1. 2.1. JDemetra+ Last updates (since 2.0.0)
Frankfort, 7 July 2015

2. Recent improvements (outline)
Statistics
Core engines
Others
Graphical interface
New plug-ins
Other developments
Documentation and other resources
Github

3. Statistics (I) Core engines Tramo-Seats X12 All (in test)
Correction of bugs
Computation of the periodogram (length of the series)
Handling of pre-specified regression variables in AMI
X12
Update of documents (current adjustment)
Improvements
Calendar sigma (heteroskedastic irregular by month)
Cochran test
All (in test)
Tracing of the main decisions in AMI

4. Statistics (II) Periodogram and spectral diagnostics Structural models
Improved periodogram tests (with documentation)
Corrections in some tests
Compatibility with the reference programs
Structural models
Estimation of cycle components
Improved implementation
Benchmarking
Comparison with reference software (SAS, R…)
Corrections in multi-variate Cholette

5. Statistics (III) Seasonal adjustment of mixed frequencies series
Common ARIMA model
Canonical decomposition + estimation by KF
Nowcasting
Dynamic factor models
Forecast evaluation tool

6. Interface Tramo-Seats spec window Temporal disaggregation
Improvements (re-ordering…)
Temporal disaggregation
Improved properties panel
Likelihood function
Grid, chart containers
Many small improvements

7. New plug-ins (I) Statistical modules
Nowcasting (see above)
Access to SDMX / .STAT WEB services
Compatibility with SDMX 2.1
Data providers
SDMX: ECB, Eurostat*…
.STAT: NBB, OECD, ABS…
Remarks:
Lack of standardization in the current implementations

8. New plug-ins (II) Tutorials Output Data providers Seasonality tests
SEATS output …
Data providers
Random ARIMA series

9. Other developments Common WEB service for several algorithms
SA routines
Benchmarking
Outliers detection
Interface with R
Command line tools

10. Documentation and code on Github
See all commits on
See additional resources on
Tutorial R
Documentation …

11. Github: monitoring of all modifications

12. Github: Wiki