Methods

This part provides underlying methodological background on all the algorithms featured in JDemetra+.

Practical guidance on how to use these algorithms can be found here, whereas detailed description of all the available tools allowing to use them can be found in the Tools part of this book.

In this part:

• Spectral analysis tools

• Tests for seasonality and residuals

• Reg-Arima modelling

• X-11: moving average based decomposition

• SEATS: Arima model based decomposition

• STL: Loess based decomposition

• Structural time series and state space framework

• Seasonal Adjustment of High-Frequency Data

• Trend Estimation

• Benchmarking and temporal disaggregation