate of the user group has been renewed an
d is valid for 2012
-
2013. The SAUG has four main tasks:



Testing the Java
-
version of Demetra+ (J
-
Demetra)
;



Contributing to the validation of the tool
;



Monitoring the implementation of user requirements
;



Drafting case
-
studies on the practical application of
Demetra+ for
the implementation of the SA Guidelines based on the template
that will be provided by the Task Force in charge of the revision
of the Guidelines.

The members of SAUG are encouraged to spread the information about
the development of Demetra+
and J
-
Demetra in their home countries.
The SAUG members are those to answer questions coming from their
home countries/ offices. If the User
M
anual or the SAUG members are
unable to find answer, then the Eurostat help
-
desk can be consulted.

The SAUG will
have two meeting in 2012. The number of meetings in
2013 will be four at maximum and will be decided later.

Full members are encouraged to participate actively in the work of the
user group. Observers are working mostly on remote
-
basis and will be
informe
d about the progress of the work of the group.

Discussion

Dario Buono used the opportunity to inform the members of the group
about the coming workshop on seasonal adjustment. The workshop will
take place in Luxemburg on 6th March.

(3)
Next release of
J
-
Demetra+

Overview

Jean Palate presented an overview of the latest developments in J
-
Demetra.

Correcting bugs and improving the optimization routine are the main
improvements in J
-
Demetra. There are new ways to present series
graphically and modules to go

to other databases.

Benchmarking methods have been added to the latest version J
-
Demetra.
The solution is similar that in Force and will be based on Cholette’s
method. The method will be implemented by means of a Kalman
smoother.



4

There have been changes
in the way the graphical interface have been
build. The latest solution will be based on NetBeans. The idea is to
provide a uniform framework for other people to add their own modules.

Discussion

It was underlined that the agreement between Eurostat and t
he National
Bank of Belgium will end by October 2012. The future of the evolution
and maintenance of J
-
Demetra+ will be discussed at the next SASG with
Eurostat and ECB tabling a proposal. Once J
-
Demetra is released to the
public, users can develop additio
nal modules. The modules may or may
not be included in future releases but the procedures for this will also be
discussed at the next SASG. The software code should be
-

by that time
-

clean, so that people in addition to the National Bank of Belgium can
c
ontinue the development.

Palate demonstrated the use of J
-
Demetra by showing what the graphical
interface looks like, how the confidence intervals of the forecasts look
like and which seasonal adjustment methods (Tramo/Seats and X13) are
included. Palate
also spoke about the advanced options in seasonally
adjusting a single time series and paid attention to structural time series
models, generalized airline and mixed airline models.

The use of benchmarking methods interested the user group in particular.
It was asked, whether it would be possible to add and option of
multivariate benchmarking (in addition to univariate benchmarking,
which already is included in J
-
Demetra). Multivariate benchmarking
actually is included in J
-
Demetra, but there is not a grap
hical interface
for it yet. It was addressed that such an interface should be added to the
software by the end of 2012.

There was a lot of discussion about how the Ecotrim
-
group is promoting
the development and programming of benchmarking methods. The
SAU
G felt, that is important to coordinate the work of the development
of J
-
Demetra and Ecotrim, in order to avoid a duplication of effort. On
the other hand the development of J
-
Demetra could benefit from the
work of the Ecotrim
-
group and vice versa.

It was

agreed that the users’ requirement for benchmarking methods and
the SAUG’s strong support for the idea of including such methods in J
-
Demetra would be addressed to the Seasonal Adjustment Steering
Group.

The group discussed the question of making the out
put
-
files more user
-
friendly. Palate encouraged the group to give suggestions on how to
improve the output
-
files. He
strongly recommended
that CSV
-
files
should be used for saving SA results.

It was asked how to install the latest J
-
Demetra from the Intern
et. The
installation instructions will be updated so that necessary command lines
are available at CROS. Problems of installation were reported by the
ECB but with help from BNB Colleagues, a work around resolved the
immediate problem. If an institution ha
s issues related to the installation


5

procedure these should be documented and added to the CROS
-
Portal
pages in case they can assist the installation at another institutions.

The next release of Demetra+ will be done by the end of February at
Join
-
up, whi
ch will replace OSOR. This release will incur a few changes
in the User
M
anual. It was agreed, that Grudkowska will be responsible
for updating the
M
anual.

(4)
E
-
learning course in seasonal adjustment

Overview

Sylwia Grudkowska presented the current state of an e
-
learning course
on seasonal adjustment, which is targeted for beginners.

The primary goal of the course is to provide a
n

accessible, user
-
friendly
web environment for a compatible e
-
learning tool on se
asonal
adjustment. The course will cover the use of Demetra+, the ESS
Guidelines on Seasonal Adjustment and the conceptual framework of
seasonal adjustment.

The course material includes e.g. progress tests, streaming video
scenarios illustrating real worl
d and solutions discussed in the course,
interactive graphics and a glossary providing a reference of key terms.
All material is going to be in English.

Discussion

The idea of having an e
-
course was welcomed by the SAUG.

It was underlined, that even thou
gh the theory of seasonal adjustment
and the ability to use software are important for people doing seasonal
adjustment, the course should underline that the knowledge of the
substance area is a vital point as well. The course should not give a false
pictu
re of seasonal adjustment being only a technical procedure.

The SAUG was encouraged to have a look at the prototype of the e
-
course and give their comments, feedback and ideas of improvement to
Grudkowska or Ray del Castillo. Grudkowska will provide the g
roup
with the credentials to access the development site.

(5)
Quality measures

Overview

Grudkowska and Ciammola had prepared a presentation on the current
situation of the quality measures (in Tramo/Seats) and gave a suggestion
on new possible measures to be added to J
-
Demetra. The complete list of
quality measures can be found from their pre
sentation.

