Demetra Frequently Asked Questions

 

Last modified:5/11/2003

 

 

Known bugs

"Printer error" without any printer installed

"Select install disk - 2" error

"Access to unamed file denied" error

"The date chosen is outside the modelling time span ! More recent dates are not allowed !" error

Odd modification of default options

In custom mode, error when adding a fixed outlier

Overwriting of database settings in automated module

FAME database selection, screen freeze

Different results in Automated Module and in Detailed Analysis Module

User-defined regressors and forecasting

Automatic logarithmic scale

Circa Use

Visualisation of old messages

Changing personal details

Demetra Use

Excel format

Autocorrelation graphs and partial autocorrelation graphs

Mean-Squared Error (MSE)

User-defined regressors and forecasting

Customising ARIMA models in X12

Long term forecasts

Installation

Uninstalling previous versions of Demetra

Data subdirectory

Error related to MSVCRT.DLL (bad entry point)

Error message "Select install disk - 2"

Using SAS database

Methodology

Automated selection of the best trading day option

Automated selection between additive and multiplicative model

Customisation of moving holidays

Results differ on screen and in the logfile (confidence interval)

 

 

Known bugs

"Printer error" without any printer installed

Question

When trying to work with Quality Reports, I get an error "The (default or current) printer device is not correctly initialized. Please choose a (different) printer."

 

Answer

It is probably because there is no printer driver installed on your PC. The workaround for this bug is to install a printer driver, even if you do not intend to ever connect a printer to this PC. You do it as you would do for a real printer installation, there is no need to have a real printer connected to the PC to be able to install printer drivers.

 

(Added/Modified: 26/11/2002 ; Demetra Version: All versions)

 

 

"Select install disk - 2" error

Question

I am trying to install Demetra after downloading it from Circa website. I get an error message "Select install disk - 2". What should I do ?

Answer

The reason is that the download from Circa site was not complete. You have to download the setup file again and make sure it is the same size as indicated on Circa.

(Added/Modified : 4/12/2002 ; Demetra Version : All versions)

 

 

"Access to unamed file denied" error

Question

On some rare network configurations, "Access to unnamed file denied" error when first trying to save Demetra project

Answer

Try to save it again and from this time, everything works fine.

(Added/Modified : 11/02/2003 ; Demetra Version : All versions)

 

 

 

"The date chosen is outside the modelling time span ! More recent dates are not allowed !" error

Question

Error message "The date chosen is outside the modelling time span ! More recent dates are not allowed !" when trying to add an additive outlier in custom mode.

Answer

Before correction in a future version of Demetra, use another mode like the Detailed Analysis Module.

(Added/Modified : 9/04/2003 ; Demetra Version : All versions)

 

 

 

Odd modification of default options

Question

In Automated Module, Custom Mode, to check Easter Effect resets some of the options above.

 

Answer

After selecting Easter Effect, do not forget to check if the options above ("Try to reduce number of regressors", …) are as you want.

 

(Added/Modified: 5/02/2003 ; Demetra Version : All versions)

 

 

 

In custom mode, error when adding a fixed outlier

Question

On some machines, when trying to add an outlier, the time span looks strange (ex: -32767/-32767) and you get "The date chosen is outside the modelling time span" when trying to add the outlier.

Answer

Wait for a correction in a new version of Demetra

(Added/Modified: 5/02/2003 ; Demetra Version: All versions)

 

 

 

Overwriting of database settings in automated module

Question

The time series update function in the Automated module overwrites the output database settings with the settings for the input database. This of course has a negative impact only when the results should not be saved to the input database but to a different one.

