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jdemetra-hello

Getting started tutorial for JDemetra+

The project contains numerous examples around the main concepts of JDemetra+ (algorithmic kernel). More detailed explanations are given in the document "JD+_training.docx"

The tutorial includes the following examples:

  • HelloDemetra1: creation of a time series
  • HelloDemetra2: use of a TsDataCollector
  • HelloDemetra3: use of DataBlocks
  • HelloDemetra4: descriptive statistics on data blocks and time series
  • HelloDemetra5: iterators on time series (by year, by period)
  • HelloDemetra6: basic operations on time series; use of tables
  • HelloDemetra7: chain linking (ADVANCED)
  • HelloDemetra8: benchmarking by means of Denton/Cholette
  • HelloDemetra9: outliers detection (terror-like)
  • HelloDemetra10: generic SA using Tramo-Seats
  • HelloDemetra11: generic SA using X12
  • HelloDemetra12: use of the detailed output of Tramo-Seats
  • HelloDemetra13: use of the detailed output of X12
  • HelloDemetra14: handling of regression variables
  • HelloDemetra15: julian Easter (raw implementation)(ADVANCED)
  • HelloDemetra16: modifier of regression variables (automatic forecast) (ADVANCED)
  • HelloDemetra17: regarima models; definition (ADVANCED)
  • HelloDemetra18: regarima models; estimation (ADVANCED)
  • HelloDemetra19: use of Tramo outliers detection in X12
  • HelloDemetra20: Outliers detection
  • HelloDemetra21: implementing a new outliers type ("switch" outlier)(ADVANCED)
  • HelloDemetra22: Simulation of ARIMA models
  • HelloDemetra23: use of ARIMA models
  • HelloDemetra24: use of UCARIMA models (model-based Hodrick-Prescott)
  • HelloDemetra25: estimation of UCARIMA models (see HelloDemetra24)(ADVANCED)
  • HelloDemetra26: canonical decomposition (ADVANCED)
  • HelloDemetra27: user-defined regression variables in Tramo-Seats/X12
  • HelloDemetra28: various benchmarking solutions

Be aware that the examples use the current code of the "develop" branch of jdemetra-core

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Getting started tutorial for JDemetra+

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