JDemetra+ for Seasonal Adjustments and Other Time Series Issues

Software for time series related issues

Developer/availability

National Bank of Belgium in cooperation with the Deutsche Bundesbank and Eurostat

Functions

A statistical analysis software solution for time series related issues, for example seasonal adjustment, forecasting, outlier detection, and benchmarking. The latter includes as an option the distribution and extrapolation of quarterly data. The package of solutions is useful both for production and analysis of time series data. JDemetra+ is a collection of reusable and extensible Java components, which can be easily accessed through a rich graphical interface.

Documentation

JDemetra+ User Guide

Data requirements

Any time series.

Other requirements

1) Sufficient ability to and experience in assessing data to understand whether the selected time series analysis yields meaningful results, which reflect the economic reality; 2) Requires the programming language JAVA SE 8 or later versions.

Flexibility

User can choose within a large range of time series analysis options.

Automaticity of calculations

Fully automatic once user has set specifications.

Countries using the toolkit

Mainly countries in Europe

Others


Languages
  • English

Cost

Free / open source

Resource link(s)


Associated topic(s)