Latest features Frankfurt, 7 June 2016 2.1 JDemetra+ 2.1 Latest features Frankfurt, 7 June 2016

Outline Last modifications in JD+ (since the last SAEG in Dec 2015) Several release candidates, tested by the SACE (from January 2016 to April 2016) Overview of the current issues on Github

Modifications in the release candidates JD+ RC2 (January 2016) Algorithms Pre-specified outliers outside the estimation span + other problems SEATS: Allocation of AR roots (Istat) bug in the canonical decomposition (complex models only) X11: A9ser… Interface Description of some variables (intervention…) Details in spec windows SI ratio …

JD+ RC3 (February 2016) Algorithms Interface RegArima/Tramo: X11 Some deterministic models and degenerate ARIMA models were not computed X11 SA forecasts Others Improvements in benchmarking (R packages) Interface SI ratio not correct when the first period is not January/Q1 Labels changed in some property / spec windows

JD+ RC4 Algorithms Interface RegArima/Tramo: Others Bug when all regression variables are 0 (problem with Easter, especially in X12) Others Small extensions (access to some hidden information) Interface Bug in Apply/Save/Restore buttons (+ slightly improved behavior) Bug in the « parameter » editor (with some international settings)

Issues (I). Important, well-defined Description Version Cost (in days) 194 Additional information in the matrix output 2.2 / 3.0 30 193 Change of regime on trading days 60, ongoing    148 Prior adjustment 2.2 51 Fixed coefficients 50 Easter variable 46 SA comparison tool 3.0 20 104 New quality report SACE 40 Forecasting/backcasting in Tramo/X12 5 103 Controlled current adjustment

Issues (II). Pure IT N° Description Version Cost (in days) 62 Locking names 3.X 20 60 Reload option 2.2 108 Java 8 2.2… Ongoing, 60 182 Hint for non-existing recent workspaces 3 56 User defined scales in charts 2.X 5 55 Intermediate results 135 Names of series 155 Ordering time series 45 Saving/loading specifications

Issues (III). Small improvements Description Version Cost (in days) 153 Revisions of the growth rates 2.2 5 146 Consistency in seasonality tests 117 Benchmarking (ONS request) 2.X / 128 Data (examples) 3 …

Issues (IV). Important, research Description Version Cost (in days) 141 Identification of change points” 3.X 50 119 Comparing models (statistical tests) 2.X 20 164 New filters in X11 40 160 Non gaussian models 60 State space models 2.2 / done 120 Direct/indirect (command line only)

Issues (V) N° Description Version Cost (in days) 150 Exchange data in multi document 2.2 / done 5 136 Keeping user’s specifications 15 118 Deleting series 134 Customizable diagnosis 184 Problem in SI ratio 2.1 / closed 1 180 Outliers specified outside the timeseries 179 Bug in editing pre-specified outliers 183 Problem in “Apply” button

Workload related to the issues on Github: global overview   Workload 2.1 4 2.2 267 2.X 70 3.0 140 3.X 170 all 651 >300.000 euros