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JDemetra+

JDemetra+

Background

JDemetra+ is a user-friendly software product that has been developed for the seasonal adjustment of time series. It is publicly available, open source and has been the tool recommended for the seasonal adjustment of official statistics in Europe since 2015.

The National Bank of Belgium (NBB), in cooperation with the Deutsche Bundesbank and in line with the recom-mendations issued by the European Statistical System (ESS) and the European System of Central Banks (ESCB), is responsible for maintaining and further developing JDemetra+.

JDemetra+ comprises the concepts and methods of both of the current leading seasonal adjustment programs: X-12-ARIMA and TRAMO/SEATS. These are implemented as modules in JDemetra+, which ensures that there are simple ways of enhancing and modifying the software.

Additional modules

In addition to the computational module, additional modules (plug-ins) enable the JDemetra+ software product to be enhanced and tailored to individual requirements. The plug-ins developed by the Bundesbank are available for download on GitHub.

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