13 & 14 October 2008 IT Directors Group

Item 3.4.3 of the Agenda

Seasonal Adjustment software Cristina Calizzani - Unit B5

13 & 14 October 2008 IT Directors Group 2

Background

Seasonal Adjustment aims at estimating and removing seasonal effects from time series

Important step of short term analysis of development of the economy

Complex statistical methods needed Availability of modern & reliable software tools for SA in friendly

environment important precondition Demetra for windows SA interface developed by Eurostat in 90s

– Same GUI to Tramo-Seats and X-12Arima (2 suggested engines)

– Fully menu driven package Ms-Windows 95/98/NT/2000/XP– Code Visual C++ communicating with DLL engines in FORTRAN

– Code constantly improved and upgraded

13 & 14 October 2008 IT Directors Group 3

Difficult implementing/updating new functionalities into Demetra Demetra 2.2 last release (no further development planned) Implementation ESS guidelines on SA (approved by SPC and

CMFB) require more sustainable and flexible IT architecture Library of reusable components in the time series domain

developed at NBB at the basis new SA tool Powerful/flexible solution to manage complex SA algorithms Technology easy to be embedded in many environments, fast

developments and extensions allowed Not a single tool but several specialised applications (Batch,

Demetra+, Excel add-in, Research) All applications relying on the same core functions

Future SA tools

13 & 14 October 2008 IT Directors Group 4

Time series Toolkit (TST)

Development tools

WEB service Batch

Black boxmodules

Implementation classes (NBB Tools).NET. C#

Graphical components (dll)

Extensions.NET, C#

Graphical applications:

Demetra +…

Time Series Services (TSS).NET, C#

External modules(FORTRAN,others)

TSToolkit

Excel add-ins

Final applications

13 & 14 October 2008 IT Directors Group 5

Demetra+ solution

Stepwise approach: – 4 prototypes (last one beta version new tool)– 4 phases of development (from July 08 till December 09)

Actors involved:– Developers (National Bank of Belgium, Bank of Spain,

USCB, Eurostat)– User Testing Group (to be launched)

Experienced users will contribute to the validation of the tool by testing components as they become available and by checking functionalities against users’ requirements

– SA Steering GroupHigh level group in charge of the coordination SA activities in NSIs and NCBs

13 & 14 October 2008 IT Directors Group 6

Conclusions

Reliable SA tools contribute to the development of expertise/harmonisation SA procedures in the ESS

Advances in research impose availability flexible and modern tools

Process of development new SA tool very challenging but also very promising

Methodological knowledge and IT expertise to cooperate available among partners organisation

Beta version of a new generation SA tool available end 2009 Good example of collaborative development between statistical

institutions

13 & 14 October 2008 IT Directors Group 7

Thanks for the attention!