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LAMAS Working Group 10-11 October 2016. Agenda Item 4.3 JVS seasonal adjustment Piotr.Ronkowski@ec.europa.eu. Overview. Information on European aggregates whose SA data are compiled and published by Eurostat Analysis of SA data transmitted by the countries
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LAMAS Working Group 10-11 October 2016 Agenda Item 4.3 JVS seasonal adjustment Piotr.Ronkowski@ec.europa.eu
Overview • Information on European aggregates whose SA data are compiled and published by Eurostat • Analysis of SA data transmitted by the countries • Information on the SA quality reports sent by the countries
European aggregates • Eurostat has started publishing SA data for EU aggregates, namely EU28 and EA19, in Eurobase • Those figures are disseminated for the following aggregated NACE sections: B-S, B-N, B-F and G-N • Eurostat uses JDemetra+/ TRAMO-SEATS with the direct approach
Transmission of SA data • Mandatory to supply SA data for job vacancies and occupied posts at least for individual/aggregated NACE sections B-E, F, G-I, J, K, L, M-N, O-Q, R-S • All Member States as well as Norway and Switzerland now provide SA data for both job vacancies and occupied posts
Transmission of SA data • All the countries except Greece and the Netherlands provide long/whole SA time series for job vacancies and occupied posts • Eurostat do not intend to publish SA back data if they are not updated by the countries over more than one year
Transmission of SA quality reports • SA quality report should be included in the standard quality report • Eurostat developed a plug-in for JDemetra+ version 2.1 which facilitates the production of the SA quality report • The SA quality report for reference year 2016 received from all countries except Croatia, Estonia, France, Greece, Luxembourg and Sweden
Analysis of SA data • Eurostat tested in JDemetra+if residual seasonality was present in the SA job vacancy rates of the aggregated NACE sections B-S • The results show that there is no residual seasonality present • In the case of Germany, seasonality is not ruled out by three tests out of five and even found significant by one further test (periodogram)
Analysis of SA data – other tests • 1st order autocorrelation of Q/Q-1 changes: • Negative (<-0.3) for: DE, EL, MT, PT • Positive (> +0.3) for: CZ, EE, IT, LV, PL, RO, UK + EA19 / EU28 - Not significant in other cases
Dissemination of SA data • SA data are published regularly with the NSA data in Eurobase • More visibility to SA data is considered by publishing European aggregates in the Statistics Explained article on JVS, alongside NSA data • In the view of the statistical tests, the situation is not mature to make SA data the news headline figures instead of NSA data
Conclusions 1/2 • For the countries that have not transmitted their SA quality reports with the standard quality reports for 2016, namely, Croatia, Estonia, France, Greece, Luxembourg and Sweden, to do so before the end of this year; Furthermore, Belgium, the Czech Republic, the Netherlands and Switzerland are asked to update the SA quality report with information for the time series ending in 2016 Q4;
Conclusions 2/2 • To note that Eurostat will not publish SA back data if they are not updated by the countries over more than one year. In particular, Greece and the Netherlands are asked to ensure that long/whole SA time series are transmitted to Eurostat. The Netherlands are also asked to deliver SA job vacancies in NACE sections B-E; • To take note of Eurostat's dissemination of SA data for the European aggregates and its plans to include them in the SE article on JVS