Answer

Wait for a correction in a new version of Demetra

(Added/Modified: 11/02/2003 ; Demetra Version : All versions)

 

 

 

FAME database selection, screen freeze

Question

For FAME databases, the selection of the output database does not work and blocks the user when the current directory contains more than nine *.db files: Demetra starts looping, and the user can re-gain the control over the programme only by killing the "Demetra Fame Server" (e.g. famentsvc.exe on WinNT)

Answer

Work in a directory with fewer *.db files until correction in a new version of Demetra

(Added/Modified : 11/02/2003 ; Demetra Version : All versions)

 

 

 

Different results in Automated Module and in Detailed Analysis Module

Question

Results are not exactly the same in Automated Module and in Detailed Analysis Module

Answer

Wait for a correction in a new version of Demetra

(Added/Modified : 11/02/2003 ; Demetra Version : All versions)

 

 

 

User-defined regressors and forecasting

Question

Problem with the forecasted trend series when working with user-defined regressors: the forecasts of the original (uncorrected) series and the forecasts of the trend do not take into account the trend regression effect factor.

Answer

This bug comes from TRAMO, not from Demetra. It has been corrected in more recent version of TRAMO, not yet implemented in Demetra. Workarounds: Divide the "FINAL TREND" by "TREND REGRESSION EFFECT FACTORS" and multiply by 100 or Multiply the "FORECAST OF FINAL TREND" by the forecasts of the "TREND REGRESSION EFFECT FACTORS" and divide by 100. The forecasts of the "TREND REGRESSION EFFECT FACTORS" can be obtained by multiplying your user-defined regression variable by the corresponding regression coefficient.

(Added/Modified : 5/11/2003 ; Demetra Version : All versions)

 

 

 

Automatic logarithmic scale

Question

Sometimes forecast results appear in logarithm and trend is multiplied by 100

Answer

This bug comes from TRAMO, not from Demetra. It has been corrected in more recent version of TRAMO, not yet implemented in Demetra.

(Added/Modified : 5/11/2003 ; Demetra Version : All versions)

 

 

 

Circa Use

Visualisation of old messages

Question

I cannot see all the messages of a Circa Newsgroup because some are too old. How do I change that ?

Answer

In the bottom right part of the window, there is an "Edit Preferences" icon you have to click. Then in the "Preferences" window, change the value in row "Newsgroups", column "Max shown".

(Added/Modified : 5/12/2002 ; Demetra Version: All versions)

 

 

Changing personal details

Question

How to change my personal details (e-mail address,…) in Circa ?

Answer

You can do it only from the "welcome screen" of Circa (the one that lists all the interest groups (IG) availables), so if you are already in an IG, you have to click first on the arrow sign in the lower right end of the screen (Exit).
There, in the "welcome screen", you have a list of options in the upper right section. Click on Personal Information.

(Added/Modified : 11/04/2003 ; Demetra Version : All versions)

 

 

 

Demetra Use

Excel format

Question

Where can I find help about the preparation of the time series for Demetra in Excel format ?

Answer

From Help menu, choose "Contents and Index" then click on the "Contents" tab then go to "General instructions for the preparation of input and interpretation of output" -> "Format of the MS-Excel files (input and output)".

(Added/Modified : 27/11/2002 ; Demetra Version : All versions)

 

 

 

Autocorrelation graphs and partial autocorrelation graphs

Question

Is it possible to use Demetra to obtain autocorrelation graphs and partial autocorrelation graphs of the original time-series data?

Answer

ACF and PACF are present in the log file, for the differenced series. If you want them for the original series you have to set "Specification -> Modelling -> Data Handling -> Transformation" to None and "ARIMA model specification -> Model Order -> Differencing" to 0 then in the Graphical Comparison Tool, ACF of differenced series (TRAMO) will correspond to ACF of the original series.

(Added/Modified : 5/12/2002 ; Demetra Version : All versions)

 

 

 

Mean-Squared Error (MSE)

Question

Is it possible to use Demetra to obtain the Mean-Squared Error (MSE)?

Answer

TRAMO reports in the log file the MSE of residuals for the regARIMA model. (Result Analysis -> Show Log File)

(Added/Modified : 5/12/2002 ; Demetra Version : All versions)

 

 

User-defined regressors and forecasting

Question

When working with user-defined regressors, only 8 future values of the regressor are taken into account.

