Seasonal Adjustment User Group

22 June 2011, INSEE, Paris

Minutes of the meeting

Table of content

1.Final release of Demetra+.net version

2.Final release of Demetra+ User Manual

3.Using Demetra+ in daily work

4.Communication channels

5.Update on porting Demetra+ in Java

6.Upcoming events

7.To do list

1.Final release of Demetra+.net version

The final version of the software will be available and distributed from OSOR at the end of June. Possible new modules and features of the software were discussed in the meeting. The members were able to raise some specific questions/ comments, which were clarified during the discussion (see detailed minutes below).

  • How to load data from ODBC – value,date and domain are enough to use the table in Demetra+. When the software is closed and opened again the data will be updated.
  • We have new items in Browsers allowing us to create new modules – examples will be sent to Eurostat explaining how to do that.
  • It is also possible to provide your own diagnostics, but it is not so simple to do it.
  • How to deal with a bunch of series where some of them do not have to be seasonally adjusted? In that case the user should change the specification of the ARIMA model so that the model would not include seasonal AR- or seasonal MA variables, nor seasonal differencing., This way the data is tested for seasonality but not seasonally adjusted.
  • How to split the data and use different specifications for the same series?It is also possible for batch processing. It is difficult to put the results after the process back into the database but not impossible. Later on Enrico Infante discussed this topic in his presentation.
  • Why is the new option for number of outliers in the Diagnostics added to the software? Diagnostics option is just for information and if the user do not want it to be included in the evaluation he can exclude it by using the “False” function from the Option/Diagnostics menu.
  • Is it necessary to be included in the window with results for batch processing a warning about outliers?
  • Why sometimes it is not possible to create an output? – this depends from the type of the Windows that is used. Excel does not react the same way for different languages.
  • In the current version of the software there is a bug in the option for Labour Day and MayDay.
  • In the Options menu there are two user define possibilities which is confusing and should be improved.
  • For saving the output the user should use 2007 Excel because as results can’t be saved with Excel 2003 version. In csv matrixis possible to put in the output whatever the user want to see.
  • It is also possible to save the parameters from WSA Cruncher in different formats – in that case one needs to create one file for all the series.

2.Final release of Demetra+ User Manual

The content of the current version of the manual was discussed.Is something that should be added?What are the areas that should be extended? What would the possible improvements be? Sylwia Grudkowska discussed this issue in her presentaion.

More spesific details on who volunteered to take responsability on different improvements are mentioned in the “To do” -list at the end of this document.

  • Description and use of the TS results will be improved.
  • Wheter Demetra 2.2 should be mentioned in the manual or not was discussed. The conclusion was, that it is necessarily mention that Demetra+ is completely different product from Demetra 2.2, because they have similar names. However nothing additional text (such as a comparison between Demetra 2.2 and Demetra+) was seen to be necessary.
  • How to receive the same output as from the Demetra2.2? This question will be – put and answered in the FAQ questions in CROS portal.
  • SA handbook will be prepared by the end of this year.
  • Do we need explanation what is X-12 or Tramo/Seats?
  • WSA Cruncher is not mentioned in the manual – should be included somehow.
  • One additional chapter will be added about how to use the Excel add-ins, that is, how to use Demetra without opening the software only using Excel.
  • With the new release of the software the User Manual will be added to the installation file.

3.Using Demetra+ in daily work

Someparticipants shared problems/resolutionsthey have encounteredwhileworkingwith Demetra+. Enrico Infante, Anna Ciammola and StéphanieHimpens all gave presentations under this topic.

  • Demetra+ does not allow outliers to be fixed after a certain date.
  • How to structure the work in Demetra+ - which workspace file should be updated? If you put somewhere the workspace you already have the data in it you should not refresh it.
  • Set of regressors is a good idea for JDemetra because it is not possible in Demetra+.net version.
  • Comparison between specifications is good to be included in the next version of Demetra+.
  • How to split some series in two or more parts and Seasonally Adjust them using different specifications. Enrico Enfante discussed this question in his presentation.
  • When the user want to update an excel file already imported in Demetra+ should close and reopen the software, but the series are not updated because of some sort of bug in the program.

4.Communication channels

The members discussed all the webpages available for the moment, their purpose and which one should be used for further communications. Pilar Rey del Castillo discussed this issue in her presentation.

  • OSOR page is for developers.
  • CROS page is for statisticians – there is a forum for the testing group where we can include all the information and comments.
  • CIRCA page – general page where the information will be updated, but the idea is to use CROS as the primary page to discuss problems.
  • The Wikipedia page is already updated and have links to OSOR and CROS pages.
  • If we are using the Forum in CROS page how will be controlled the answers givenby the users? – there is a possibility to remove some of the added comments.

5.Update on porting Demetra+ in Java

The first prototype of Demetra+ in Java should be finished by the end of September. The users of the testing group discussed the new features of the Java version of the software: how it will look and what what are the computed output series like in comparison with .NET version of Demetra+.

  • The interface is more flexible than the previous one.
  • We can track the processing.
  • Will provide better graphical interface in the future versions of the program.
  • The specification window is almost the same as in Demetra+.net version, but it is placed on a much more convenient place in the window.
  • The testing of the Java-version shows, that about 90% and more of the seasonal adjustment results are the same as in Demetra+.net version. The difference depends on the set of spesifications one is using: the more simple spesification the more similar the results:

Tramo (RSA0, RSA1, RSA2) = 100%RegArima (RSA0, RSA1, RSA2) > 95 %

Tramo (RSA3, RSA4, RSA5) > 95%RegArima (RSA3, RSA4, RSA5) > 90%

Seats is not tested yet.

  • It is faster when using Tramo, RegArima is not so fast.
  • One can find more or less the same things in the results window
  • The user is able to change the seasonal adjustment filter for a specific month.
  • We could be able to add new features, additional decomposition.
  • If you save something in Demetra+.net version you will be able to use it in the Java version.
  • There is an option to remove Kruskall –Wallis, which allows you to use the program not only for seasonally adjustment, but for benchmarking and other statistical processes.

6.Upcoming events

ESTP course on seasonal adjustment for advanced users will be in November 2011.

Next meeting of the Task Force will be on 20 of October 2011.

7.To do list

Actions / Who / Deadline / Status
Review of the User's Manual / Sylwia, Faiz, Pilar, Marcus, Joerg and Michael / July 2011 / Done
A FAQ on "How to deal with a bunch of series where some of them do not have to be seasonally adjusted" / Alpay / September 2011 / Done
A note on "Description and use of TS output" / Alpay / July 2011 / Available here
A note on the Excel add-in / Silwya and Jean / July 2011 / Done in the user manual
AnoteontheWSAcruncher / INSEE / October 2011 / Pending
Put the User's Manual in Demetra+ installer / Jean / November 2011 / Pending
First work on a benchmarking module / Nomeda and Jean / September 2011 / Done
A note on direct-indirect with Demetra+ / Dario and Enrico / September 2011 / Abstract submitted to CFE 2011
A FAQ on the status of Demetra 2.2 / Dario and Enrico / July 2011 / Done
Specifications of a Calendar module / INSEE / September 2011 / Presentation at SAUG in Lisbon