1. Presentation 1 / 15 2.1 NBB report Towards JD+ 2.1… Jean.palate@nbb.be

2. Presentation 2 / 15 0. Outline ► Overview of the recent developments ● Bugs ● IT improvements ● Statistical improvements ► Planned developments ● Short term (2016) ● Main tasks for the medium term (2017) ► Proposal for a new release 2.1 ► Tutorials and documentation on Github ► JD+ on the NBB WEB site

3. Presentation 3 / 15 1. Issues on Github

4. Presentation 4 / 15 1.1 Bugs Description of the bugImportanceCostMilestonesStatus Stock trading days (output) in Tramo-SeatsLow 2.1Closed Errors in Seats diagnosticsMediumLow2.1Closed Missing scales in some chartsLow 2.1Closed Missing labels in gridsLow 2.1Closed Creation of multiple workspace itemsLow 2.1Pending User-defined regression variables in X12, Tramo-Seats Medium 2.1Closed AIC test in X12 (log/level)MediumLow2.1Closed Association of AR roots to trend/seasonal irregular in SEATS MediumLow2.1Closed Updating X13 in multi-documentsHighLow2.1Closed …

5. Presentation 5 / 15 1.2 IT improvements Description of the issueImportanceCostMilestonesStatus Visualization of the regression variablesLow 2.1Closed Long/short names in outputLow 2.1Closed External string table for the specifications dialog boxes HighMedium2.1Closed User-defined scaling in spectral analysisLow 2.1Postponed Deployment of the new modules to the central repository of Maven instead of JoinUp MediumLow2.1Closed New ODBC providerHighMedium2.1Closed

6. Presentation 6 / 15 1.31 Statistical improvements (general) Description of the issueImportanceCostMilestonesStatus Settings of the diagnosticsHigh 2.1Closed Reset of the diagnostics to the default valuesMedium 2.1In progress Forecasts panels in modeling algorithmsMediumLow2.1Closed Multiple pre-specified outliers for the same period (+ new graphical interface) Medium 2.1Closed Julian Easter, holidays related to Julian Easter MediumHigh2.1Closed Forecasting/backcasting module in Tramo(-Seats)/ X12 Medium 2.1Postponed Seasonality F-test with automatic model identification LowMedium2.1Closed Option for disabling preliminary checks (number of missing values…) Low 2.1Closed

7. Presentation 7 / 15 1.32 Statistical improvements (specific) Description of the issueImportanceCostMilestonesStatus Decomposition of the stationary variance of the series in different parts (S, I, TD…) in Tramo-Seats Medium 2.1Closed Tests on significant seasonal periods in Tramo-SeatsMediumLow2.1Closed Standard deviations of the SA components (Tramo-Seats)MediumLow2.1Closed X11: A9, D9a, adjust D11MediumLow2.1BBk Excludefcst option in X11MediumLow2.1BBk Backcasting in X11MediumLow2.1Postponed Stock trading days (output) in X12MediumLow2.1Closed Option for mixed models (AR/MA) in X12Low 2.1Closed Larger ARIMA models in X12Low 2.1Closed

8. Presentation 8 / 15 2.1 Future developments (short term) Description of the issueImportanceCostMilestonesStatus Statistical Intermediate results in Tramo(-Seats) and X12 Medium 2.xIn progress Controlled current adjustmentHigh 2.x Quality reportHigh 2.x Forecasts/backcasts in SEATS: use of the SEATS model or of the Tramo model Medium 2.x Mean identification in RSA1Medium 2.x IT Saving/loading specifications to/from the workspace LowMedium2.x Configurations files (output…)Medium 2.x Locking the names of the regression variables and of the calendars MediumHigh2.X (?) Bugs Conflicts between log transformation and model span Low 2.x Reload options for time series providers MediumHigh2.X (?)

9. Presentation 9 / 15 2.2 Main tasks for the medium term DescriptionImportanceCostMilestonesStatus Java 8High 2.x, 3.0 (?)In progress Common RegArima modelingHigh 3.0 New state space frameworkHigh 2.x, 3.0 (?)In progress Specific module for the creation/analysis of trading days variables MediumHigh3.0 SA comparison toolHigh 3.0 ARIMA modelling: skipping approach in the case of many missing values MediumHigh3.0

10. Presentation 10 / 15 2.21 Focus on the upgrade to Java 8 ► Pros: ● New attractive language features ● New APIs (Date and Time,...) ● Improved security ● Java 7 is no more publicly supported since April 2015 ● Available on all platforms ► Cons: ● Some organisations might still be locked to Java 7 ● No more ODBC driver (but a beta workaround is already available in JDemetra+)

11. Presentation 11 / 15 3 Proposal for a new release (JD+ 2.1.0) ► Many improvements/corrections since JD+ 2.0 ► New plug-ins often need recent features ► ReleaseTaskTentative schedule 2.1End of the developments Creation of the release candidate 12/2016 Testing (SACE)1-2/2016 Release3/2016 2.x12/2016 3.012/2017

12. Presentation 12 / 15 4.1 Tutorials on Github ► JDemetra-hello (https://github.com/nbbrd/jdemetra-hello )https://github.com/nbbrd/jdemetra-hello ● Light Java applications ● Examples used during the last training for hobby developers ► JDemetra-cli (https://github.com/nbbrd/jdemetra-cli )https://github.com/nbbrd/jdemetra-cli ● Light command line tools ► JDemetra-tutorial (https://github.com/nbbrd/jdemetra-tutorial )https://github.com/nbbrd/jdemetra-tutorial ● NetBeans plug-ins ● Examples for user-defined output, quality report…

13. Presentation 13 / 15 4.2 Documentation on Github

14. Presentation 14 / 15 5. Other: JD+ on the NBB WEB site

15. Presentation 15 / 15 6. Summary ► Two main questions? ● New release 2.1 (after testing) ● Upgrade to Java 8 for the following releases (2.2…)