1. SA Workshop Luxembourg, 6/3/2012

2.  What is JDemetra+  Objectives of JDemetra+  Main features ◦ New core engines ◦ Additional statistical tools  Current state  Planning ◦ Next steps  Short Demo

3.  New implementation of Demetra+, completely in Java, available in open source ◦ Links with Demetra+  Same logic  Similar presentation  Compatible I/O ◦ Pure Java application: no Fortran code ◦ Open source software  EUPL license  Code available on JoinUp (https://joinup.ec.europa.eu/software/sat/home)https://joinup.ec.europa.eu/software/sat/home

4.  Why JDemetra+? ◦ Maintenance in the long term (leave Fortran) ◦ Extensions  Peripheral: quality reports...  Methods:  New models: structural models...  Modifications of existing method: new filters for X11...  Extensions of some features: new calendar variables...

5.  Why Java? ◦ Portable, fast, reliable, widely diffused ◦ Standard environment for many institutions  Eurostat, ECB... ◦ Many free libraries, tools  JFreeChart, NetBeans, Eclipse...  Why an open software? ◦ Easier integration in in-house developments ◦ Sharing of knowledge, developments... ◦ Common framework for statistical modules

6.  New core engines ◦ Comparability with the original core engines: > 90%  (differences mainly due to other optimization procedures) ◦ Common framework for the pre-processing parts ◦ Easily reusable building blocks  Outliers detection...  Additional statistical tools ◦ Modeling (SA): Structural models, generalized airline models... ◦ Temporal disaggregation: Chow-Lin, Fernandez, Litterman... ◦ Benchmarking: Denton, Cholette... ◦ State space framework

7.  Current state (March 2012) ◦ Core engines (statistical routines)  Tramo-Seats: last improvements are missing  X13: quasi complete ◦ Graphical interfaces for the main SA algorithms: quasi complete ◦ TS providers: finished ◦ Output, compatibility with workspaces of Demetra+: in progress (50%) ◦ Additional modules (direct/indirect, quality report, diagnostics): in progress (25%)

8.  Final objective ◦ New modules available for production at the end of 2012.  Next steps ◦ Core engines (for tests): April 2012 ◦ NetBeans framework: May 2012 ◦ First prototype of JDemetra+: June 2012 jean.palate@nbb.be