JDemetra+ documentation
What is JDemetra+ ?
JDemetra+ is an open-source software for seasonal adjustment and time series analysis, developed in the framework of Eurostat’s “Centre of Excellence on Statistical Methods and Tools” by the National Bank of Belgium with the support of the Bundesbank and Insee. It has been officially recommended by Eurostat to the European Statistical System members since 2015. It is unique in its combination of very fast Java routines, a graphical user interface and an ecosystem of R packages. The graphical interface offers a structured and visual feedback, suitable for refined analysis and training. R tools allow the user to mix the capabilities of JDemetra+ with the versatility of the R world, be it for mathematical functions or data wrangling.
A pdf version of this documentation is available here
Curently available versions
The highest version currently recommended for production purposes is 2.2.4.
Version 3.x family provides, among other things, extended features for seasonal adjustment and trend estimation, including high frequency data. The latest version 3.2 was released on November 23rd 2023.
Useful links
To install the software and get started, you can browse and watch tutorials for JDemetra+. On this YouTube channel you will also find many JDemetra+ related webinars.
To keep up with all JDemetra+ related news head to the JDemetra+ Universe Blog
To learn more about the JDemetra+ development project you can visit Eurostat CROS Portal.
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.