Round Table on Time Series Some Remarks

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?