Revision analysis tool with JDemetra+ version 3.x algorithms
Introduction | Installation settings | Usage | Input data | Format 1: long view | Format 2: vertical view | Format 3: horizontal view | Processing | Details on the main functions | Vintages & revisions | Revision analysis & reporting | Output | User-defined thresholds | Tests description and interpretation | Relevancy | Theil’s Inequality Coefficient | Bias | T-test and Augmented T-test | Slope and drift | Efficiency | Regression of revisions on previous estimates | Regression of revisions from latter vintages on revisions from the previous vintages | Orthogonality | Regression of latter revisions (Rv) on previous revisions (Rv_1, Rv_2,...Rv_p) | Regression of latter revisions (Rv) on revisions from a specific vintage (Rv_k) | Test of autocorrelations in revisions | Test of seasonality in revisions | Signal vs Noise | References