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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