About JDemetra+ Reference Manual

The Reference Manual aims to guide the user through the main features of JDemetra+ and to assist the user in taking advantage of this powerful tool. The Reference Manual presents an overview of the capabilities of the software and includes detailed documentation on all of the specifications, with discussions of the available arguments and their default values. Also, the results displayed by JDemetra+ are explored in detail. For a short introduction to JDemetra+ software the user should refer to the Quick Start section. A step-by-step descriptions on how to perform a typical analysis with useful tips that facilitate the replication of the results with the user’s own data and working instructions are all included in the Case Studies section.

JDemetra+ uses the notation “X12”, “X13”,”Arima”, “RegArima”, “Tramo”, “Seats” and “TramoSeats” instead of “X-12-ARIMA”, “X-13ARIMA-SEATS”, “ARIMA”, “RegARIMA”, “TRAMO”, “SEATS” and “TRAMO-SEATS” respectively. This notation is used in this page only when the references are made to the user interface.

Users for whom the Reference Manual is intended

The Reference Manual provides information useful for beginners, i.e. those who have only basic knowledge of seasonality and its estimation in time series, and also for users who have already acquired some experience with seasonal adjustment, i.e. those already using seasonal adjustment software and interpreting the results at a basic level.

The Reference Manual does not describe the detailed workings of the seasonal adjustment methods, nor the underlying mathematics. It assumes that the reader has acquired a background knowledge of the concepts underpinning seasonal adjustment and is familiar with the X-12-ARIMA, the X-13ARIMA-SEATS and the TRAMO-SEATS methods. A brief outline of the X-12-ARIMA, the X-13ARIMA-SEATS and the TRAMO-SEATS algorithms and concepts is included in the Theory behind SA section. For readers interested in studying these seasonal adjustment methods further, a bibliography is provided here.

It is assumed that the reader is familiar with concepts, such as stochastic and deterministic processes, time series, trend-cycle, seasonality, descriptive statistics, confidence levels, mean square error, estimate, estimator, linear regression, stationarity, ARIMA process and so on. Readers with insufficient background to follow this document are encouraged to reference an appropriate time series textbook, e.g. CHATFIELD (2004).

How the Reference Manual section is organised

In the Reference Manual section the user will find: