Latest on DEMETRA: usage and I T concepts for today and tom orrow - - PDF document

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Conference On Seasonality, Seasonal Adjustment And Their Implications For Short-Term Analysis And Forecasting – Luxembourg, 10 – 12 MAY 2006

Latest on DEMETRA: usage and IT concepts for today and tomorrow

Latest on DEMETRA: usage and I T concepts for today and tom orrow

On: 11th May, 2006 By: François Libeau – Director of HENDYPLAN

Conference on Seasonality, Seasonal Adjustm ent and their im plications for Short- Term Analysis and Forecasting

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Latest on DEMETRA: usage and IT concepts for today and tom orrow

Conference On Seasonality, Seasonal Adjustment And Their I mplications For Short-Term Analysis And Forecasting – Luxembourg, 10 – 12 MAY 2006

TABLE OF CONTENT

1 . Modules in DEMETRA 2 . Connectivity – Database interfaces 3 . Talking to Tram o/ Seats and X- 1 2 -Arim a 4 . Usage of DEMETRA – Navigation in the Graphical User I nterface 5 . DEMETRA 2 .1 0 Conclusion

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Conference On Seasonality, Seasonal Adjustment And Their Implications For Short-Term Analysis And Forecasting – Luxembourg, 10 – 12 MAY 2006

Latest on DEMETRA: usage and IT concepts for today and tomorrow

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Latest on DEMETRA: usage and IT concepts for today and tom orrow

Conference On Seasonality, Seasonal Adjustment And Their I mplications For Short-Term Analysis And Forecasting – Luxembourg, 10 – 12 MAY 2006

1.a Modules in DEMETRA

A central com ponent w ith

internals, user interface and com m unication w ith others.

As m any separate com ponents as

supported form ats.

The Tram o/ Seats library. The X-1 2 -Arim a library.

I n object-oriented approach

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Latest on DEMETRA: usage and IT concepts for today and tom orrow

Conference On Seasonality, Seasonal Adjustment And Their I mplications For Short-Term Analysis And Forecasting – Luxembourg, 10 – 12 MAY 2006

1.b Modules in DEMETRA

Demetra

Oracle domains Oracle domains Spreadsheet format (.xls) MS-EXCEL interface

(Using OLE automation)

SAS databases interface

(Using ODBC)

FAME databases interface

(Using RPC)

ORACLE Express interface

(Using ODBC)

DEMETRA User Interface Tramo Seats X-12-Arima ORACLE domains Text format (.txt) FAME files (.db) Spreadsheet format (.xls) Spreadsheet format (.xls) SAS tables (….) SAS tables (….) SAS tables (.sas7bdat) ASCII databases

(Read/Write from C++ programs)

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Conference On Seasonality, Seasonal Adjustment And Their Implications For Short-Term Analysis And Forecasting – Luxembourg, 10 – 12 MAY 2006

Latest on DEMETRA: usage and IT concepts for today and tomorrow

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Latest on DEMETRA: usage and IT concepts for today and tom orrow

Conference On Seasonality, Seasonal Adjustment And Their I mplications For Short-Term Analysis And Forecasting – Luxembourg, 10 – 12 MAY 2006

2 Database connectivity 2.a Overview

5 different form ats:

ASCII text files, XLS files (spreadsheets) SAS databases FAME databases ORACLE Express databases

2 fam ilies:

Direct access through the WINDOWS filesystem Access through a connection solution (Connect,

Open, Read and/ or Write, Close, Disconnect)

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Latest on DEMETRA: usage and IT concepts for today and tom orrow

Conference On Seasonality, Seasonal Adjustment And Their I mplications For Short-Term Analysis And Forecasting – Luxembourg, 10 – 12 MAY 2006

2 Database connectivity 2.b The FAME interface

A connection case: local and

rem ote access to FAME DBs

MS-WINDOWS - PC Remote computer (UNIX) FAME databases FAME/Demetra Server FAME/DEMETRA client (DLL) Remote FAME databases DEMETRA Interface FAME/Demetra Server

Using RPC protocol Using RPC protocol

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Conference On Seasonality, Seasonal Adjustment And Their Implications For Short-Term Analysis And Forecasting – Luxembourg, 10 – 12 MAY 2006

Latest on DEMETRA: usage and IT concepts for today and tomorrow

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Latest on DEMETRA: usage and IT concepts for today and tom orrow

Conference On Seasonality, Seasonal Adjustment And Their I mplications For Short-Term Analysis And Forecasting – Luxembourg, 10 – 12 MAY 2006

3 Talking to Tramo/ Seats and X-12-Arima – The Principals

DEMETRA is in C+ + , object-oriented

approach.

Tram o/ Seats and X-1 2 -Arim a are in

Fortran.

Then, special needs:

A common space for information exchange

shared by the 2 methods (SAIP).

Replacement of IOs via input/ output files

through a communication channel in memory involving SAIP.

Complete change in SA libraries of the way to

get inputs (routines moved to DEMETRA).

