Econometric software for seasonal adjustment and other time series methods (JDemetra+)

Download Travis Github All Releases

JDemetra+ is a new tool for seasonal adjustment (SA) developed by the National Bank of Belgium (NBB) in cooperation with the Deutsche Bundesbank and Eurostat in accordance with the Guidelines of the European Statistical System (ESS).

JDemetra+ implements the concepts and algorithms used in the two leading SA methods: TRAMO/SEATS+ and X-12ARIMA/X-13ARIMA-SEATS. Those methods have been re-engineered using an object-oriented approach that enables easier handling, extensions and modifications.

The program TRAMO-SEATS+ was developed by Gianluca Caporello and Agustin Maravall -with programming support from Domingo Perez and Roberto Lopez- at the Bank of Spain. It is based on the program TRAMO-SEATS, previously developed by Victor Gomez and Agustin Maravall. The program X-13ARIMA-SEATS is a produced, distributed, and maintained by the US-Census Bureau

Besides seasonal adjustment, JDemetra+ bundles other time series models that are useful in the production or analysis of economic statistics, including for instance outlier detection, nowcasting, temporal disaggregation or benchmarking.

From a technical point of view, JDemetra+ is a collection of reusable and extensible Java components, which can be easily accessed through a rich graphical interface. The software is a free and open-source software (FOSS) developed under the EUPL licence.

JDemetra+ has been officially recommended, since 2 February 2015, to the members of the ESS and the European System of Central Banks as software for seasonal and calendar adjustment of official statistics.

Quickstart

JDemetra+ runs on multiple platforms such as Windows, Mac OS X and Linux (Java SE 7 or later version is required).

To install, download the latest version, unzip it somewhere and launch the executable in /bin.

The SACE has elaborated an extensive documentation, available through the CROS - PORTAL:

The technical docs are available on the wiki.