Report on the development of JDemetra+ (X-11 part) SAEG Meeting, Luxembourg, 7 December 2015 Andreas Lorenz, Deutsche Bundesbank, Statistics Department

Outline 1.Current status of the development of the X-11 part 2.Current status of the development of plug-ins 3.SpecParser-Plug-In: Brief overview 4.Promotion of JD+ 7 December 2015 Page 2 Andreas Lorenz, Deutsche Bundesbank

1. Current status of the development of the X-11 part (for JD+ 2.1) 7 December 2015 Page 3 Andreas Lorenz, Deutsche Bundesbank TaskStatus X11 { } spec  “calendarsigma” argument Completed  (GitHub develop branch) X11 { } spec  “excludefcst” argument Development ongoing Assignment of user-defined regression effects to the component type Completed  (GitHub develop branch) Provision of the IS-ratio (moving seasonality ratio) in the output Completed  (GitHub develop branch)

2. Current status of the development of plug-ins: 7 December 2015 Page 4 Andreas Lorenz, Deutsche Bundesbank TaskStatus Aggregation of chain-linked seriesAlmost completed Controlled current adjustment reportPrototype finalised Centeruser: tool for centering regression variables Draft of prototype finalised SpecParser: translation of *.spc files from Census X-12 ARIMA to JDemetra+ (and vice versa) Ready for testing by SAUG 

3. SpecParser Plug-In: Brief overview Enables the user to import X-12-ARIMA specification files (*.spc-files) in JDemetra+ and performs a translation of those spec files. Works for single specification files in the single-document mode as well as for metafiles (*.mta-files) in the multi- document mode. Can also translate X12/X13 seasonal adjustment specifications from JDemetra+ back into Census X-12-ARIMA compatible *.spc-files. 7 December 2015 Page 5 Andreas Lorenz, Deutsche Bundesbank

SpecParser Plug-In: Brief overview (continued) In principle, the SpecParser can handle both X-12-ARIMA and X-13ARIMA-SEATS *.spc-files. Spc-files to be translated by the SpecParser must be correct according to X-12-ARIMA syntax rules, as the SpecParser is not made for identifying bugs in the original *.spc-files. The SpecParser does not support SEATS, therefore the "SEATS" spec in X-13ARIMA-SEATS is ignored. The remaining differences between X-12-ARIMA and X-13ARIMA-SEATS refer to output-related options, which are not translated anyway. The SpecParser requires at least a version of JD that includes the calendarsigma functionality. 7 December 2015 Page 6 Andreas Lorenz, Deutsche Bundesbank

SpecParser Plug-In: Brief overview (continued) Single-document mode 7 December 2015 Page 7 Andreas Lorenz, Deutsche Bundesbank

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SpecParser Plug-In: Brief overview (continued) Multi-document mode 7 December 2015 Page 16 Andreas Lorenz, Deutsche Bundesbank

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4. Promotion of JD+ Training activities  Training for hobby developers  User training in Brazil and Frankfurt with WinX13 and JD+ within the Technical Central Banking cooperation activities Meetings with other institutions  Discussed how we can use JD+ for our cooperation in seasonal adjustment  Discussed way of exchanging specification and data  Meetings with Destatis, ECB, Federal Employment Agency 7 December 2015 Page 24 Andreas Lorenz, Deutsche Bundesbank

Thank you for your attention! Questions? Remarks? 7 December 2015 Page 25 Andreas Lorenz, Deutsche Bundesbank