1. JDemetra+: Latest features by the Deutsche Bundesbank
SAEG Meeting, Brussels, 13 March 2017
Andreas Lorenz, DG Statistics

2. Current status of development for JDemetra+ release 2.2.0
Outline
Current status of development for JDemetra+ release 2.2.0
Current status of the development of plug-ins
Draft of prototype: “TransReg” – Transformation of Regressors
Preparations for migration to JDemetra+
Promotion of JDemetra+
Andreas Lorenz, SAEG Meeting, Brussels
13 March 2017

3. 1. Current status of the development for JDemetra+ release 2.2.0
Task
Status
Metadata
Develop (GitHub) 
Name for SA-Item
Test classes for new specifications
Seasonality test extensions for R
Develop (GitHub)
Andreas Lorenz, SAEG Meeting, Brussels
13 March 2017

4. 2. Current status of the development of plug-ins:
Task
Status
Aggregation of chain-linked series
Almost completed
SpecParser: translation of *.spc files from Census X-12 ARIMA to JDemetra+
completed
TransReg - Transformation of Regressors
Draft of prototype ( section 3)
- BBk internal (currently)
Customized output (controlled current adjustment report)
ongoing
Andreas Lorenz, SAEG Meeting, Brussels
13 March 2017

5. 3. “TransReg” – Transformation of Regressors (draft of prototype)
The problem…
Screenshot from JDemetra+: Adjusting German car registrations using an uncentered working day regressor
Andreas Lorenz, SAEG Meeting, Brussels
13 March 2017

6. 3. “TransReg” – Transformation of Regressors (draft of prototype)
…and a solution
“Centeruser” argument in X-13ARIMA-SEATS
Missing feature in JD+
Centering user-defined regressors
Deviation from long-term average
X-13 “regression” spec:
centeruser = mean
centeruser = seasonal
TransReg
Transformation of Regressors
A plugin to create, generate, transform and work with regressors
From a specific problem… to
a general solution
for working with regressors
Andreas Lorenz, SAEG Meeting, Brussels
13 March 2017

7. 3. “TransReg” – Transformation of Regressors (draft of prototype)
New “Centeruser” functionality
centeruser = seasonal
Period-specific means
New “Groups” functionality
For analysing the effect of specified periods in data
E.g. effect of December / Christmas
Jan …
Dec
1990
22.0
17.0
...
2018
19.0 Ø
20.76
18.93
Jan …
Nov
Dec
1990
22.0
21.0 1
...
2018
Without December
Jan …
Nov
Dec
1990 1
17.0
...
2018
19.0
Only December
With centered regressor
Andreas Lorenz, SAEG Meeting, Brussels
13 March 2017

8. 3. “TransReg” – Transformation of Regressors (draft of prototype)
Further functionalities…
Selection of active / inactive time span
Regressors with enabled/disabled span
~> analyse the effect of specified span
E.g. regulation relating to “sales periods” in retail trade in Germany from 1990 to 2004
1990 …
2004
2005
2018
Jan
3.0
6.0
NaN
Feb
9.0
Enabled “sale” regressor
1990 …
2004
2005
2018
Jan
NaN
3.92
Feb
8.08
UU85YD
Disabled “sale” regressor
Andreas Lorenz, SAEG Meeting, Brussels
13 March 2017

9. 4. Preparations for migration to JDemetra+
Preparations within the Deutsche Bundesbank: Project for implementation ongoing, currently parallel testing of JDemetra+ alongside regular production of seasonally adjusted data
Deutsche Bundesbank and Destatis: series of coordination meetings for the migration of the joint seasonal adjustment of time series
Deutsche Bundesbank and ECB: SpecParser adjustments for Unix and rarely used X-13ARIMA-SEATS arguments used in ECB
Andreas Lorenz, SAEG Meeting, Brussels
13 March 2017

10. 5. Promotion of JDemetra+ 2.1.0
Conference of European Statistics Stakeholders (CESS 2016)
Organization of session “JDemetra+: An innovative expandable tool for
seasonal adjustment, time series analysis and beyond”
ESTP course “JDemetra+ for advanced users and hobby developers”
Jean Palate (NNB), Dominique Ladiray (INSEE), BBK
ESTP course: “Introduction to Seasonal adjustment and JDemetra+”
Dario Buono and Andreas Dietrich
ISI WSC July 2017 “An applied introduction to seasonal
adjustment with JDemetra+”
Karsten Webel, Dominique Ladiray and Dario Buono
Andreas Lorenz, SAEG Meeting, Brussels
13 March 2017

11. Thank you for your attention! Any questions, remarks or
suggestions?
Andreas Lorenz, SAEG Meeting, Brussels
13 March 2017