forked from annasmyk/JD_Quarto_Book
-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathindex.qmd
161 lines (78 loc) · 8.18 KB
/
index.qmd
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
# What is JDemetra+? {.unnumbered}
[JDemetra+](https://github.com/jdemetra) is an open source software for **seasonal adjustment and time series analysis**, developed in the framework of Eurostat's "Centre of Excellence on Statistical Methods and Tools" by the National Bank of Belgium with the support of the Bundesbank and Insee. It has been officially recommended by Eurostat to the members of the European Statistical System since 2015. It is unique in its combination of very fast Java routines, a [**Graphical User Interface**](#t-gui-overview) and an [**ecosystem of R packages (rjdverse)**](https://github.com/rjdverse?view_as=public). The graphical interface provides structured visual feedback suitable for refined analysis and training. R tools allow the user to combine the capabilities of JDemetra+ with the versatility of the R world, be it for mathematical functions or data wrangling.
A pdf version of this documentation is available [here](https://github.com/annasmyk/JD_Quarto_Book/blob/main/_book/JDemetra%2B-documentation.pdf)
## Main Features
JDemetra+ provides [algorithms](#part-A) for:
- Seasonal Adjustment
- Trend estimation
- Benchmarking and temporal disaggregation
- Nowcasting
- Revision analysis
## Currently available versions
The highest version currently recommended for production purposes is 2.2.4.
Version 3.x family provides, [among other things](#v3-vs-v2), extended features for seasonal adjustment and trend estimation, including **high frequency data**. The latest version 3.2.2 was released on March 14th 2024.
## Background
This website is under construction, in the meantime you can fill a large number of the gaps by referring to the [previous version](https://jdemetradocumentation.github.io/JDemetra-documentation) of the on-line documentation, coordinated by Sylwia Grudkowska-Kubik (National Bank of Poland).
To learn more about the JDemetra+ development project you can visit [Eurostat CROS Portal](https://ec.europa.eu/eurostat/cros/content/centre-excellence-statistical-methods-and-tools).
Eurostat's recommendations on the statistical processes described in this documentation are outlined in:
- [Eurostat's Guidelines on seasonal adjustment (2024)](https://ec.europa.eu/eurostat/product?code=KS-GQ-24-012)
- [Eurostat's Guidelines on temporal disaggregation, benchmarking and reconcilation (2018)](https://ec.europa.eu/eurostat/documents/3859598/9441376/KS-06-18-355-EN.pdf)
Key methodological explanations and state-of-the-art description and references can be found in:
- [Handbook on seasonal adjustment (2018)](https://ec.europa.eu/eurostat/documents/3859598/8939616/KS-GQ-18-001-EN-N.pdf)
- [Handbook on rapid estimates (2017)](https://ec.europa.eu/eurostat/documents/3859598/8555708/KS-GQ-17-008-EN-N.pdf)
## Useful links
To get started, you can [browse](https://github.com/TanguyBarthelemy/JD_Tutorials) and [watch](https://www.youtube.com/@TSwithJDemetraandR) tutorials for JDemetra+. On this [YouTube channel](https://www.youtube.com/@TSwithJDemetraandR) you will also find JDemetra+ related webinars.
To keep up with all JDemetra+ related news head over to the [**JDemetra+ Universe Blog**](https://jdemetra-universe-blog.netlify.app/)
## How to contribute
If you want to help us improve this book, you can [fork this repository on GitHub](https://github.com/annasmyk/JD_Quarto_Book) and create pull requests with your contributions.
## Installing the software
The sections below detail how to install JDemetra+ (Graphical user interface and Cruncher) and [how to configure R](#Rconfig) to run rjd3 packages.
### Graphical User Interface (GUI) {#ind-inst-gui}
You can find the latest releases
- in the v2.x family: [here](https://github.com/jdemetra/jdemetra-app/releases)
As of April 2024, the latest version is [v2.2.4](https://github.com/jdemetra/jdemetra-app/releases/tag/v2.2.4)
Scroll down the page, download and unzip the file *jdemetra-2.2.4-bin.zip*.
