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Hungarian Central Statistical Office Handbook on Seasonal Adjustment STES WP 25-27 June 2007 Methods and Practices on Seasonal Adjustment in the European Statistical System (Handbook on Seasonal Adjustment) Project leader: Erika Földesi Presented by Tamás KOTULICS

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Page 1: Hungarian Central Statistical Office Handbook on Seasonal Adjustment STES WP 25-27 June 2007 Methods and Practices on Seasonal Adjustment in the European

Hungarian Central Statistical Office

Handbook on Seasonal Adjustment

STES WP 25-27 June 2007

Methods and Practices on Seasonal Adjustment in the European Statistical System

(Handbook on Seasonal Adjustment)

Project leader: Erika Földesi

Presented by Tamás KOTULICS

Page 2: Hungarian Central Statistical Office Handbook on Seasonal Adjustment STES WP 25-27 June 2007 Methods and Practices on Seasonal Adjustment in the European

Hungarian Central Statistical Office

Handbook on Seasonal Adjustment

STES WP 25-27 June 2007 2

Contents of the presentation

The main actions of the project The aim of the Handbook Structure and contents of the Handbook

Page 3: Hungarian Central Statistical Office Handbook on Seasonal Adjustment STES WP 25-27 June 2007 Methods and Practices on Seasonal Adjustment in the European

Hungarian Central Statistical Office

Handbook on Seasonal Adjustment

STES WP 25-27 June 2007 3

Main Actions

Preparatory phase of the project

Collecting the current practices of statistical offices Create a website (www.ksh.hu/hosa)

Analysing phase

Analysing and comparing the collected practices

Elaborating the recommended practices

Page 4: Hungarian Central Statistical Office Handbook on Seasonal Adjustment STES WP 25-27 June 2007 Methods and Practices on Seasonal Adjustment in the European

Hungarian Central Statistical Office

Handbook on Seasonal Adjustment

STES WP 25-27 June 2007 4

Main Actions (cont.)Draft version

Compiling the draft version of the Handbook Collecting opinions about the draft

WorkshopPresentations about the best practices Discussing the draft version of the Handbook

Compiling the HandbookCompiling the second draft version of the Handbook Collecting opinions on it Compiling the final version of the Handbook

Page 5: Hungarian Central Statistical Office Handbook on Seasonal Adjustment STES WP 25-27 June 2007 Methods and Practices on Seasonal Adjustment in the European

Hungarian Central Statistical Office

Handbook on Seasonal Adjustment

STES WP 25-27 June 2007 5

Workshop Budapest, 9 November 2006

32 participants from 23 countries 3 representatives from Eurostat and OECD

Programme: presentation and discussion of the draft Handbook presentations of the NSI’s representatives on

seasonal adjustment practices quality aspects of seasonal adjustment process

presentation and discussion of the recommended practices and Quality Report on seasonal adjustment

Discussion on quality and software of seasonal adjustment – proposed by Statistics Sweden

Page 6: Hungarian Central Statistical Office Handbook on Seasonal Adjustment STES WP 25-27 June 2007 Methods and Practices on Seasonal Adjustment in the European

Hungarian Central Statistical Office

Handbook on Seasonal Adjustment

STES WP 25-27 June 2007 6

The aim of the Handbook

To synthesize the applied seasonal adjustment practices and methods

To collect information on the quality of seasonally adjusted data production process

To publish a complete description on seasonal adjustment for all statistical offices in the European Statistical System which contains also recommended practices a proposal for quality report on seasonal adjustment.

Page 7: Hungarian Central Statistical Office Handbook on Seasonal Adjustment STES WP 25-27 June 2007 Methods and Practices on Seasonal Adjustment in the European

Hungarian Central Statistical Office

Handbook on Seasonal Adjustment

STES WP 25-27 June 2007 7

Contents of the Handbook1. Introduction2. Brief Historical Background3. Basic Definitions4. Summary of Seasonal Adjustment Practices in NSI’s 5. Methods and Software6. Recommended Practices for Seasonal Adjustment7. Proposal for Quality Report on Seasonal Adjustment

Page 8: Hungarian Central Statistical Office Handbook on Seasonal Adjustment STES WP 25-27 June 2007 Methods and Practices on Seasonal Adjustment in the European

