JDemetra+ documentation

Authors
Affiliations

Anna Smyk (Coordinator)

Insee

Tanguy Barthelemy

Insee

Karsten Webel

Deutsche Bundesbank

Maria Novas Filgueira

Ine

Luis Sanguiao Sande

Ine

Felix Aparicio Perez

Ine

Published

January 20, 2026

What is JDemetra+?

JDemetra+ is an open source software for seasonal adjustment and time series analysis, developed by the National Bank of Belgium with the support of the Bundesbank, Insee and the partners of the COSA project, co-founded by Eurostat. JDemetra+ has been officially recommended by Eurostat to the members of the European Statistical System since 2015. It is unique in its combination of very fast Java routines, a Graphical User Interface and an ecosystem of R packages (rjdverse). The graphical interface provides structured visual feedback suitable for refined analysis and training. R tools allow to combine the capabilities of JDemetra+ with the versatility of the R world, be it for statistical functions or data wrangling. A pdf version of this documentation is available here

Main Features

JDemetra+ provides algorithms for:

  • Seasonal Adjustment

  • Trend estimation

  • Benchmarking and temporal disaggregation

  • Nowcasting

  • Revision analysis

Currently available versions

The latest release in version 3 family can be found here.

Version 3.x family provides, among other things, extended features for seasonal adjustment and trend estimation, including high frequency data.

The latest release in version 2 family can be found here.

The highest version using Java 8 is v2.2.4.

Background

This website is under construction, in the meantime you can fill a large number of the gaps by referring to the previous version of the on-line documentation, coordinated by Sylwia Grudkowska-Kubik (National Bank of Poland).

Eurostat’s recommendations on the statistical processes described in this documentation are outlined in:

Key methodological explanations and state-of-the-art description and references can be found in:

How to contribute

If you want to help us improve this book, you can fork this repository on GitHub and create pull requests with your contributions.

Installing the software

The sections below detail how to install JDemetra+ (Graphical user interface and Cruncher) and how to configure R to run rjd3 packages.

Graphical User Interface (GUI)

You can find the latest releases

  • in the v2.x family: here

To install v2.2.4:

  • Scroll down the page, download and unzip the file jdemetra-2.2.4-bin.zip.

  • To start the application, run the file nbdemetra64.exe located in the following subfolder …\jdemetra-2.2.4-bin\nbdemetra\bin

Remark: You can create shortcuts to the executable files if you want to launch them from another folder (Desktop, project folder…).

  • in the v3.x family: here

You should install the latest release available denoted from now on v3.x.y

  • Scroll down the page, download and unzip the file jdemetra-standalone-3.x.y-windows-x86_64.zip, if you use Windows, or the zip corresponding to your OS in the list.

  • To start the application, run the file nbdemetra64.exe located in the following subfolder …\jdemetra-standalone-3.x.y-windows-x86_64\nbdemetra\bin

Version 3.x requires Java 17 or higher, jdemetra-standalone-3.x.y-windows-x86_64.zip contains a portable version of Java, so you don’t have to deal with this issue on your computer.

R packages related to version 3.x (rjd3…) also require Java 17 or higher, you can (and should) use the portable version provided with the graphical user interface to run them, this is explained here.

Additional Plug-ins

To benefit from extended features of the graphical user interface installing additional plug-ins is required. The list of available extensions and the installation procedure are detailed here. How to access the added features in the GUI is described here.

In the v2.x family some of the additional features are:

In the v3.x family some of the additional features are:

Cruncher

JDemetra+ has an executable module, called the Cruncher, allowing to automate tasks

To install it :

  • in v2, go to the JWSACruncher page, download and unzip the compressed folder jwsacruncher-2.2.x-bin.zip, corresponding to the version of your Graphical User Interface.

  • in v3, go to the jdplus-main page, download and unzip the compressed folder jwsacruncher-standalone-3.x.y-windows-x86_64.zip, corresponding to the version of your Graphical User Interface.

R packages

JDemetra+ algorithms can be accessed in R, which is detailed here

You can directly head over to this GitHub page, then for each package indications for installation and basic use are provided in the readme files.

Configuration needed to run rjd3 packages

To use rjd3 packages in R, you need Java 17 or higher.

You can (and should) use the version of Java that comes with the Graphical User Interface (GUI). It is contained in the file jdemetra-standalone-3.x.y-windows-x86_64.zip available on this page, in the “Assets” section, which you might have to expand to be able to see all the files.

Once unzipped, the Java will be in located in C:\Software\jdemetra-standalone-3.x.y-windows-x86_64\nbdemetra\jdk-21.0.2+13-jre (path to be adapted to your computer/server): this location must be declared in R.

After unzipping the file:

  • run this code at the beginning of your programs
Sys.setenv(JAVA_HOME = ".../jdemetra-standalone-3.x.y-windows-x86_64/nbdemetra/jdk-21.0.2+13-jre")

or

  • declare it “permanently” is the Renviron file (where environment variables specific to R are stored), following the steps below:

    • in the R console run file.edit("~/.Renviron")

    • in the file that opens add the line :

    JAVA_HOME = "C:/Software/jdemetra-standalone-3.x.y-windows-x86_64/nbdemetra/jdk-21.0.2+13-jre"
    • save the file and restart R

Follow R packages installation procedure and run basic examples from the readme files of each package. They are all listed on this page

COSA project

The COSA project is composed of two Centres of Excellence (CoE): one on Time Series Analysis (TSA), coordinated by Insee, and one on Statistical Disclosure Control (SDC) coordinated by CBS. In a context of development of common tools and methods within the ESS, this action will carry on the work of the STACE project (2020-2024) around three pillars: knowledge sharing and support to practitioners, development and maintenance of bespoke software (JDemetra+ for TSA, τ-ARGUS and sdcMicro for SDC) and methodological guidance (Handbooks, Guidelines, research papers). The overarching goals is to provide user friendly, efficient and technically up-to date tools for statistical production in both fields.

In the previous project JDemetra+ has undergone a major refactoring with the development of version 3.x providing extensions of TSA algorithms, e.g. seasonal adjustment of high frequency data. The current action will aim at consolidating and completing this new version, by further extending some algorithms, improving technical and user-documentation, uploading R packages on CRAN and adapting JDemetra+ to new IT environments, like cloud infrastructure.

Τ-ARGUS is considered to be the standard software for table protection. However, τ-ARGUS urgently needs to be modernized. The current project will make a start with developing/designing a modern software architecture for and apply some of the ideas in a proof of concept. The other SDC tools as well as the “old” τ-ARGUS needs to be supported.

Eleven institutions (Insee, CBS, NBB, Istat, INE, Destatis, SURS, HSO, Statistic Austria, Iceland and Norway) are beneficiaries from this grant and will contribute in the aforementioned directions with the collaboration of the Deutsche Bundesbank in TSA. Additional institutions will be involved as members of user-groups and observers (ECB, ABS, OECD…).

Results will be presented at workshops and conferences and developments can be followed on dedicated Github repositories.