Am 16.11.2021 um 18:25 schrieb Riccardo (Jack) Lucchetti:
Now it seems that The JDemetra+ guys have done the crazy thing. From
the
reference manual:
[...] Eurostat took an initiative to create new software [...] The
resulting program is called JDemetra+. [...] the most critical
innovation is the re-writing of the original FORTRAN codes of
X12-ARIMA/X-13ARIMA-SEATS and TRAMO/SEATS in JAVA, following a real
object-oriented approach.
(taken from
https://ec.europa.eu/eurostat/cros/system/files/jdemetra_reference_manual...)
Yeah, and actually some years ago already.
I'm saying "it seems" bacause after navigating the
GitHub repo Hélio
linked, I can't find any numerical code, and there should be A LOT of
that: for example, if JDemetra+ actually implemented X13, it should
contain a complete implementation of ARIMA modelling, that I can't find
anywhere. Maybe I'm just looking in the wrong place. Oh well.
It does seem to be there:
https://github.com/jdemetra/jdemetra-core/tree/develop/jtstoolkit/src/mai...
(for example)
cheers
sven