Hungarian Central Statistical Office

Handbook on Seasonal Adjustment

STES WP 25-27 June 2007 8

Table of Contents - Annex

I. Questionnaire for Handbook on SA

II. Results

III. NSI’s practices

IV. Methods and Software

V. Eurostat Recommendations

VI. Quality Measures for Seasonal Adjustment

VII. Proposal for Quality Report

Page 9: Hungarian Central Statistical Office Handbook on Seasonal Adjustment STES WP 25-27 June 2007 Methods and Practices on Seasonal Adjustment in the European

Hungarian Central Statistical Office

Handbook on Seasonal Adjustment

STES WP 25-27 June 2007 9

Response rateAnswers Answers Answers

Reg

ion

Country co

unte

d

aggr

egat

ed

Reg

ion

Country

coun

ted

aggr

egat

ed

Reg

ion

Country

coun

ted

aggr

egat

ed

Austria* 2 × Portugal* 2 × Malta 1 × Belgium* Spain* 2 × Poland* 1 × Denmark* 1 × Sweden* 1 × Romania 1 ×

Finland* 3 ×

EU

-15

United Kingdom* 1 × Slovak Republic* 9 ×

France* 8 × Bulgaria 2 ×

NM

S-1

2

Slovenia 1 × Germany* 3 × Cyprus 1 × Croatia 3 ×

Greece 1 × Czech Republic* 2 × Iceland* 1 ×

Ireland* 1 × Estonia 1 × Norway* 1 ×

Italy* 2 × Hungary* 1 × Switzerland* 1 × Luxembourg* 1 × Latvia 1 ×

Non

-EU

Turkey* 1 ×

EU

-15

Netherlands* 1 ×

NM

S-1

2

Lithuania 1 × Total 32 58 31 Answers as % of total 97%

Page 10: Hungarian Central Statistical Office Handbook on Seasonal Adjustment STES WP 25-27 June 2007 Methods and Practices on Seasonal Adjustment in the European

Hungarian Central Statistical Office

Handbook on Seasonal Adjustment

STES WP 25-27 June 2007 10

Seasonal adjustments methods used I.

Seasonal Adjustment Methods Region Tramo/Seats X11 X12 Other

Number (Rate) of answering

countries

Answer 10 5 9 1 14 (93%) EU-15

% 71% 36% 64% 7%

Answer 12 1 3 1 12 (100%) NMS-12

% 100% 8% 25% 8%

Answer 3 0 4 0 5 (100%) Non-EU

% 60% 0% 80% 0%

Answer 25 6 16 2 31 (97%) Total

% 81% 19% 52% 6%

Page 11: Hungarian Central Statistical Office Handbook on Seasonal Adjustment STES WP 25-27 June 2007 Methods and Practices on Seasonal Adjustment in the European

Hungarian Central Statistical Office

Handbook on Seasonal Adjustment

STES WP 25-27 June 2007 11

Seasonal adjustments methods used II.

Page 12: Hungarian Central Statistical Office Handbook on Seasonal Adjustment STES WP 25-27 June 2007 Methods and Practices on Seasonal Adjustment in the European

Hungarian Central Statistical Office

Handbook on Seasonal Adjustment

STES WP 25-27 June 2007 12

Seasonal adjustments methods used III.

Seasonal Adjustment Methods Tramo/Seats X11 X12 Other

Number (Rate) of answering

countries

Answer 5 9 6 3 16 (73%) Methods used in 2002

% 31% 56% 44% 19%

Answer 10 4 10 2 16 (73%) Methods used in 2006

% 63% 25% 63% 13%

Answer 8 0 10 4 16 (73%) Methods planned in 2002

% 50% 0% 63% 25%

Page 13: Hungarian Central Statistical Office Handbook on Seasonal Adjustment STES WP 25-27 June 2007 Methods and Practices on Seasonal Adjustment in the European

Hungarian Central Statistical Office

Handbook on Seasonal Adjustment

STES WP 25-27 June 2007 13

Contact information

Name: Erika Földesi

Email: [email protected]

Web: www.ksh.hu/hosa

Fax: +36-1-345-6681

Thank you for your kind attention!