1. SAEG, 15 March 2018 Item 2.2
Development: progress and next steps. Contribution of the NBB

2. Outline JD+ 2.2.1 JD+ 3.0 Final remarks NBB contribution R interface
Milestones (initial planning / current status)
Architecture, design,
Main challenges
API, tests, technical documentation
Final remarks

3. 1.1 JD+ 2.2.1 Algorithms GUI Others No impact on the results
Additional features
Tramo-Seats: extension of the forecasts horizon
X11: pseudo-additive decomposition (no pre-processing)
𝑌=𝑇× 𝑆+𝐼−1 , 𝑆𝐴=𝑇×𝐼
GUI
Zoom of HTML output
Others
Cruncher (bugs)
XML, SDMX: security issues

4. 1.2 JD+ and R New complete R package for Tramo-Seats and X13
Developed in the context of the Schuman project (ECB – NCBs)
Schedule: beta version in June 2018.

5. 2.1 JD+ 3.0: Broad outline Complete refactoring of the code
→ Maintenance, reusability …
Larger scope
High-frequency time series
Statistical domain:
Modelling: improved REGARIMA, STS…
Decomposition: new filters…
Benchmarking, temporal disaggregation, calendarization
Rapid estimates: nowcasting

6. 2.1 JD+ 3.0: Broad outline (cont.)
External use
WEB services
R (actual packages)
Excel
Documentation
Statistical methods
API
Schedule
End of 2019.

7. 2.2 JD+ 3.0: Milestones Actions Initial schedule (3/2017) Status
Architecture
2017/Q1-Q2
OK (see below)
Normalized design patterns
Development of the basic modules (including the new generic time series)
2017/Q2-Q3 OK
WEB Service (ESSNET)
2017/Q2
JD+ 2.2
R interface (Schuman project ?)
2017/Q3-Q4
In progress
2018/Q1-Q2
Refactoring of the existing core modules (algorithms)
In progress (90%)
Refactoring of the existing graphical modules
2017/Q4-2018/Q1
In progress (75%)

8. 2.2 JD+ 3.0: Milestones (cont.)
Initial schedule (3/2017)
Status
Common REGARIMA (tests)
2016/Q4-2017/Q3
In progress (50%)
2018/Q4
Common REGARIMA (implementation)
2017/Q4-2018/Q1
Integrated two-steps SA
2018/Q2
SEATS OK, X14 (?)
Benchmarking, temporal disaggregation (JEcotrim)
2018/Q1-Q3
In progress (60%)
Benchmarking OK
Nowcasting…
2018/Q3-Q4

9. Benchmarking, temp. disagg.
2.3 JD+ 3.0: Architecture
Skeleton of the main modules
CORE
Modelling
Advanced
Seasonal adjustment
Seasonal adjustment
Advanced
Modelling
Benchmarking, temp. disagg.
High-frequency
DFM
From 1 main algorithmic module to ±15 modules

10. 2.3 JD+ 3.0: Design Adoption of some common design patterns:
Immutable objects
Builder design pattern …
Improved readability, maintenance

11. 2.4 JD+ 3.0: Main challenges
Compatibility with the current implementation
Systematic comparison of the results
New API
Separate namespaces (→ old API still valid)
Bridge between the two APIs
External tests
Systematic use of (temporary) R interfaces
Technical/statistical documentation
Public API should be fully documented
Detailed statistical documentation of all algorithms (specific WEB site)

12. Example of R interface
See

13. Example of technical documentation

14. 3. Final remarks
Huge work; end 2019 is a sustainable planning only for the main algorithms/documentation
Impact of the guidelines on benchmarking / temporal disaggregation still to be analysed.
Balance between graphical interfaces / R interfaces to be discussed.
Long term maintenance of the tool (mainly algorithmic part) is still an open issue.