Email) (1), Anna Michalek"> Email)">
10:00 - 11:00
Invited Paper Session
Room: GASP
Chair:
Alexander KOWARIK, Statistics Austria, Austria, (Email)
Discussant:
Diego KUONEN, Statoo Consulting & Geneva School of Economics and Management, University of Geneva, Switzerland, (Email)
Organiser:
Alexander KOWARIK, Statistics Austria, Austria, (Email)
RJDemetra: an R interface to JDemetra+
Alain Quartier-la-Tente, (Email) 1, Anna Michalek, (Email) 2
1 Insee, Paris
2 European Central Bank, Frankfurt am Main
RJDemetra is a R interface to JDemetra+, the seasonal adjustment software officially recommended by Eurostat and the European Central Bank (ECB) to the members of the European Statistical System (ESS) and the European System of Central Banks (ESCB). JDemetra+ is a developed by the National Bank of Belgium (NBB) in cooperation with the Deutsche Bundesbank with the support of Eurostat, in accordance with the ESS Guidelines on Seasonal Adjustment. It implements the two leading seasonal adjustment methods TRAMO/SEATS+ and X-12ARIMA/X-13ARIMA-SEATS. RJDemetra is a R package that offers full access to all JDemetra+ options and outputs. It also offers many possibilities to the users to implement new tools for the production of seasonally adjusted series thanks to all the libraries already available in R.


Reference:
IPS04-002
Session:
Using R in the Statistical Institutes
Presenter/s:
Alain Quartier-la-Tente
Presentation type:
Oral presentation
Room:
GASP
Chair:
Alexander KOWARIK, Statistics Austria, Austria, (Email)
Date:
Wednesday, 13 March
Time:
10:00 - 11:00
Session times:
10:00 - 11:00