Seasonal adjustment

Seasonal adjustment is an important step of the official statistics business architecture and harmonisation of practices, which has proved to be key element of quality of the output. In this spirit, since the 90s, Eurostat has been playing a role in the promotion, development and maintenance of a software solution (Demetra) freely available for seasonal adjustment in line with established best practices.

In 2008, European Statistical System (ESS) guidelines on SA have been endorsed by the CMFB and the SPC (Statistical Programme Committee) as a framework for seasonal adjustment of Principal European Economic Indicators (PEEIs) and other ESS and ESCB economic indicators. ESS guidelines cover all the key steps of the seasonal and calendar adjustment process and represent an important step towards the harmonisation of seasonal and calendar adjustment practices within the ESS and in Eurostat.

The SA Steering Group (the Eurostat- European Central Bank high level group of experts from National Statistical Institutes and National Central Banks, which has produced the ESS Guidelines for seasonal adjustment) is promoting the development of a flexible software solution for SA to be used within the ESS.

The new software for SA (Demetra+) has now been released in its .NET, C# version as the official tool to sustain the implementation of the guidelines. Work is continuing with BNB to redevelop the Demetra+ tool in JAVA including the core engines Tramo/Seats and X11/Arima. The new JAVA code will be released as Open Source on the OSOR platform https://forge.osor.eu/projects/demetraplus/. The first JAVA developments are already available in Open Source in Osor under the SAT project (Seasonal Adjustment Toolkit) https://forge.osor.eu/projects/sat/