Interfaces between FAME and Tramo-Seats Agenda Current situation Interfaces between FAME and Tramo-Seats Project to develop an Interface between FAME and JDemetra+ Schedule

TWO INTERFACES BETWEEN FAME AND TRAMO-SEATS “Light” interface CURRENT SITUATION TWO INTERFACES BETWEEN FAME AND TRAMO-SEATS “Light” interface Developed using FAME/4GL Deeply integrated in FAME scripts Internal use at Banco de España (BdE) “Standalone” interface Developed using FAME/4GL and additional software Able to work with FAME syntax but needs less integration in FAME scripts Used internally and disseminated on the BdE website

How the interfaces between FAME and T-S works CURRENT SITUATION How the interfaces between FAME and T-S works FAME Script T-S Parameters Keep T-S components ….. Loop for time series …… Call to T-S interface End Loop FAME INPUT DATABASE FAME OUTPUT DABASE

No new algorithms or functionalities CURRENT SITUATION Tramo-seats frozen No new algorithms or functionalities Migration to new version of FAME relatively easy (Currently we are migrating from version FAME v10 to v11.4) Migration of operating systems (Windows) more risky No team to maintain future versions of T-S and other than FAME interfaces

Investigating a move from T-S (version BdE) to JDemetra+ PROJECT Investigating how to update the latest functionalities of T-S (and whether they can be incorporated in JDemetra+) Investigating a move from T-S (version BdE) to JDemetra+ Development of a FAME JDemetra+ interface Open to collaborate with other institutions

APROACH TO THE INTERFACE BETWEEN FAME AND DEMETRA+ Envisaged characteristics of the JDemetra+ interface Java application Encapsulating JDemetra+ statistical algorithms Using FAME/TimeIQ to load and download FAME objects from/into databases

APROACH TO THE INTERFACE BETWEEN FAME AND DEMETRA+ FAME Script T-S Parameters Keep T-S components ….. Loop for time series …… Java application End Loop JDemetra+ statistical algorithms

Before migrating from Windows 7 to Windows 10 Schedule Before migrating from Windows 7 to Windows 10

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