R Tools for JDemetra+: Seasonal adjustment made easier

Anna Smyk, Alice Tchang (Insee)

Documents de travail
No M2021/01
Paru le :Paru le08/02/2021
Anna Smyk, Alice Tchang (Insee)
Documents de travail No M2021/01- February 2021

The RJDemetra package is an interface between R and JDemetra+, the Eurostat recommended seasonal adjustment software. It offers full access to the JD+ algorithms. Several add-in packages expand its features: rjdworkspace, rjdqa, rjdmarkdown and ggdemetra. This paper aims at describing and illustrating the functionalities of those recently developed packages, when used stand-alone or in conjunction with the JDemetra+ graphical interface. It also presents an older staple tool for production: the cruncher package jwsacruncher. Eventually, we show how to take advantage of the complementary assets of these tools, according to the user’s needs, be they mass production or detailed analysis.