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Latest on DEMETRA: usage and IT concepts for today and tom orrow

Conference On Seasonality, Seasonal Adjustment And Their I mplications For Short-Term Analysis And Forecasting – Luxembourg, 10 – 12 MAY 2006

4 Navigation in the interface 4.a Power and advantages

DEMETRA User I nterface is probably the

m ajor novalty of the product

I t is not a coverage of the SA libraries

com m ands one by one but a space w here users are guided.

Learning curve (IT concern) is reduced; less

keywords and lists of accepted values to remember;

Productivity is increased; immediate control of

many consistencies;

SA activity may be placed in more hands.

The PROJECT keeps track of sessions.

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Conference On Seasonality, Seasonal Adjustment And Their Implications For Short-Term Analysis And Forecasting – Luxembourg, 10 – 12 MAY 2006

Latest on DEMETRA: usage and IT concepts for today and tomorrow

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Latest on DEMETRA: usage and IT concepts for today and tom orrow

Conference On Seasonality, Seasonal Adjustment And Their I mplications For Short-Term Analysis And Forecasting – Luxembourg, 10 – 12 MAY 2006

4 Navigation in the interface 4.b Main steps

2 branches of com putation: Automated module (multiple series run) Detailed Analysis Module (single series run) Each branch w ith quite sim ilar prelim inary

steps ( choice of input DB, new or existing project, m ostly) .

Then If Automated, choose parameters, methods and

run.

If Detailed Analysis, choose method, give specs

• n the model, perhaps come back on choices

about best model detection, perhaps do the same about statistics and forecast, save all choices if necessary and/ or run.

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Latest on DEMETRA: usage and IT concepts for today and tom orrow

Conference On Seasonality, Seasonal Adjustment And Their I mplications For Short-Term Analysis And Forecasting – Luxembourg, 10 – 12 MAY 2006

5 DEMETRA 2.10 5.a Objectives

Updating the SA libraries,

Tram o/ Seats Sept, 2 0 0 5 and X- 1 2 -Arim a, 0 .3 , w ithout changing the user interface.

Bring improvements from the research

side in production environment,

Best way to get the stability of a first

version,

No risk of incompatibility with existing

DEMETRA PROJECTS.

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Conference On Seasonality, Seasonal Adjustment And Their Implications For Short-Term Analysis And Forecasting – Luxembourg, 10 – 12 MAY 2006

Latest on DEMETRA: usage and IT concepts for today and tomorrow

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Latest on DEMETRA: usage and IT concepts for today and tom orrow

Conference On Seasonality, Seasonal Adjustment And Their I mplications For Short-Term Analysis And Forecasting – Luxembourg, 10 – 12 MAY 2006

5 DEMETRA 2.10 5.b New in Tramo/ Seats Sept 2005

I ntegration of Terror in Tram o

w ith restructuring output;

Creation of a sum m ary files; New Table-s,Table-t files; New Output file nam ing; Many corrections and

im provem ents from place to place in the library.

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Latest on DEMETRA: usage and IT concepts for today and tom orrow

Conference On Seasonality, Seasonal Adjustment And Their I mplications For Short-Term Analysis And Forecasting – Luxembourg, 10 – 12 MAY 2006

5 DEMETRA 2.10 5.c New in X-12-Arima 0.3

Autom atic m odel identification procedure; A forcing option; Revised com posite adjustm ent

procedures;

Conversion of output to in HTML form at; Unified Diagnostic files, ‘.xdg’ files and

‘.m dg’ files are now in ‘.udg’ files.

Details in presentation of Brian Monsell:

‘Recent Developm ents in Seasonal Adjustm ent Softw are at the Census Bureau’.

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Conference On Seasonality, Seasonal Adjustment And Their Implications For Short-Term Analysis And Forecasting – Luxembourg, 10 – 12 MAY 2006

Latest on DEMETRA: usage and IT concepts for today and tomorrow

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Latest on DEMETRA: usage and IT concepts for today and tom orrow

Conference On Seasonality, Seasonal Adjustment And Their I mplications For Short-Term Analysis And Forecasting – Luxembourg, 10 – 12 MAY 2006

5 DEMETRA 2.10 5.d Stage of development

A first BETA test version; Solving all I T/ com pilation errors ( m ore

than 4 0 0 errors at the beginning) ;

Solving all linking errors, resolutions to

get a first executable version;

Running this executable on standard

exam ples and solving all break of execution.

Next:

a big step in testing on real dimension data, Increasing some of the gaps between recent

improvements, by keeping interface as it is and DEMETRA PROJECTs compatibility.

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Latest on DEMETRA: usage and IT concepts for today and tom orrow

Conference On Seasonality, Seasonal Adjustment And Their I mplications For Short-Term Analysis And Forecasting – Luxembourg, 10 – 12 MAY 2006

CONCLUSION

DEMETRA a softw are w ith lots of qualities

in its interface;

A big progress in harm onisation of

presentation of options and param eters tow ard Tram o/ Seats and X-1 2 -Arim a.

Solutions for com m unication w ith tim es

series storage environm ents.

But … structural problem s exist: update of

the SA libraries still com plex task.

How to m ake it easy? By looking at the

• verall softw are architecture from SA

libraries.