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
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Detailed description of the output from RegARIMA
An expand description of sliding spans
Decription of mixed seasonal filters
TRAMO/SEATS
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Output from TRAMO and SEATS
Full Wiener-Kolmogorow analysis
Contribution from Task Force
members and experts to the new
version of Manual
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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
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Lack of careful verification of X-12-ARIMA
description (approximately 50 pages):
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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?
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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