Demetra+

JDemetra+
	Demetra+ application
Developer(s)	Eurostat
Stable release	1.1.0
Written in	C++, Java
Operating system	Microsoft Windows
Available in	English
License	EUPL
Website	[1]

Demetra+ is a program for seasonal adjustments that was developed and published by Eurostat – European Commission.

Seasonal adjustments

What is the seasonal adjustment?

A process called seasonal adjustment amounts to filtering raw data such that seasonal fluctuations disappear from the series. Any seasonal adjustment procedure rests on a specific decomposition of a series into its unobserved components, namely trend-cycle, seasonal and irregular. A seasonally adjusted series is a raw series from which the seasonality and the calendar effects have been removed and it is necessary to improve comparability over time and over space of time series. Seasonal adjustment is an important step of the official statistics business architecture and harmonisation of practices has proved to be key element of quality of the output. In this spirit, since the 90s, Eurostat has been playing a role in the promotion, development and maintenance of a software solution (Demetra) freely available for seasonal adjustment in line with established best practices. In 2008, ESS (European Statistical System) guidelines on SA have been endorsed by the CMFB and the SPC as a framework for seasonal adjustment of PEEIs and other ESS and ESCB economic indicators. ESS guidelines cover all the key steps of the seasonal and calendar adjustment process and represent an important step towards the harmonisation of seasonal and calendar adjustment practices within the ESS and in Eurostat. A common policy for the seasonal and calendar adjustment of all infra-annual statistics will improve the quality and comparability of the national data as well as enhance the overall quality of European to the extent that proper SA tools exist and are available. The SA Steering Group (the Eurostat-ECB high level group of experts from NSIs and NCBs which has produced the ESS Guidelines for seasonal adjustment) is promoting the development of a flexible software solution for SA to be used within the ESS. The group has drawn its attention on the object oriented technologies used by the R&D Unit of the Department of Statistics of the National Bank of Belgium to develop a series of prototype tools for SA. This has been considered as an adequate framework for the cooperative development of a new generation of sustainable SA tools, enabling the implementation of the ESS guidelines and replacing the previous Demetra whose maintenance and sustainability is put in question. Demetra+ is a family of modules on seasonal adjustment, which are based on the two leading algorithms in that domain (TRAMO&SEATS@ / X-12-ARIMA). TRAMO&SEATS@ (TRAMO \"Time series Regression with ARIMA noise, Missing values and Outliers\", and SEATS, \"Signal Extraction in ARIMA Time Series\", developed by Agustín Maravall and Victor Gómez) and X-12-ARIMA (developed by David Findley and Brian Monsell) are two different methods to seasonally adjust a time series. Both methods can be divided into two main parts: a pre-adjustment step, which removes the \"deterministic\" component of the series by means of a regression model with Arima noises and the decomposition part itself. The two methods use a very similar approach in the first part of the processing but they differ completely in the decomposition part. Their comparison is often difficult, even for the modelling step. More especially, their diagnostics focus on different aspects and their outputs take completely different forms. One of the main features of Demetra+ is to normalize - as much as possible - the different methods. It tries to improve the comparability of the two methods by using as much as possible, a common set of diagnostics and of presentation tools. That fundamental choice implies that a number of routines of both methods have been re-written in Demetra+. That can lead, compared to the original programs, to small discrepancies in diagnostics or in peripheral information that should not alter the general \"message\" provided by the algorithms. Under no circumstances should the main results of the original programs (seasonally adjusted series...) be impacted by that solution.

What is the method TramoSeats? What is the method X-12? What is the difference between these methods?

TRAMO&SEATS and X-12-ARIMA are two different methods to seasonally adjust a time series. Both methods can be divided into two main parts: a pre-adjustment step, which removes the "deterministic" component of the series by means of a regression model with Arima noises and the decomposition part itself. The two methods use a very similar approach in the first part of the processing but they differ completely in the decomposition part. Their comparison is often difficult, even for the modelling step. More especially, their diagnostics focus on different aspects and their outputs take completely different forms.

Development

Governance

The Demetra+ project is governed by the Eurostat. Unlike other software development efforts done under an open source license, the Demetra+ project was not initiated by a community or a single developer, but started as an extension to the active role played by Eurostat (and in particular SA Steering Group) in the promotion, development and maintenance of a statistical analysis software solution. The SA Steering Group, which consists of Eurostat-ECB high level group of experts from NSIs and NCBs, has been promoting for several years the development of freely available Demetra solution for seasonal adjustment to be used within ESS. The SA Steering Group is responsible also for facilitating collaboration between separate organizations interested in development of SA tools and has ultimate control over the whole project. Although the software itself will be made available under an open source license, participation in development is contingent upon the decision of Steering Group. At the moment, it is decided that no typical open source development and testing is foreseen. The development of the software has been outsourced to the Department of Statistics of the National Bank of Belgium (NBB), and, for the moment, NBB remains a solely developer of Demetra+. In addition, the User Testing Group has been set up, with main tasks to supervise the implementation of the guidelines and user requirements. The User Testing Group is also responsible for issuing recommendations for new requirements and making decisions on adoption or rejection of new requirements not in line with the project guidelines. The Demetra+ community has been established on OSOR environment for reporting and exchange of experience between the members of the User Testing Group itself, as well as for communication with the development team in NBB.

Extensions

The Demetra+ allows developers to write implementation for:

time series providers and browsers,
repository for the definitions of SA processing,
storage (or further processing) of the results,
diagnostics on the SA estimations,
summary (reporting) of a complete SA processing,
data formatting (drag/drop and copy/paste).

Features

The technology (Object Oriented components) underlying the toolkit has proved to be a powerful and flexible solution for managing the complexity of seasonal adjustment algorithms and integrating the major well-known SA engines provided by the Bank of Spain and USCB. In addition, it could easily be embedded in many different environments allowing fast developments and extensions. In parallel with the adoption of the ESS guidelines on SA, the SASG has launched a task force on the SA tools users\' requirements (February - April 2008) in order to define the functional and non functional requirements for a new SA tool DEMETRA+. The role of this community is the common sharing and testing of the new tool DEMETRA+ developed by BNB.

Description of menu’s buttons and their functionality

In Workspace menu from the Main menu the user can create new Workspaces, open an existing project in a new window, save the file, activates and deactivates the panels, open workspace recently saved and closes an open project. Tools menu is divided into three parts: Container for displaying data; Tool Window for charts and data transformation; Options for diagnostic and output options that can be set by user. Window menu offers the following functions: Floating, Tabbed, Tile vertically and Tile horizontally for the type of arrange all windows; Skinning for graphical appearance of Demetra+ and Documents options which offers some additional options for organising windows.

Description workspace layout

The key parts of the Demetra+ are:

the browsers panel, which presents the available time series;
the workspace panel, which shows information used or generated by the software;
a central blank zone that will contain actual analyses;
two auxiliary panels at the bottom of the application: TSProperties contains the current time series (from the browsers’ panel) and Logs contains logging information.

System requirements

Operating system: Microsoft Windows

Licensing

European Union Public License (EUPL) The EUPL is the first European Free/Open Source Software (F/OSS) licence. It has been created on the initiative of the European Commission. Following an intensive preparatory process and a public consultation, it was approved by the European Commission on 9 January 2007. The EUPL is available in 22 official languages of the European Union, all with identical legal value. 1).

Notes and references

Introduction to the EUPL licence - [2]
X12 specifications - [3]
Demetra+ extensions - [4]
Development governance - [5]

External links