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Problem with refreshing the data

Open veroniqueelter opened this issue 6 years ago • 2 comments

I recently split our very long quarterly time series (1995_Q1 to now) into 2 series (1995_Q1 to 2012_Q4 and Q1_2008 to now) to get a better seasonal adjustment, so I import the whole series into 2 SAProcessings and set the series span appropriately. Now I would like to use the option Refresh -> Partial concurrent adjustment -> + Arima parameters for the 3 adjustments during the year, where new annual data is not available. The problem that I get with this type of Refresh option (and only with this one) is that my Series span is destroyed and the whole series is considered, which of course gives me huge revisions. Could you please fix this in the next version? Best, Véronique

veroniqueelter avatar Sep 19 '18 09:09 veroniqueelter

I can't reproduce your problem. Which version of JD+ do you use?

charphi avatar Sep 19 '18 11:09 charphi

I am using JDemetra+ 2.2.1 and Java 1.8.0_152. As an example you could import a long time series, define a specification (I took RSA5c with a Luxembourg Calendar) with a series span from the beginning to the middle or somewhere in between (not the end) of the times series. Run the seasonal adjustment with this specification. Click on Refresh -> Partial concurrent adjustment -> + Arima parameters and your series span will be gone (see Specifications button: Series span: All). If you check in the Diagnostics the Main results Table you will see that all of your data from the beginning to the end of the time series was imported an seasonally adjusted. I hope this helps. Best greetings, Véronique

veroniqueelter avatar Sep 21 '18 08:09 veroniqueelter