JDemetra+: Latest features by the Deutsche Bundesbank SAEG Meeting, Brussels, 13 March 2017 Andreas Lorenz, DG Statistics

Current status of development for JDemetra+ release 2.2.0 Outline Current status of development for JDemetra+ release 2.2.0 Current status of the development of plug-ins Draft of prototype: “TransReg” – Transformation of Regressors Preparations for migration to JDemetra+ Promotion of JDemetra+ Andreas Lorenz, SAEG Meeting, Brussels 13 March 2017

1. Current status of the development for JDemetra+ release 2.2.0 Task Status Metadata Develop 2.2.0 (GitHub)  Name for SA-Item Test classes for new specifications Seasonality test extensions for R Develop 2.2.0 (GitHub) Andreas Lorenz, SAEG Meeting, Brussels 13 March 2017

2. Current status of the development of plug-ins: Task Status Aggregation of chain-linked series Almost completed https://github.com/bbkrd/KIX SpecParser: translation of *.spc files from Census X-12 ARIMA to JDemetra+ completed https://github.com/bbkrd/SpecParser TransReg - Transformation of Regressors Draft of prototype ( section 3) - BBk internal (currently) Customized output (controlled current adjustment report) ongoing Andreas Lorenz, SAEG Meeting, Brussels 13 March 2017

3. “TransReg” – Transformation of Regressors (draft of prototype) The problem… Screenshot from JDemetra+: Adjusting German car registrations using an uncentered working day regressor Andreas Lorenz, SAEG Meeting, Brussels 13 March 2017

3. “TransReg” – Transformation of Regressors (draft of prototype) …and a solution “Centeruser” argument in X-13ARIMA-SEATS Missing feature in JD+ Centering user-defined regressors Deviation from long-term average X-13 “regression” spec: centeruser = mean centeruser = seasonal TransReg Transformation of Regressors A plugin to create, generate, transform and work with regressors From a specific problem… to a general solution for working with regressors Andreas Lorenz, SAEG Meeting, Brussels 13 March 2017

3. “TransReg” – Transformation of Regressors (draft of prototype) New “Centeruser” functionality centeruser = seasonal Period-specific means New “Groups” functionality For analysing the effect of specified periods in data E.g. effect of December / Christmas Jan … Dec 1990 22.0 17.0 ... 2018 19.0 Ø 20.76 18.93 Jan … Nov Dec 1990 22.0 21.0 1 ... 2018 Without December Jan … Nov Dec 1990 1 17.0 ... 2018 19.0 Only December With centered regressor Andreas Lorenz, SAEG Meeting, Brussels 13 March 2017

3. “TransReg” – Transformation of Regressors (draft of prototype) Further functionalities… Selection of active / inactive time span Regressors with enabled/disabled span ~> analyse the effect of specified span E.g. regulation relating to “sales periods” in retail trade in Germany from 1990 to 2004 1990 … 2004 2005 2018 Jan 3.0 6.0 NaN Feb 9.0 Enabled “sale” regressor 1990 … 2004 2005 2018 Jan NaN 3.92 Feb 8.08 UU85YD Disabled “sale” regressor Andreas Lorenz, SAEG Meeting, Brussels 13 March 2017

4. Preparations for migration to JDemetra+ Preparations within the Deutsche Bundesbank: Project for implementation ongoing, currently parallel testing of JDemetra+ alongside regular production of seasonally adjusted data Deutsche Bundesbank and Destatis: series of coordination meetings for the migration of the joint seasonal adjustment of time series Deutsche Bundesbank and ECB: SpecParser adjustments for Unix and rarely used X-13ARIMA-SEATS arguments used in ECB Andreas Lorenz, SAEG Meeting, Brussels 13 March 2017

5. Promotion of JDemetra+ 2.1.0 Conference of European Statistics Stakeholders (CESS 2016) Organization of session “JDemetra+: An innovative expandable tool for seasonal adjustment, time series analysis and beyond” ESTP course “JDemetra+ for advanced users and hobby developers” Jean Palate (NNB), Dominique Ladiray (INSEE), BBK ESTP course: “Introduction to Seasonal adjustment and JDemetra+” Dario Buono and Andreas Dietrich ISI WSC 13-14. July 2017 “An applied introduction to seasonal adjustment with JDemetra+” Karsten Webel, Dominique Ladiray and Dario Buono Andreas Lorenz, SAEG Meeting, Brussels 13 March 2017

Thank you for your attention! Any questions, remarks or suggestions? Andreas Lorenz, SAEG Meeting, Brussels 13 March 2017