Final release Demetra+ User Manual
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Transcript Final release Demetra+ User Manual
Demetra+ User Manual
new version
Sylwia Grudkowska
NBP
Most important improvements
made since last WG meeting
X-12-ARIMA
Detailed description of the output from RegARIMA
An expand description of sliding spans
Decription of mixed seasonal filters
TRAMO/SEATS
Output from TRAMO and SEATS
Full Wiener-Kolmogorow analysis
Contribution from Task Force
members and experts to the new
version of Manual
Anna Ciammola (review, mainly TRAMO/SEATS)
Faiz Alsuhail (review of whole text, focused on
TRAMO/SEATS)
Alpay Koçak (contribution to description of
TRAMO/SEATS output)
Agustin Maravall (explanation of some detailed
aspects of TRAMO/SEATS)
Jean Palate (definition of residuals)
Problem with ending the
review period
Lack of careful verification of X-12-ARIMA
description (approximately 50 pages):
X-12-ARIMA specification
X-12-ARIMA output
Sections in the Annex that are related to the X-12ARIMA (e.g. cancellation of AR and MA factors,
Revision history, Sliding spans)
When to launch the new
version of the Manual?
The version available on OSOR contains
bugs
New Manual seems to be much better than
the older one
The users seem to use the Manual, so there
is a need for delivering new version as fast as
possible
The review process has not been finished yet
Thank you