Discovering Demetra+
This document is not a systematic description of Demetra+. Its only aim is to give some feeling on the
software by outlining some features, through small examples.
The first paragraph is based on the description of general tools available in the software. The second
one consider Tramo-Seats single processing, the third one focuses on X12 and the last paragraph
considers multi-processing (batch processing).
General features
Calendars
The calendars of Demetra+ simply correspond to the usual trading days contrasts variables, based on
the Gregorian calendar, modified to take into account some specific holidays. Those holidays are
handled as "Sundays" and the variables are properly adjusted to take into account long term mean
effects.
The list of the user-defined variables can be edited by means of the main menu item "Workspace ->
Edit ->Calendars"
Demetra+ considers three kinds of calendars:
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National calendars, identified by specific days
Composite calendars, defined as weighted sum of other calendars
Chained calendars, defined by two other calendars and a break date
The calendars can be defined recursively.
The data generated by each calendar can be viewed by a double click on the corresponding item in
the workspace tree.
The regression variables can be generated for any frequency and any (reasonable) time span through
that window; the periodogram of those series are displayed when a column is selected.
Finally, the series can be copied by drag (see blue circle) and drop or through the local menu to other
places/software
User-defined regression variables
User-defined regression variables are simply time series identified by their name. Those names will
be used in other parts of the software (regression) as identifier of the data.
The list of the user-defined variables can be edited by means of the main menu item "Workspace ->
Edit ->User variables"
Demetra+ considers two kinds of user-defined regression variables:
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Static variables, usually imported from external software
Dynamic variables, coming from some browser.
Static variables imported from external software (for instance Excel) must be formatted as defined in
the "Quick Start" document. They are imported by drag and drop or using the usual keys (ctrl-v).
Dynamic variables are imported by drag and drop from a browser of the application.
The figures of static variables cannot be changed. Currently, the only way to update static series
consists in removing them from the list and to re-import them with the same names as previously.
Dynamic variables are automatically updated each time the application is re-opened. So, they should
be the preferred way to handle user variables.
The names of the series can be changed as usual (selected a series and click once again when it has
been selected). The selected series can be showed in a small chart window by a double click.
Tramo-Seats processing
X12 processing
For the examples on X12 processing, we will use the "unempoyment.xml" xml file, in the "My
Documents\Data\Xml" folder provided with the installation procedure. The series provided in that
file come from the Belgian unemployment statistics.
The series are loaded using the following procedure:
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Select the "Xml" tab in the browsers panel
Click on the "Open" button
Choose the file
Select the specification
In the navigation panel of the current workspace, select the active X12 specification
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Select in the tree the specification you want to select
Open the local menu by means of the right button of
the mouse
Choose the "Active" menu item
For a description of the different default specification, you
should refer to the "Demetra+ Quick Start" document.
Launch the processing
The X12 algorithm is launched by a double click on a series in the browser panel
The results are displayed in a window that contains many detailed panels. The user can go through
them by selecting a node in the navigation tree of the X12 processing. The current specification and
the current series are displayed on the top of the window.
Launching several processing
Demetra+ provides a multiple documents interface (MDI). The user can display and compare many
documents.
He/she can process as follows:
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Select another active specification (for instance,
"RSA1"), following the procedure described above
Double click on a series in the browsers panel
Make some place by clicking on either the "Auto
Hide" (red) button or the "Close" (blue) button of the
system windows ("Workspace", "Logs",
"TSProperties").
Tile the output windows through the "Window" submenu
New double click in the browsers will update the
different processing (that feature can be disabled by
locking a given processing, through the "X12Doc-xxx"
-> "Lock" main menu item.
The procedure described above can be used with any
specification (Tramo-Seats and X12)
The next steps will consider the interaction with a specific processing. Close one of the previous
windows and maximize the other.
Inspecting the results
Zooming the main charts
Many charts of Demetra+ provide zooming features. Select the zone you want to zoom with your
mouse (from the top-left corner to the bottom-right one). Select any rectangle from bottom-right to
top-left to un-zoom the chart.
You can move (red) or resize (blue) the selected zooming window with the scroll bars. You can also
highlight any series by clicking on it.
Displaying the SI ratio
The SI-ratio chart is available under the "Main results" node. You can enlarge a specific period by
clicking in its zone. The details are displayed in a resizable pop-up window.
