Post on 19-Jan-2016
Report on the development of JDemetra+ (X-11 part)SAEG Meeting, Luxembourg, 7 December 2015 Andreas Lorenz, Deutsche Bundesbank, Statistics Department
Andreas Lorenz, Deutsche Bundesbank
Outline
1. Current status of the development of the X-11 part
2. Current status of the development of plug-ins
3. SpecParser-Plug-In: Brief overview
4. Promotion of JD+
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Andreas Lorenz, Deutsche Bundesbank
1. Current status of the development of the X-11 part (for JD+ 2.1)
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Task Status
X11 { } spec- “calendarsigma” argument
Completed (GitHub develop branch)
X11 { } spec- “excludefcst” argument
Development ongoing
Assignment of user-defined regression effects to the component type
Completed (GitHub develop branch)
Provision of the IS-ratio (moving seasonality ratio) in the output
Completed (GitHub develop branch)
Andreas Lorenz, Deutsche Bundesbank
2. Current status of the development of plug-ins:
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Task Status
Aggregation of chain-linked series Almost completed
Controlled current adjustment report Prototype finalised
Centeruser: tool for centering regression variables
Draft of prototype finalised
SpecParser: translation of *.spc files from Census X-12 ARIMA to JDemetra+ (and vice versa)
Ready for testing by SAUG
Andreas Lorenz, Deutsche Bundesbank
3. SpecParser Plug-In: Brief overview
• Enables the user to import X-12-ARIMA specification files (*.spc-files) in JDemetra+ and performs a translation of those spec files.
• Works for single specification files in the single-document mode as well as for metafiles (*.mta-files) in the multi-document mode.
• Can also translate X12/X13 seasonal adjustment specifications from JDemetra+ back into Census X-12-ARIMA compatible *.spc-files.
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Andreas Lorenz, Deutsche Bundesbank
SpecParser Plug-In: Brief overview (continued)
• In principle, the SpecParser can handle both X-12-ARIMA and X-13ARIMA-SEATS *.spc-files.
• Spc-files to be translated by the SpecParser must be correct according to X-12-ARIMA syntax rules, as the SpecParser is not made for identifying bugs in the original *.spc-files.
• The SpecParser does not support SEATS, therefore the "SEATS" spec in X-13ARIMA-SEATS is ignored. The remaining differences between X-12-ARIMA and X-13ARIMA-SEATS refer to output-related options, which are not translated anyway.
• The SpecParser requires at least a version of JD+ 2.0.0 that includes the calendarsigma functionality.
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Andreas Lorenz, Deutsche Bundesbank
SpecParser Plug-In: Brief overview (continued)
Single-document mode
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SpecParser Plug-In: Brief overview (continued)
Multi-document mode
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Andreas Lorenz, Deutsche Bundesbank
4. Promotion of JD+
• Training activities Training for hobby developers User training in Brazil and Frankfurt with WinX13 and JD+ within
the Technical Central Banking cooperation activities
• Meetings with other institutions Discussed how we can use JD+ for our cooperation in
seasonal adjustment
Discussed way of exchanging specification and data Meetings with Destatis, ECB, Federal Employment Agency
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Andreas Lorenz, Deutsche Bundesbank
Thank you for your attention!
Questions? Remarks?
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