3.2.1 JDemetra+ development Frankfurt, 20 June 2013

Outline Overview of JDemetra+ 1.3 Recent developments  Unit tests  Statistical modules  SA Algorithms  Others  IO  Graphical interface (NetBeans)  Others  Cruncher, WEB-Service,.NET connection Documentation JoinUp Future developments

Overview

Overview (II) ModulesMain featuresSize (=number of classes) JTsToolkitAlgorithms1000 JTssAdvanced time series framework (events...), Formatting (Xml...) 350 Ts ProvidersTime series factories (Excel, ODBC...) 250 NetBeans componentsGraphical interface700

Recent developments Unit tests  5-10% of the classes  Critical statistical functions  Arima estimation (Kalman filter, Ansley's algorithm...)  Unobserved components estimation (Burman's algorithm, Kalman smoother...) ...  Code included in the projects

Algorithms  SA modules  RegArima estimation  Extensive analysis of the estimation problem (see below)  Remark:  RegArima estimations in Tramo, X12 and JD+ refer exactly to the same mathematical problem  Their implementations differ on many details  Tramo-Seats  No significant changes  X12  Forecasts of the components  Complete diagnostics  Others  Temporal disaggregation, benchmarking  Chow-Lin..., improved multi-variate Cholette  Independent plug-in, NBB internal use

RegArima estimation (300 series of the industrial production in Germany) Main conclusions: Identical results for most models Differences in complex models (AR and MA) due to several local maxima Differences usually small but sometimes substantial Limits for the comparison of AMI around 90-95% with well-behaved series, worse with "bad" series (<80%)

IO  Improved data providers (input)  JDBC/ODBC (caching)  SDMX  Compatibility with SDW (ECB),.STAT (OECD)  SAS  Random time series (testing) Graphical interface (NetBeans)  Richer graphical components  More extension points (=features that external teams may expand)  "Extensible" workspaces (new statistical tools) Others  Cruncher (batch processing): completed  Light RESTful WEB service for SA (and other algorithms): in test  Automatic translation of the bytecode (IKVM): tested

Documentation, JoinUp Documentation for developers  Progressive documentation of the API in the code (for JavaDoc): 10%  Specific documents on JoinUp (see below) JoinUp  Revival of SAT (Seasonal Adjustment Toolkit project)  Sharing of the code by means of the JoinUp repositories  Specific documents for IT developers  Future use of the Wiki

Future developments (proposals) Short term  Integration of the last improvements of Tramo-Seats Medium term  Interface with the original software (spec files)  Graphical interface: customization of the output panels...  Reports, outputs...  Quality diagnostics Long term  Unified algorithm (single pre-processing, several decomposition schemes)  Advanced analysis  Time varying TD... Recurring  Documentation of the API  Unit tests