To start the application, run the file **nbdemetra64.exe** located in the following subfolder "...\\jdemetra-2.2.4-bin\\nbdemetra\\bin"
Remark: You can create shortcuts to the executable files if you want to launch them from another folder (Desktop, project folder...).
- in the v3.x family: [here](https://github.com/jdemetra/jdplus-main/releases)
You should install the latest release available denoted from now on v3.x.y
Scroll down the page, download and unzip the file *jdemetra-standalone-3.x.y-windows-x86_64.zip*, if you use Windows, or the zip corresponding to you OS in the list.
To start the application, run the file **nbdemetra64.exe** located in the following subfolder "...\\jdemetra-standalone-3.x.y-windows-x86_64\\nbdemetra\\bin"
Version 3.x requires Java 17 or higher, *jdemetra-standalone-3.x.y-windows-x86_64.zip* contains a portable version of Java 21, so you don't have to deal with this issue on your computer.
R packages related to version 3.x (rjd3...) also require Java 17 or higher, you can (and should) use the portable version provided with the graphical user interface to run them, this is explained [here](#Rconfig).
### Additional plugins
To benefit from extended features of the graphical user interface installing additional plug-ins is required. The list of available extensions and the installation procedure are detailed [here](#t-plug-ins). How to access the added features in the GUI is described [here](#t-gui-sa).
In the **v2.x family** some of the additional features are:
- Benchmarking and Temporal disaggregation [Github page](https://github.com/nbbrd/jdemetra-benchmarking%22)
- Nowcasting [Github page](https://github.com/nbbrd/jdemetra-nowcasting)
In the **v3.x family** some of the additional features are:
- Benchmarking and Temporal disaggregation [Github page](https://github.com/jdemetra/jdplus-benchmarking)
- Seasonal adjustment of high frequency data [Github page](https://github.com/jdemetra/jdplus-incubator)
- Additional algorithms for seasonal adjustment [Github page](https://github.com/jdemetra/jdplus-incubator)
### Cruncher
JDemetra+ has an executable module, called the [Cruncher](#t-prod), allowing to automate tasks
To install it :
- in v2, go to the [**JWSACruncher** page](https://github.com/jdemetra/jwsacruncher), **download** and **unzip** the compressed folder `jwsacruncher-2.2.4-bin.zip`.
- in v3, go to the [**jdplus-main** page](https://github.com/jdemetra/jdplus-main), **download** and **unzip** the compressed folder `jwsacruncher-standalone-3.x.y-windows-x86_64.zip`.
### R packages
JDemetra+ algorithms can be accessed in R, which is detailed [here](#t-r-packs)
You can directly head over to this [GitHub page](https://github.com/rjdemetra), then for each package indications for installation and basic use are provided in the readme files.
<!-- general readme to build and specific to check -->
#### Configuration needed to run rjd3 packages {#Rconfig}
To use rjd3 packages in R, you need Java 17 or higher.
You can (and should) use the version of Java that comes with the Graphical User Interface (GUI). It is contained in the file **jdemetra-standalone-3.2.2-windows-x86_64.zip** available [on this page](https://github.com/jdemetra/jdplus-main/releases), in the "Assets" section, which you might have to expand to be able to see all the files.
Once unzipped, the Java will be in located in C:\\Software\\jdemetra-standalone-3.x.y-windows-x86_64\\nbdemetra\\jdk-21.0.2+13-jre (path to be adapted to your computer/sever): this location must be declared in R.
After unzipping the file:
- run this code at the beginning of your programs
```{r, echo = TRUE, eval = FALSE}
Sys.setenv("JAVA_HOME" = ".../jdemetra-standalone-3.x.y-windows-x86_64/nbdemetra/jdk-21.0.2+13-jre")
```
or
- declare it "permanently" is the Renviron file (where environment variables specific to `R` are stored), following the steps below:
- in the R console run file.edit("~/.Renviron")
- in the file that opens add the line :
**JAVA_HOME= C:/Software/jdemetra-standalone-3.x.y-windows-x86_64/nbdemetra/jdk-21.0.2+13-jre**
- save the file and restart R
Follow R packages installation procedure and run basic examples from the readme files of each package.
They are all listed on [this page](https://github.com/rjdverse)