Modifying the specification
The current specification can be displayed by means of the main menu item: "X12Doc-xxx" ->
"Specification" -> "Current specification".
It is displayed in a non modal dialog box, so the user can change any option and inspect its impact on
the results. For a detailed description of the X12 specifications, you should refer to the
"Demetra_Spec.docx" document.
For example:
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Select in the output window the 'Main results -> Charts" window
Modify the span of the series in the "Basic" panel:
o Click on the Basic item in the left panel of the specification dialog box
o Expand the "series span" node in the right panel
o Choose the "excluding" selection type
o Write "12" in the "last" node
Press the "Apply" button
The processing is computed on the series without the last 12 observations. A visual comparison of
the forecasts of X12 and of the actual figures is displayed on the chart.
Some other examples are explained below. They are based on series coming from the "prod.xml" file,
which provide more eloquent results. The next snapshots use the series named "Industries
manufacturières"
Suppressing of trading days
The trading days regression variables can be suppressed by setting the "Trading days -> Type" to
"None" in the "Calendar effects" panel of the specification dialog box.
Meaningful information is provided in the "Pre-processing -> Arima" panel
or in the different panels of the spectral analysis
Changing X11 options
The X11 panel of the specification dialog box contains a rich set of options on the X11 decomposition.
Their effects appear - for instance - in the SI-ratio chart
The previous snapshot was realized by setting the "Use forecasts" option on false and the "Seasonal
filter" on "S3x15"
Interaction with other tools
The different series that appear in the results can be dropped in other windows of Demetra+
Useful examples are described below:
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Open auto-regressive spectrum windows using the following main menu item: "Tools ->
Spectral Analysis -> Auto-regressive spectrum"
Drop meaningful series of the results in those tool windows (for example "A1" and "B1" from
the "Decomposition (X11)" sub-nodes.
Open a "growth chart" using the following main menu item: "Tools -> Tool Windows ->
Growth chart"
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Drop D11 (for example) in it.
The different tool windows are dynamically updated when:
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A new series is selected, through a double click in the browsers panel or when a series is
dropped in the left zone of the X12 window.
The specification is changed, by means of the specification dialog box or when another
specification, coming from the workspace, is dropped in the left zone of the X12 window.
Many other combinations are of course possible.
It should be noted that the current implementation is not able to detect recursive processing,
obtained for instance by dropping a series like "D11" in the left zone of the same X12 window. Such
an attempt will generate a crash of Demetra+.
Other features of X12 processing
Amongst the numerous features provided by the X12 output window/specification, we would like to
mention the following ones.
Revision history
In the revisions history panels (which display the initial estimates in blue points and the last
estimates in red lines), the user can have a complete overview of the different revisions for a given
time span by selecting with the mouse (just like for zooming) the considered periods. The successive
estimation are displayed in a separate pop-up window
He/she can also get all the revisions for a specific period by clicking on the point that corresponds to
the first estimate for that period. The results of those popup-up windows can be copied or drag and
dropped to other software (Excel...)
By default, the revisions are obtained with the same model, but in re-estimating its parameters. That
option can be changed through the local menu of the revision history node (left panel), at the
expense of the speed of the processing and for results that are usually very similar.
Stability of the model
The X12 output window provides some purely descriptive features to analyze the stability of some
part of the model. For instance, the coefficients of the trading days variables computed by means of
a moving window (by default on 8 years, using the same model but with re-estimated parameters)
are displayed in the panel corresponding to the "Model stability -> Trading days" node.
User-defined regression variables
Once calendar variables and/or user-defined regression variables have been defined (see general
features), they can be integrated in the regression model of X12 using several ways.
Calendars can be chosen in the trading days node of the calendar effects panel of the specification
dialog box:
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Select the option "Calendar" in the "Type" field
Choose the holiday in the list that is automatically displayed (it corresponds to the calendars
defined in the workspace; calendars must be defined to get access to that option).
The corresponding calendar variables are computed "on the fly".
Trading days effects can also be defined in a free way as pure user-defined regression variables:
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Select the option "UserDefined" in the "Type" field
Choose the variables in the list that is displayed after a click on the dots on the right of the
"Details -> Items" row (it corresponds to the user variables defined in the workspace; user
variables must be defined to get access to that option).
Regression variables that are not considered as trading days can be integrated in a quite similar way
through the regression panel of the specification dialog box.
Multi-processing