1. Use of JDemetra+ at the Deutsche Bundesbank
SAEG Meeting, Brussels, 11 March 2019
Andreas Lorenz, DG Statistics

2. Adoption of JDemetra+ in the Bundesbank Communication
Outline
Adoption of JDemetra+ in the Bundesbank
Communication
Training activities
Andreas Lorenz, SAEG Meeting, Brussels
11 March 2019

3. 1 Adoption of JDemetra+ in the Bundesbank Timeline for selected indicators
Date
Indicator
In cooperation with…
02/2018
Stock of orders
Destatis
03/2018
Orders received
05/2018
Industrial production
06/2018
Turnover in industry
10/2018
Labour market statistics
Federal Employment Agency
12/2018
Revenues and operating income of listed non-financial groups
09/2019
National accounts
Labour cost index
Andreas Lorenz, SAEG Meeting, Brussels
11 March 2019

4. 1 Adoption of JDemetra+ in the Bundesbank Selected aspects (1/2)
The JDemetra GUI is used for both analysis and production of seasonally adjusted time series. Cooperation partners also rely heavily on the GUI.
Migration of existing spec files from Census X-12-ARIMA to JDemetra+ with the SpecParser (see SpecParser plug-in via GitHub and presentation at SAEG 12/15).
ConCur plug-in for performing seasonal adjustment with the controlled current adjustment approach (see presentation at SAEG 6/16).
The Concur plug-in can be combined with ExcelAdapter plug-in for saving calendar and seasonal factors in Excel (see presentation at SAEG 3/18).
Other plug-ins used in daily production are:
TransReg for transformation of calendar regressors (see TransReg plug-in via GitHub and presentation at SAEG 3/17) and
KIX for aggregating chain indices (see KIX plug-in via GitHub and presentation at SAEG 3/15)
Andreas Lorenz, SAEG Meeting, Brussels
11 March 2019

5. 1 Adoption of JDemetra+ in the Bundesbank Selected aspects (2/2)
Further quality control tools are in use (e.g. tables for zero-checks, consistency checks for direct seasonal adjustment, checks for residual seasonality in case of indirect seasonal adjustment, checks for residual calendar effects).
For the adjustment data with half-yearly frequency (e.g. revenues and operating income of listed non-financial groups), JDemetra is used.
When seasonal adjustment is done in cooperation with other institutions and both institutions agree on changing specifications, only the spec files are exchanged (no need for transmission of entire workspaces).
Andreas Lorenz, SAEG Meeting, Brussels
11 March 2019

6. Information on the Bundesbank website regarding changeover:
2 Communication
Information on the Bundesbank website regarding changeover:
Information in the Bundesbank Monthly Report May 2018, p. 50 (dedicated box):
42fa5/mL/ konjunktur-in-deutschland-data.pdf
Joint announcement with Destatis in flash news on CrosPortal on 30 May 2018:
Dedicated section for JDemetra+ on the Bundesbank website:
Seasonal adjustment software and method are also referred in the publication tables and in explanatory notes for each statistical domain.
Andreas Lorenz, SAEG Meeting, Brussels
11 March 2019

7. 3 Training activities
ESTP course: “Advanced JDEMETRA+ with R”, 9/18, 3 days, Luxemburg, Jean Palate, Nina Gonschorreck and Thomas Witthohn
CIC course: “Seasonal adjustment of economic data”, 10/18, 5 days, Frankfurt am Main, Karsten Webel and Christiane Hofer
ESTP course “Introduction to seasonal adjustment and JDemetra+”,1/19, 3 days, Andreas Dietrich, Veronique Elter (STATEC)
ECB course: “Seasonal Adjustment of Economic Time Series with JDemetra+”, 5/18, 3 days, Frankfurt am Main.
CIC course: “Seasonal adjustment of economic data”, 10/19, 5 days, Frankfurt am Main, Karsten Webel and Christiane Hofer.
CIC course: “Advanced topics in seasonal adjustment”, 12/19, 5 days, Frankfurt.
* CIC = Centre for International Central Bank Dialogue
Andreas Lorenz, SAEG Meeting, Brussels
11 March 2019

8. Thank you for your attention! Any questions, remarks or
suggestions?
Andreas Lorenz, SAEG Meeting, Brussels
11 March 2019