66th ISI World Statistics Congress

66th ISI World Statistics Congress

The rjdverse R Suite for Time Series Econometrics in Official Statistics

Conference

66th ISI World Statistics Congress

Format: WSC 2027: IPS Abstract

Keywords: seasonal_adjustment, time series

Abstract

JDemetra+ is an open source time series analysis tool co founded and recommended by Eurostat. It provides algorithms for seasonal adjustment, trend-cycle extraction, outlier detection, nowcasting, and revision analysis. All its algorithms, implemented in Java, are accessible through a graphical user interface and also through an ecosystem of R packages, the rjdverse (www.github.com/rjdverse). We would like to showcase some of its advanced seasonal adjustment capabilities, including high-frequency data and also provide practical applications of its state-space modelling framework.