Mr. Ladiray was absent from the meeting so the quality measures of X12
were not discussed.



6

Discussion

Which quality measures are to be “basic quality measures” and which
are considered “additional quality measures” was left open. It was felt,
that after a certain number of quality measures an additional diagnostic
test doesn’t provide too much new information.

However, 6 new quality measures were decided to be added to the
quality report and 12 new measures to the diagnostic section of
Tramo/S
eats. It wasn’t yet decided whether or not the 6 additional
measure will be added to the quality report as default or optional quality
measures.

It was decided that
-

as far as Tramo/Seats is concerned
-

no more
suggestions for quality measures should be
considered to be added to J
-
Demetra. When it comes to X12 it was decided that a list of possible
additional quality measures will be circulated for comments among the
SAUG members. After the comments given by the SAUG members, the
list of additional qualit
y measures to X12 will be frozen.

(6)
Direct versus indirect adjustment

Overview

Dario Buono gave a presentation on a test statistic that he have been
working on together with Enrico Infante. The test is giving information
about whether the user should us
e direct or indirect approach in seasonal
adjustment. Another way to use the test statistic is to determine, which
level of aggregation is most suitable for indirect adjustment.

The idea is test whether time series should be seasonally adjusted by
using a

direct or indirect approach. The test, which has been developed
for this purpose, is a 3
-
way ANOVA
-
test. The basic idea is to find if
time series have a common seasonal pattern.

If such a common seasonal pattern cannot be identified, the test suggests
t
hat a direct approach should be used. On the other hand, if a common
seasonal factor exists (at some level of aggregation), one should use an
indirect approach to seasonally adjust the aggregate series (at this level).

Empirical tests have been done by us
ing R
-
software.

Discussion

The SAUG found the presentation interesting. It was noted, that the test
could be added to J
-
Demetra in a straightforward way.

The group wanted to underline, that even though diagnostic test statistics
are useful for inference,

they cannot replace economic insight and
knowledge on the substance area.

It was felt that outliers might be a challenge for the test to cope with.



7

(7)
Pending question to the help
-
desk

Overview

Buono wanted to thank Palate, Kocak, Ladiray and Grudkowsk
a for their
help in responding to the questions addressed to the help
-
desk.

The number of questions sent to the help
-
desk has decreased
significantly. In December 2011 five and in January 2012 four people
approached the help
-
desk. During the first release
s, there were around 30
people per month, who wrote to the help
-
desk.

Discussion

The group discussed a question related to the trading day regressors. It
was suspected that there was a bug in the code as some empirical results
and estimated coefficients seemed to be difficult to justify.

It was agreed that Palate would check and liais
e with Ladiray whether
the code for running the trading day correction is correct. He will also
provide theoretical explanations and documentation, which will help in
the interpretation of the results.

(8)
Additional modules to be added to Demetra+

Overvi
ew and discussion

It was agreed that the SAUG will next evaluate which of the user
requirements have been met in J
-
Demetra. The focus will be on the
requirements that have been presented in the previous meetings.

Buono is giving a presentation on testing
direct seasonal adjustment
against indirect at the next SA Workshop in Luxemburg. He would be
glad to receive comments and feedback on the presentation.

Kocak is also having a presentation on direct vs. indirect seasonal
adjustment at the same workshop.

(9) Any other business

There were no other points.

(10) The next meeting

The SAUG will meet again on 10th October. The meeting will be held in
Luxemburg.

(11) To
-
do
-
list: Contribution on SAUG members to additional
modules to be developed in J
-
Demetra

Ove
rview and discussion

The following
to do

-
list was agreed on:



8

What?

Who?

When?

To review the list of all the user
-
requirements agreed in 2010 and to
evaluate whether or not the requirements
are met in J
-
Demetra

Alpay Kocak, Dario
Buono (list), SAUG
(evaluation)

submission to the SASG to
be held in Frankfurt on the
25
th

of April 2012

Spread info on the progress of the group
and promote knowledge of the software.

SAUG

2012
-
2013.

Release a new version of (the .net
-
version
of) Demetra+.

Jean Palate

By the end of February 2012.

Include the option of multivariate
benchmarking in J
-
Demetra and provide it
with a graphical interface. (To be agreed
also at the SASG)

Jean Palate

By the end of October 2012.

Request the SASG that the strong user
requirement on including benchmarking
methods in J
-
Demetra be included.

Dario Buono
, Mark
Boxall, Faiz Alsuhail

At the next SASG meeting

on the 25
th

of April 2012
.


Co
-
ordinate the work between the SAUG
and the Ecotr
im group.

Dario Buono

16th February.

Give suggestions on how to save results in
J
-
Demetra in a user
-
friendly way.

Cristina Calizzani

By the end of April 2012.

Give a proposal on how to make the CSV
output more user
-
friendly.

INE (Portugal)

During the next meeting.

Provide users with the information they
need to install J
-
Demetra. The information
will be found at Cros
-
portal.

Jean Palate

Soon.

Update the User Manual

Sylwia Grudkowska

At the same time as the new
.net
-
version is
released
.


To comment the e
-
learning course and to
provide the SAUG members with access to
the course material.

SAUG (comments),
Sylwia Grudkowska
(access)

By the end of February 2012.

To decide, which quality measures (in
X12) are to be added to J
-
Demetra.

Jean Palate (give
proposal), SAUG
(comment the
proposal)


To decide which quality measure are going
to be added as default quality measures
and which are going to be optional.

SAUG

During the next meeting.

Comment Dario Buono's presentation on
direct vs. indirect adjustment.

SAUG

Before the SA workshop in
March 2012.

Provide background on calendar
adjustment and the treatment of half
-
days.

Jean Palate,
Dominique Ladiray.




9