This course gives participants a detailed understanding of what a time series is, what the process of seasonal adjustment is, how seasonal adjustment is approached in the ABS, what the issues and problems are which may arise during seasonal adjustment and how to address these. It includes the more complex time series adjustments such as trading day and Easter corrections.
The course includes a variety of data analysis exercises using SEASABS, the standard seasonal adjustment software package developed and used in the ABS, and can serve as an effective introduction to it.
Structure of Sessions
Who should attend
It will suit people who scrutinise Time Series ABS data closely and people who seasonally adjust their own data.
On completion you'll be able to:
Describe the components of a time series
Understand the seasonal adjustment process used in the ABS
Understand the problems and issues which may arise during seasonal adjustment
Work with the Time Series Analysis section to address seasonal adjustment issues with your data
Interpret time series estimates in an appropriate way
What is a time series?
What are stock and flow series?
Time series components and decomposition models
Filters and associated issues
Principles of ARIMA modelling
Outliers, trend breaks, seasonal breaks
Trading day corrections
Moving holiday corrections
Annual Seasonal Reanalysis
Interpreting time series estimates
$1,080 (inc GST) per person
When is this course run?
For scheduled training courses see the ABS Training Calendar. We can also run the course in your organisation if you have sufficient numbers.
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