Algorithms

This part provides practical guidance for using all the algorithms featured in JDemetra+, be it with the Graphical User Interface or R packages

Further methodological insights on each algorithm can be found in the Methods part of this book, whereas detailed description of all the available tools allowing to access the algorithms can be found in the Tools part.

JDemetra+ provides algorithms in the following domains:

Seasonal Adjustment (SA)

• Seasonal Adjustment overview
• Pre-treatment
• SA: X11 decomposition
• SA: Seats-decomposition
• SA: Revision policies
• SA of High-Frequency Data
• SA: STL+ and MSTL+
• X12+ and MX12+
• STS and MSTS

Modelling and Auxiliary Variables

• Reg-Arima modelling

• Outlier detection and external regressors

• Calendar correction

And also

• Benchmarking and temporal disaggregation
• Trend-Cycle estimation
• Revision analysis
• Nowcasting