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jdemetra / jdemetra-core

JDemetra+ v2 core libraries
European Union Public License 1.2
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JD3: Short series in x11plus (60 values monthly) #953

Open ChristianeHofer opened 1 year ago

ChristianeHofer commented 1 year ago

We tested rjd3highfreq::x11 und rjd3x13::x11 with a monthly time series of 60 values. rjd3x13::x11 works but not rjd3highfreq::x11. rjd3x13::x11 uses jd_core\demetra-sa-experimental\demetra-sa-experimental-core with has not integrated the special behavior for short series e.g. X11SeasonalFilterProcessor. How should we procced? What are your plans with the two x11 implementations? Regards Christiane

palatej commented 1 year ago

Hi Christiane, the X11 routine integrated in rjd3highfreq calls the alternative implementation of the Java package demetra-sa-experimental-core.jar That implementation is incomplete (it indeed doesn't contain features like the treatment of short series or automatic selection of the length of the filters) and it is currently aimed at testing alternative filters (for daily series but also non-standard filters).
For the time being, I prefer keeping the two solutions separate: I don't want to pollute the "official" routines for exploratory purposes. In the future, we should probably give another name to the modified algorithm and integrate - if need be - some of the solutions of the legacy one (for instance the handling of short series).