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Round Table on Time Series Some Remarks

This round table discussion provides insights into Eurostat's data exchange process, including the sources of data, data modification procedures, gap filling methods, outlier detection, and meta data indicators.

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Round Table on Time Series Some Remarks

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  1. Round Table on Time SeriesSome Remarks berthold.feldmann@ec.europa.eu Eurostat

  2. Data exchange • Where does the data come from? • All regional data come from National Statistical Offices • Urban Audit data comes from NSOs and cities • Do you have control over the data flow? • Yes, data is transmitted following an agreed data protocol (eDamis) • Can you modify the data? • Yes, we modify incorrect data and fill gaps of missing data • In each such case the NSO concerned is informed

  3. Filling gaps of missing data • What methods do you use to fill the gaps? • We don’t have the human resources to estimate missing data ourselves • For complex estimations we use contractual work • For quick and dirty estimations we interpolate or use older data to which we apply the growth rate of a larger (national) aggregate • How do you extrapolate data? • Eurostat does not do any forecast at all

  4. Outlier detection • How do you check for outliers? • So far we only check for outliers in Urban Audit data, not in the regional data set • We have a complex algorithm to check for outliers, mainly looking for values beyond x times the standard deviation from the median (assuming a normal distribution) • The x varies depending on the analysed statistics • Sometimes we take only a subset of cities, for example cities in New Member States

  5. Meta Data • Do you indicate which data is original and which is estimated? • Yes, this is clarified with a flag • Do you indicate which data is exceptional or suspect? • Eurostat does not publish exceptional or suspect data • Do you propose tools for self estimation to users? • no

  6. Thank you for your attention! Any questions?

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