Faiz Alsuhail 21 of June, Frankfurt SAUG meeting 16 of April Faiz Alsuhail 21 of June, Frankfurt
Main topics of the SAUG meeting Review and update of the to-do list Release of J-Demetra+ 1.2.1. Experiences from using J-Demetra+ and Demetra+ Future of methodology help-desk J-Demetra+ User Manual The key question was whether the SAUG felt that J-Demetra+ is ready for production or not. faiz.alsuhail@stat.fi 03/05/2019
New release of J-Demetra+ (v.1.2.1) Very few improvements have been made in comparison with v. 1.2.0: mainly bugs have been corrected. X11 diagnostics have been completed. The methodology of the calendar regressors has been documented. The standard deviations of the ARIMA parameters are now computed correctly. Calendar and user defined variables are included in J-Demetra+ but not yet in the cruncher. A frozen version (1.3.0.) will be put on CROS portal. faiz.alsuhail@stat.fi 03/05/2019
Experiences from testing J-Demetra+ / Demetra+ The maximum likelihood estimation procedure in J-Demetra+ 1.2.1 is different in comparison with other software. This can, in some occasions, lead to very different SA results. J-Demetra+ is remarkably faster than any other available software (TSW, TSW+). faiz.alsuhail@stat.fi 03/05/2019
Main findings of the meeting Results computed by J-Demetra+ can sometimes differ from those computed by Demetra+ and Demetra. Even with given, fixed models, trading day regressors and identical outliers. In particular JD+ can produce a more volatile SA series than Demetra+ or Demetra 2.2. This can make the migration to JD+ quite challenging. The results from JD+ differs also from Tramo/Seats and X-12-ARIMA (X-13ARIMA-SEATS) due to implementation in JD+ the optimisation procedure faiz.alsuhail@stat.fi 03/05/2019
Future of the methodology help-desk There is an e-mail address where you can send questions about seasonal adjustment, Demetra+ and J-Demetra+. By default Eurostat will try to reply on all questions submitted. There is also a forum where you can ask questions. All experts will be allowed to contribute the forum. Both the forum and the help-desk will contribute to the creation of the new FAQ section on CROS portal. faiz.alsuhail@stat.fi 03/05/2019
J-Demetra User Manual The final version of Demetra+ User Manual will be out soon. The version will be improved according to the feedback given by the U.S. Census Bureau and Augustin Maravall. Once the Demetra+ User Manual is ready the focus will be on writing the J-Demetra+ User Manual. The manual is expected by the end of summer 2013. faiz.alsuhail@stat.fi 03/05/2019
Review and updating the to-do list. Many tasks included testing the software. Most of these points were closed. The ongoing tasks include putting the e-learning course to the new CROS-portal and writing a manual for J-Demetra+. New points were added to the to-do list. These include: Submitting a frozen version (1.3.0) of J-Demetra+ on CROS portal. Link national user manuals and documentation on CROS portal. faiz.alsuhail@stat.fi 03/05/2019
Main conclusion of the meeting Despite the progress made J-Demetra+ is not fully ready for production. Tests must be completed on a frozen version of J-Demetra+. The J-Demetra+ User Manual must be completed. The SA Center of Competence has not been found yet. The FAQ section and the SA Forum have not yet been fully established. If the frozen version 1.3.0 is delivered by the end of June, the SAUG could probably complete the testing and the documentation by the end of the year. faiz.alsuhail@stat.fi 03/05/2019