1. Towards a new tool for seasonal adjustments: Demetra+
Euro-indicators Working Group
Luxembourg, 4rd & 5th December 2008
Item 13.2 of the Agenda
Towards a new tool for
seasonal adjustments: Demetra+
Cristina Calizzani – Unit B5
Jean-Marc Museux – Unit B5
Eurostat - Unit D1 Key Indicators for the European policies

2. Background
Availability of modern & reliable software tools for SA in friendly environment important precondition
Massive treatment
Detailed analysis
Demetra for windows SA interface developed by Eurostat in 90s
Reference tool in many NSIs and freely available
Harmonisation of practices
Last release: many features expected by users
Complexity to maintain and update Demetra code → not in line with modern programming approaches
Risk of destabilisation of the package
Approval of ESS guidelines on SA (by SPC and CMFB) raised new concerns on SA tools
New and more sustainable architecture needed

3. Architecture new tool
Based on a set of modular and reusable components
flexibility, reusability, portability
SA toolkit (library of reusable components in the time series domain) developed at NBB as the basis of the new SA tool
Powerful/flexible solution to manage complex SA algorithms
Technology easy to be embedded in Windows environments, fast developments and extensions allowed
Recognised by the Eurostat-ECB SASG as the best solution
Not a single tool but several specialised applications (Batch, Demetra+, Excel add-in, Research)
All applications relying on the same core functions

4. Time series Toolkit (TST)
Development tools
WEB service
Batch
Dedicated modules
Implementation classes (NBB Tools)
Graphical components
Extensions
Graphical applications:
Demetra + …
Time Series Services
(TSS)
External modules
(FORTRAN,
others)
TSTolkit
Excel add-ins
Final applications

5. Demetra+ solution Stepwise approach:
4 prototypes (to be tested and subject to interaction with users & developers)
Prototype 2 (Dec. 2008): backbone Demetra+
Integration core functionalities and basic interface with databases
Prototype 3 (June 2009): closer to users’ requirements
It will allow identification final specifications
Prototype 4 (Autumn 2009) beta version new tool
5 phases of development (September 08 - January 10)

6. Actors involved:
National Bank of Belgium, Bank of Spain, USCB, Eurostat
User Testing Group (to be launched in January 2009)
Experienced users will contribute to the validation of the tool by testing components as they become available and by checking functionalities against users’ requirements
SA Steering Group
High level group in charge of the coordination SA activities in NSIs and NCBs (reporting to SPC and CMFB)

7. Conclusions
Reliable SA tools contribute to the development of expertise/harmonisation SA procedures in the ESS
Advances in research impose the availability of flexible and modern tools
Process of development new SA tool very challenging but also very promising
Methodological knowledge and IT expertise to cooperate available among partners organisations
Beta version of a new generation SA tool available in the beginning of 2010
Good example of collaborative development between statistical institutions

8. Thank you
for your attention!