1. New Demetra 2.2 Euro-indicators Working Group
Luxembourg, 4rd & 5th December 2008
Item 13.1 of the Agenda
New Demetra 2.2
Cristina Calizzani – Unit B5
Jean-Marc Museux – Unit B5
Eurostat - Unit D1 Key Indicators for the European policies

2. Demetra 2.2
New version released on 27th November 2008 available at
Main features:
Implementation of Tramo Seats version of April 2005
Implementation of X12Arima 0.3 version of October 2005
Critical evaluation of Demetra 2.1 (US Census Bureau)
Attempt to better balance the performance of Tramo-Seats and X12Arima;
high priority issues (accessibility of more options and fixing of functionalities previously wrongly implemented in X12) have been fixed

3. Main improvements (1)
New automatic modelling routine (AUTOMDL) of X-12-ARIMA
AUTOMDL implemented by default in the automated module
AUTOMDL and PICKMDL accessible in the detailed analysis module
Sliding span
Revision history
Closer to X12 approach (AIC and LBQ statistics, seasonal factors)
Changing of some terms in the interface to improve the understanding of Trading day options

4. Main improvements (2) Fixed of some residual trading day issues
Some bugs have been fixed in TRAMO/SEATS
Updating of some calendars (Czech Republic and Lithuania)
More detailed information on the improvements of Demetra 2.2 as well as on the list of fixed bugs is available in the library section of the Seasonal Adjustment interest group
Help-desk active on CIRCA

5. Ongoing improvements
Developing an additional quality diagnostic module (QDM) to complement Demetra application
- M statistics
- Non parametric tests (Friedman; Kruskal-Wallis; Canova-Hensen)
- Measures of roughness of the SA series (Dagum R1 and R2)
- Measure of similarity between SA data and trend (R3, Pfefferman )
- Maravall's test for smoothness of trend-cycle and seasonality (Mar1TC, MAR2TC, MARS)
- Spectral diagnostics
To be validated by experts before made available
Basis for a full implementation in the new generation of SA tools (Demetra+ project)
quality diagnostics implemented independently from the core engines

6. Demetra in the future
Complexity to maintain and update Demetra code → not in line with modern programming approaches
Difficult implementing/updating new functionalities into Demetra
No further developments planned (only corrective maintenance)
Starting the development of a new ESS SA tool based on more modern programming techniques.
- in line with the ESS guidelines on SA
- users' requirements and developers' needs will be fulfilled

7. Thank you
for your attention!