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Article type: Research Article
Authors: Lutero, Giancarloa; * | d’Orazio, Andreab
Affiliations: [a] ISTAT, National Accounts Directorate, Methods Development for Quarterly Accounts, Roma, Italy | [b] ISTAT, National Accounts Directorate, IT Support for General Government Sector, Roma, Italy
Correspondence: [*] Corresponding author: Giancarlo Lutero, Researcher, Italian National Institute of Statistics (ISTAT), National Accounts Headquarters, via Agostino Depretis 74/B, Roma, Italy. Tel.: +39 646733241; E-mail: lutero@ISTAT.it.
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.
Keywords: Short-term statistics, quarterly accounts, seasonal adjustment, Tramo-Seats, JDemetra+, Java, Xml, RJDemetra, revision policies, SAS-R
DOI: 10.3233/SJI-230047
Journal: Statistical Journal of the IAOS, vol. 39, no. 4, pp. 981-994, 2023
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