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Latest features Frankfurt, 7 June 2016

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1 Latest features Frankfurt, 7 June 2016
2.1 JDemetra+ 2.1 Latest features Frankfurt, 7 June 2016

2 Outline Last modifications in JD+ (since the last SAEG in Dec 2015)
Several release candidates, tested by the SACE (from January 2016 to April 2016) Overview of the current issues on Github

3 Modifications in the release candidates
JD+ RC2 (January 2016) Algorithms Pre-specified outliers outside the estimation span + other problems SEATS: Allocation of AR roots (Istat) bug in the canonical decomposition (complex models only) X11: A9ser… Interface Description of some variables (intervention…) Details in spec windows SI ratio

4 JD+ RC3 (February 2016) Algorithms Interface RegArima/Tramo: X11
Some deterministic models and degenerate ARIMA models were not computed X11 SA forecasts Others Improvements in benchmarking (R packages) Interface SI ratio not correct when the first period is not January/Q1 Labels changed in some property / spec windows

5 JD+ RC4 Algorithms Interface RegArima/Tramo: Others
Bug when all regression variables are 0 (problem with Easter, especially in X12) Others Small extensions (access to some hidden information) Interface Bug in Apply/Save/Restore buttons (+ slightly improved behavior) Bug in the « parameter » editor (with some international settings)

6 Issues (I). Important, well-defined
Description Version Cost (in days) 194 Additional information in the matrix output 2.2 / 3.0 30 193 Change of regime on trading days 60, ongoing  148 Prior adjustment 2.2 51 Fixed coefficients 50 Easter variable 46 SA comparison tool 3.0 20 104 New quality report SACE 40 Forecasting/backcasting in Tramo/X12 5 103 Controlled current adjustment

7 Issues (II). Pure IT N° Description Version Cost (in days) 62
Locking names 3.X 20 60 Reload option 2.2 108 Java 8 2.2… Ongoing, 60 182 Hint for non-existing recent workspaces 3 56 User defined scales in charts 2.X 5 55 Intermediate results 135 Names of series 155 Ordering time series 45 Saving/loading specifications

8 Issues (III). Small improvements
Description Version Cost (in days) 153 Revisions of the growth rates 2.2 5 146 Consistency in seasonality tests 117 Benchmarking (ONS request) 2.X / 128 Data (examples) 3

9 Issues (IV). Important, research
Description Version Cost (in days) 141 Identification of change points” 3.X 50 119 Comparing models (statistical tests) 2.X 20 164 New filters in X11 40 160 Non gaussian models 60 State space models 2.2 / done 120 Direct/indirect (command line only)

10 Issues (V) N° Description Version Cost (in days) 150
Exchange data in multi document 2.2 / done 5 136 Keeping user’s specifications 15 118 Deleting series 134 Customizable diagnosis 184 Problem in SI ratio 2.1 / closed 1 180 Outliers specified outside the timeseries 179 Bug in editing pre-specified outliers 183 Problem in “Apply” button

11 Workload related to the issues on Github: global overview
Workload 2.1 4 2.2 267 2.X 70 3.0 140 3.X 170 all 651 > euros


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