RJDemetra, a promising tool for the seasonal adjustment of official statistics

Abstract

Seasonal adjustment (SA) is a crucial factor in the process of producing official macroeconomic statistics. The most important SA methods, X-13Arima-Seats and Tramo-Seats, are currently included into JDemetra+, a universal open-source environment, which is available on several platforms and operating systems, as a result of adoption of Java programming language for source codes, and Xml metalanguage for the definition of input specifications. This paper focuses on the potentials of RJDemetra, the R library developed for JDemetra+ suite. Its structure and functionalities will be illustrated with several examples, reporting the associated R scripts. In addition, a new operational practices will be suggested, exposing an alternative procedure to enhance interactive time-series updating in SA revision policies step, and also to ensure consistency checking in input system, in order to improve and to speed up the SA estimation process, providing greater security and efficiency. Finally, the interaction between two very different environments such as SAS-IML, and R will be displayed through a new SAS-R procedure available for estimating Quarterly Accounts SA series.