JDemetra+ v3

JDemetra+ is a seasonal adjustment and time series analysis tool developed by the National Bank of Belgium in collaboration with the Deutsche Bundesbank, Insee and Eurostat in accordance with the Guidelines of the European Statistical System (ESS).

Since 2015, JDemetra+ has been officially recommended to the members of the ESS and the European System of Central Banks as the software for seasonal and calendar adjustment of official statistics.

JDemetra+ implements the concepts and algorithms used in the two leading SA methods: TRAMO/SEATS and X-12ARIMA. These methods have been re-engineered using an object-oriented approach, which makes them easier to use, extend and modify.

In addition to seasonal adjustment, JDemetra+ bundles other time series models useful for the production or analysis of economic statistics, such as outlier detection, nowcasting, temporal disaggregation or benchmarking.

Version 3 offers enhanced seasonal adjustment and trend estimation capabilities, including for high frequency data.

Technically, JDemetra+ is a collection of reusable and extensible Java components, easily accessed through a rich graphical interface. The software is Free and Open Source Software (FOSS) developed under the EUPL licence.

Its main documentation is available at https://jdemetra-new-documentation.netlify.app.

[ Installing | Developing | Contributing | Licensing ]

Installing

JDemetra+ v3 runs on any desktop operating system such as Microsoft Windows, Solaris OS, Apple macOS, Ubuntu and other various Linux distributions.

Platform-specific packages are provided in addition to the platform-independent packages. These specific packages are self-sufficient and therefore don't require Java to run.

☕️ Bundled Java runtime

This binary provides its own Java runtime.

1. Download the platform-specific package (jdemetra-standalone-VERSION-PLATFORM.zip)

   PLATFORM	Intel	Arm
   MacOS	osx-x86_64	osx-aarch_64
   Linux	linux-x86_64	linux-aarch_64
   Windows	windows-x86_64

2. Extract it to any folder on your system (i.e. DEMETRA_PATH)

3. Run the executable file located in the DEMETRA_PATH/bin directory

🌟 Universal

This binary requires an external Java runtime.

1. Install Java version 17 or later
2. Download the platform-independent package (jdemetra-VERSION.zip)
3. Extract it to any folder on your system (i.e. DEMETRA_PATH)
4. Run the executable file located in the DEMETRA_PATH/bin directory

Developing

This project is written in Java and uses Apache Maven as a build tool.
It requires Java 17 as minimum version and all its dependencies are hosted on Maven Central.

The code can be build using any IDE or by just type-in the following commands in a terminal:

git clone https://github.com/jdemetra/jdplus-main.git
cd jdplus-main
mvn clean install

Daily builds are also available at https://github.com/nbbrd/jdemetra-app-snapshot.

Examples of how to use the libraries can be found at https://github.com/jdemetra/jdplus-examples/.

Structure

JDemetra+ code is divided into topics (toolkit, x13, ...) and is grouped by lifecycles (main, experimental, ...). Each lifecycle is hosted in a separate Git repository while each topic has its own Maven modules.

For example, the x13 topic can be found in the main lifecycle. Here is the corresponding Maven module structure in the jdplus-main repository:

jdplus-main
├─ jdplus-main-base
│  └─ jdplus-x13-base-parent
│     ├─ jdplus-x13-base-api
│     ├─ jdplus-x13-base-core
│     ├─ ...
│     └─ jdplus-x13-base-xml
├─ jdplus-main-cli
│  └─ jdplus-x13-cli-plugin
└─ jdplus-main-desktop
   └─ jdplus-x13-desktop-plugin

Here is the schema of all the groups and their topics:

flowchart BT 
    subgraph main
        mainx[toolkit, tramoseats, x13, sa, spreadsheet, sql, text]
    end

    subgraph benchmarking
        benchmarkingx[benchmarking]
    end
    benchmarking --> main
    click benchmarkingx https://github.com/jdemetra/jdplus-benchmarking

    subgraph incubator
        incubatorx[sts\nstl\nhighfreq\nadvancedsa]
    end
    incubator --> main
    click incubatorx https://github.com/jdemetra/jdplus-incubator

    subgraph experimental
        experimentalx[experimentalsa\nbusinesscycle\ncalendars]
    end
    experimental --> main
    click experimentalx https://github.com/jdemetra/jdplus-experimental

    subgraph revisions
        revisionsx[revisions]
    end
    revisions --> main
    click revisionsx https://github.com/jdemetra/jdplus-revisions

    subgraph nowcasting
        nowcastingx[dfm]
    end
    nowcasting --> main
    click nowcastingx https://github.com/jdemetra/jdplus-nowcasting

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Naming

Git repositories names, Maven modules artifactId, Java modules names and Java packages names follow this naming convention: PREFIX-TOPIC[-STEREOTYPE[-CLASSIFIER]]

This naming convention is enforced by the following regex pattern:

^(jdplus)-(\w+)(?:-(base|cli|desktop|bom)(?:-(\w+))?)?$

Contributing

Any contribution is welcome and should be done through pull requests and/or issues.

Licensing

The code of this project is licensed under the European Union Public Licence (EUPL).