mjdemetra

Version 1.0.1 (340 KB) by David
Matlab function to perform seasonal adjustment with JDemetra+
5.0
(2)
192 Downloads
Updated 6 Jun 2019
View License on GitHub

MJDemetra is a Matlab interface to JDemetra+, the seasonal adjustment software officially recommended to the members of the European Statistical System (ESS) and the European System of Central Banks. JDemetra+ implements the two leading seasonal adjustment methods TRAMO/SEATS+ and X-12ARIMA/X-13ARIMA-SEATS.
Besides seasonal adjustment, JDemetra+ bundles other time series models that are useful in the production or analysis of economic statistics, including for instance outlier detection, nowcasting, temporal disaggregation or benchmarking.
For more details on the JDemetra+ software see https://github.com/jdemetra/jdemetra-app.

MJDemetra offers access to some of the the seasonal adjustment options and outputs of JDemetra+. Feel free to modify this function for your own purposes. Note that the algorithms of JDemetra+ can be easily called in Matlab

Cite As

de Antonio Liedo (2019). mjdemetra (https://www.github.com/Liedo/mjdemetra), GitHub. Retrieved June 4, 2019.

MATLAB Release Compatibility
Created with R2019a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Multivariate Models in Help Center and MATLAB Answers
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Version Published Release Notes
1.0.1

The mjdemetra function can be used in many different ways. By default, the method 'TramoSeats' is used (with specification'RSAfull') unless otherwise stated. Also a graph is plotted by default, displaying the seasonally adjusted data

1.0.0

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.