Modelling

The algorithms implemented in JDemetra+ enable a modelling of the original time series with the RegARIMA model, including estimation of the regression effects such as outliers and calendar effects. These procedures can be used just for modelling and forecasting of the original time series but also as a pre-treatment before performing a seasonal adjustement of the series. Hence, this pre-treatement will allow for a more reliable estimation of the time series components performed by the seasonal adjustment procedures.

This section is divided into two parts:

• Specifications, which presents parameters of the modelling procedure.
• Output, which details a typical output produced by the modelling procedure.

The specifications and output of the modelling procedure are displayed in the Workspace window.

The Workspace window with the nodes for the modelling procedure marked