Professional Documents
Culture Documents
2:
IMPROVEMENTS:
------------------------------The new automdl{} specification of X12 has been implemented. The old automdl{} s
pecification (now referenced in X12 as pickmdl{}) is still available in detailed
mode and through the SAIP parameters.
------------------------------The calendar for LITHUANIA has been updated by adding the 24 june from 2004 on a
nd the holidays relocated in 2005, 2006 and 2007. If Demetra was already install
ed before this upgrade, you have to click on "Delete set" to see the effect of t
his modification.
------------------------------The Czech calendar has been updated by removing the 5th May. If Demetra was alre
ady installed before this upgrade, you have to click on "Delete set" to see the
effect of this modification.
------------------------------Some terms have been changed in the interface to improve the understanding of th
e Trading day options in X-12.
FIXED BUGS:
------------------------------In TRAMO/SEATS, in the 'Graphical comparison tool', adding the 'Linearised serie
s' displayed an error message "Missing data in file <...>lin.t" and in some case
s, displayed a strange-looking graph.
------------------------------In X12, concerning Ljung-Box statistics: Demetra was considering the values chos
en in the TRAMO/SEATS-related window instead of the ones in the X12-related wind
ow.
------------------------------In X12, concerning Ljung-Box statistics: the value displayed for the significanc
e level was wrong.
------------------------------In TRAMO/SEATS, Demetra displayed wrong values for Standard Error and T-Value of
Easter Effect parameters.
------------------------------In TRAMO/SEATS, modifying the number of forecasts now works properly.
------------------------------In X12, when working with sliding spans, in X12 log file, there was a message te
lling the span must be greater than one. The sliding spans are now working nomin
ally:
- when no length has been specified by the user, the default value calculated by
the engine is used
- the new option outlier=remove is implemented
- the implementation of the cutchng, cuttd and cutsf (previously called cutseas)
has been corrected
- the message displayed at first use of this option now warns about the fact tha
t the sliding spans output in the second part of the log file is not relevant an
d the related series in the graph\x12a directory are not relevant either
------------------------------In X12, the revision history option is now working nominally.
------------------------------In X12, the Final Seasonal factors/components (fs and fs_f) now contain table D1
6 of X12 instead of table D10.
------------------------------In X12, there is now a warning about the fact that the AIC and LBQ statistics ar
e not relevant when the coefficients of the model are fixed and based on values
calculated by an automatic identification/selection of the model.
-------------------------------
ew feature is applied and also rescales the input timeseries, to avoid inconsist
ences in graphics. Yet in the database, the original series is not rescaled.
FIXED BUGS:
Error:"MODEL DEGENERATE - DET < 0". The problem has been fixed in TRAMO/SEATS
------------------------------To avoid a crash when trying to add an outlier (due to conflicts of versions of
Microsoft Calendar object) on some systems, Demetra now installs mscal.ocx in De
metra directory.
------------------------------When using for output another Excel workbook but with the same name, Demetra dis
played an error message and did not save the output series.
------------------------------Some errors caused a crash of Demetra. Now an error message is written in the lo
g and Demetra continues its job.
------------------------------Fix Length of Period option in X12
------------------------------Fixed problem in Options -> Parameters to save: the 2nd and 3rd options were wro
ngly saved.
------------------------------Fixed the implementation of the user-defined regressors for X-12 Arima method.
================================================================================
======================
New in Demetra for Windows 2.0.4:
IMPROVEMENTS:
Addition of 13 default country-specific holiday sets (BULGARIA, CYPRUS, ESTONIA,
ICELAND, LATVIA, LIECHTENSTEIN, LITHUANIA, MALTA, POLAND, ROMANIA, SLOVAKIA, SL
OVENIA, TURKEY) and modification of 4 others (CZECH REPUBLIC, DENMARK, GERMANY,
HUNGARY)
------------------------------OMCE series is now available in the automated module
------------------------------Modify Demetra default options so that the Expert System and the Stability Analy
sis are not used by default
FIXED BUGS:
For FAME databases, fixed bug occuring when more than 9 *.db files are present i
n the directory
------------------------------Fixed bug in the Automated Module where updating time series overwrites the outp
ut database settings with the settings for the input database (appeared only whe
n input and output databases were distinct)
------------------------------Fixed bug: "I saved a custom country-specific holiday calendar but it does not a
ppear in the list when I want to re-use it."