Programme

Session C6: JDemetra+: An innovative expandable tool for seasonal adjustment, time series analysis and beyond.
DescriptionSince 2015 JDemetra+ has been the officially recommended flagship tool for seasonal adjustment in the ESS. This session intends to show how comfortably and intuitively data can be seasonally adjusted with the aid of JDemetra+, even for users with barely any experience in the field of seasonal adjustment. Both the filter based approach of X-11 and the ARIMA-model based approach of SEATS are currently included in the software, which has been designed to handle in a coherent way various seasonal adjustment methods. From a technical point of view, easy ways to migrate to JDemetra+ from other software packages and solutions to access external data are demonstrated. Beyond the seasonal adjustment process itself, exemplary statistical extensions (plug-ins) of the software are presented. Those include, for instance, tools for the aggregation of chained-linked indices or to carry out revision analysis. Last but not least, this session intends to provide in a Panel discussion a platform where data producers are invited to discuss possible further improvements and enlargements of the software according to their needs.
OrganisersChristiane Hofer (Deutsche Bundesbank)
Andreas Dietrich (Deutsche Bundesbank)
ChairAndreas Dietrich (Deutsche Bundesbank)
Presentation #1JDemetra+ as an innovative tool for seasonal adjustment
Sylwia Grudkowska (National Bank of Poland)
Presentation #2The expandable seasonal adjustment framework of JDemetra+
Jean Palate (National Bank of Belgium)
Presentation #3Adding new sources of data: the example of the .STAT plug-in
Philippe Charles (National Bank of Belgium)
Presentation #4Migration to JDemetra+
Nina Gonschorreck (Deutsche Bundesbank)
Susanne Stollenmayer (Deutsche Bundesbank)
Presentation #5KIX: A plug-in for aggregating chain linked indices
Thomas Witthohn (Deutsche Bundesbank)
Susanne Stollenmayer (Deutsche Bundesbank)
Presentation #6A revision analysis plugin for JDemetra+
Bogomil Kovachev (Eurostat)
Dario Buono (Eurostat)
Riccardo Gatto (Eurostat)
Gian Luigi Mazzi (Eurostat, European Commission)
Rosa Ruggeri Cannata (Eurostat, European Commission)
DiscussantFabrice Gras (Eurostat)

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