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