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demetrapy

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Run JDemetra+ TRAMO/SEATS directly from Python. demetrapy turns pandas data into seasonally adjusted series, forecasts, diagnostics, and fitted-model metadata without a desktop workspace or XML workflow.

Why demetrapy

  • Run TRAMO/SEATS across every numeric DataFrame column with one call.
  • Receive components and forecasts as date-indexed pandas DataFrames.
  • Inspect diagnostics, processing messages, and fitted ARIMA models in Python.
  • Assign different user-defined calendar variables to each target series.
  • Reproduce reviewed workflows with typed configuration or JSON.

Install

Python 3.11+ and Java 9+ are required.

python -m pip install demetrapy
demetrapy check

To run the example notebook, install the optional Jupyter dependencies:

python -m pip install "demetrapy[notebook]"

The first adjustment downloads the pinned JDemetra+ 2.2.6 core JAR to ~/.cache/demetrapy. Set DEMETRAPY_JAR to use a local copy instead.

TRAMO/SEATS in Python

This complete example adjusts ten synthetic monthly emissions series, requests a one-year forecast, and keeps detailed model results:

from demetrapy import TramoSeatsConfig, adjust_dataframe, load_monthly_emissions

data = load_monthly_emissions()
result = adjust_dataframe(
    data,
    config=TramoSeatsConfig(
        spec="RSAfull",
        preprocessing={"automodel": {"enabled": True}},
        seats={"prediction_length": 12},
    ),
    detailed=True,
)

adjusted = result.seasonally_adjusted  # date index x 10 series
forecasts = result.to_forecast_frame() # future component DataFrames
power_model = result.for_series("power").arima_model

print(adjusted.tail())
print(power_model.notation if power_model else "Model metadata unavailable")

adjust_dataframe() infers monthly, quarterly, half-yearly, or yearly frequency from a regular DatetimeIndex. Each column is processed independently and every result contains six components:

Component Alias Meaning
observed y input series
calendar_adjusted ycal calendar effects removed
seasonally_adjusted sa seasonal effects removed
trend t trend-cycle
seasonal s seasonal component
irregular i irregular component

Use to_forecast_frame() for future values, to_combined_frame() for one history-plus-forecast table, and for_series(name) to inspect one fitted model's diagnostics and messages.

Different Calendars for Different Series

Calendar variables live in a separate DataFrame. A mapping selects which pool columns enter each target's model. Extra pool columns are allowed.

result = adjust_dataframe(
    observations,
    calendar_pool=calendar_variables,
    user_defined_calendars={
        "power": ["heating_days", "working_days"],
        "transport": ["working_days", "holiday_days", "mobility_index"],
    },
    config=config,
)

See the complete 10-series example with extended TRAMO/SEATS parameters: examples/13_full_config_calendar_pool.py.

More Workflows

TRAMO/SEATS is the primary workflow. The same API also supports single sequences, X13/X11, CSV automation, a command-line interface, and a Streamlit dashboard.

A sequence has no dates, so its frequency and start must be explicit:

from demetrapy import adjust

result = adjust(
    values,
    frequency="Quarterly",
    start_year=2010,
    start_period=1,
    method="tramoseats",
    spec="RSAfull",
)

For batch integration, CSV files use the same processing engine:

from demetrapy import adjust_csv

result = adjust_csv("input.csv", config="tramoseats.json", output="adjusted.csv")

X13/X11 remains available through X13Config or method="x13" when that is the required specification.

Command Line

demetrapy input.csv --output adjusted.csv
demetrapy init-config --method tramoseats --output config.json
demetrapy validate config.json --data input.csv
demetrapy input.csv --config config.json --output adjusted.csv --audit audit/

Dashboard

The included Streamlit dashboard runs the same X13 and TRAMO/SEATS engine as the Python API. Start with a built-in monthly, quarterly, or calendar-adjusted dataset, or upload your own files.

demetrapy-dashboard
image

From the dashboard you can:

  • adjust one or several target columns;
  • upload JSON configuration and a separate calendar-variable pool;
  • map different calendar variables to each target;
  • inspect interactive components and forecasts;
  • review diagnostics, processing messages, and fitted models;
  • download result tables.

Ready-to-upload files are available in the dashboard example directory.

Documentation

demetrapy is an independent interface to JDemetra+ and is not an official publication of the JDemetra+ project.

Release files for demetrapy 0.3.4

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