Seasonal Adjustment and Time Series Analysis Tool

The Big Data, Timely Insights: Phase 2 (BDTI2) program, funded in the 2023-24 Budget, is enabling the ABS to transition its legacy IT systems to modern cloud-based platforms and tools. This will include replacing the ABS system (SEASABS) currently used to produce seasonally adjusted and trend estimates, with a new system, JDemetra+. The ABS transition to using JDemetra+ will occur progressively. The first use of JDemetra+ by the ABS will be in the production of the complete Monthly Consumer Price Index (CPI) seasonally adjusted series.

JDemetra+ uses an updated implementation of the seasonal adjustment method used in SEASABS. The updates are minor, and so seasonally adjusted outputs produced by the two systems are very similar.

For more information on BDTI2 see About the program | Australian Bureau of Statistics. 

What will this mean for the CPI?

JDemetra+ will be used to seasonally adjust monthly CPI Expenditure Class series. Statistical methods used in JDemetra+ are consistent with the methodological standards in SEASABS, and, for the CPI, will produce seasonally adjusted series that will be very similar to those that would have been produced through SEASABS.

When the complete Monthly CPI is first introduced, the ABS will also continue to produce seasonally adjusted quarterly data for the All groups CPI, quarterly Trimmed mean, Weighted median and seasonally adjusted ECs based on their pre-October 2025 compilation approach see Seasonal adjustment for the new complete Monthly Consumer Price Index (CPI) for more details. These series will continue to be seasonally adjusted via SEASABS.

What is JDemetra+? 

JDemetra+ is an open-source software solution for seasonal adjustment and time series analysis, developed by the National Bank of Belgium with the support of the Bundesbank and the French National Institute of Statistics and Economic Studies. Eurostat supports the ongoing development of JDemetra+ with multi-year grants. It has been officially recommended by Eurostat to the European Statistical System members since 2015. JDemetra+ is built around the concepts and algorithms used in two leading seasonal adjustment methods: X-13ARIMA-SEATS, and TRAMO/SEATS.

ABS will use the X-13ARIMA method in JDemetra+, consistent with current ABS standard seasonal adjustment and trending practice. X-13ARIMA is an updated version of the earlier X-12-ARIMA method that incorporates minor bug fixes and minor enhancements to the filter-based family of methods, such as improvements in some diagnostics. Since SEASABS implements the X-12-ARIMA method, ABS adoption of JDemetra+ will allow the complete Monthly CPI to update to X-13ARIMA.

Why the transition to JDemetra+? 

SEASABS was developed by the ABS over 30 years ago and has served as a key element in producing seasonally adjusted and trend series across economic and household collections. However, SEASABS has become increasingly challenging to update and maintain, and does not conform to modern coding and software practices. Transitioning to JDemetra+ will enable the ABS to modernise its time series platform to ensure the ABS is able to efficiently and securely produce high-quality seasonally adjusted and trend estimates for publication.

JDemetra+ has been selected to replace the ageing SEASABS tool due to its modern, modular and extensible codebase, its support for a wider range of time series methods, and its alignment with current ABS methodological standards. It is also free, open-source, and widely adopted by other national statistical offices.