JDemetra

JDemetra is a Java-based open-source library for seasonal adjustment and time-series analysis. It provides implementations of seasonal adjustment methods such as SEATS and X-13ARIMA-SEATS, enabling automatic or manual specification of ARIMA models and the inclusion of regression terms, calendar effects, and outlier handling. The library is designed to produce seasonally adjusted series for monthly and quarterly data and to support diagnostic evaluation of models.

JDemetra serves as the computational core for the Demetra+ family of tools and is used by national statistical institutes and researchers to produce official time series. It offers a programmatic API that allows developers to integrate seasonal adjustment into Java applications, as well as a graphical user interface in Demetra+ for interactive analysis. Features typically include model identification and estimation,outlier and regime handling, calendar effects adjustment, and options for various decomposition approaches and diagnostics.

The project emphasizes transparency, reproducibility, and extensibility in line with European Statistical System practices. It is maintained through an open-source development process with contributions from statistical agencies, research institutions, and the broader community. JDemetra aims to provide a robust, interoperable platform that supports methodological research as well as routine production of seasonally adjusted data.

In use, JDemetra and its Demetra+ ecosystem are deployed to support official time series production, methodological testing, and comparative studies of seasonal adjustment practices across countries and time periods.