Answer

In menu "Specifications -> Statistical Treatment", go to the tab named "Forecasting", check "Produce (and use) Forecasts" then put another value.

(Added/Modified : 6/04/2003 ; All versions : Demetra Version)

 

 

 

Customising ARIMA models in X12

Question

How to work with models other than the 5 default in X12a ?

Answer

You can add or delete models to/from the list of currently 5 default ARIMA models by using the 'Model Types Used' edit field in the 'Automatic Model Selection' group box from the 'Automatic Model Identification/Selection' tab of the 'Modelling Specifications' window. This modifies the contents of the 'x12a.mdl' file (in the Demetra home directory) that is directly used by the X-12-Arima method. For more information about the formatting of the 'x12a.mdl' file, please consult the X-12-Arima Reference Manual available at the website of the US Census Bureau.

(Added/Modified : 11/04/2003 ; Demetra Version : All versions )

 

 

 

Long term forecasts

Question

How to use Demetra to forecast beyond 2 years ?

Answer

Though it is not recommanded to forecast beyond 2 years, the results of the forecast over 2 years are visible in the log file of X12a (not in Tramo/Seats). In other cases, use the graphical comparison tool.

(Added/Modified : 11/04/2003 ; Demetra Version : All versions)

 

 

 

Installation

Uninstalling previous versions of Demetra

Question

Is it compulsory to uninstall previous versions of Demetra before a new installation ?

Answer

No. Yet it is recommanded to avoid multiple entries in Windows 'Add/Remove Programs' list

(Added/Modified : 20/11/2002 ; Demetra Version : All versions)

 

 

 

Data subdirectory

Question

What happens to the Data subdirectory during uninstallation/installation of Demetra ?

Answer

Only files coming with the installation are removed/overwritten. These files names all start with 'Example'.

(Added/Modified : 20/11/2002 ; Demetra Version : All versions)

 

 

 

Error related to MSVCRT.DLL (bad entry point)

Question

When working with my recently installed Demetra, I always get an error related to MSVCRT.DLL (bad entry point).

Answer

It is because some system files could not be updated during installation of Demetra because the user is not authorized to modify Windows System directory. The solution is to have Demetra reinstalled by an administrator.

(Added/Modified : 20/11/2002 ; Demetra Version : All versions)

 

 

 

Error message "Select install disk - 2"

Question

I am trying to install Demetra after downloading it from Circa website. I get an error message "Select install disk - 2". What should I do ?

Answer

The reason is that the download from Circa site was not complete. You have to download the setup file again and make sure it is the same size as indicated on Circa.

(Added/Modified : 4/12/2002 ; Demetra Version : All versions)

 

 

 

Using SAS database

Question

I have problem working with SAS databases. What shall I do ?

Answer

All relevant informations about SAS databases can be found in Demetra User Manual and in section "Software/Demetra software/SAS related documents" of the library.

(Added/Modified : 15/04/2003 ; Demetra Version : All versions)

 

 

 

Methodology

Automated selection of the best trading day option

Question

When using the option "Allow reducing the number of trading day regressors", what statistics are used to compare models in order to choose the "best" trading day option ?

Answer

Demetra tries all the values and compares the "SA Quality Index" obtained for each try.
This composite index is calculated on the basis of the statistics that you checked in the "Rules for Quality check" windows. The closer this index is to 0, the best.

(Added/Modified : 16/04/2003 ; Demetra Version : All versions)

 

 

 

Automated selection between additive and multiplicative model

Question

The model switched from additive to multiplicative when adding a new data. Is it normal ?

Answer

If you use the "test for log" option, TRAMO will decide which model to use, depending on the contents of your time series (this decision can change when you add a new value, as well as the model can change). If you really want to fix additive or multiplicative model, you have to fix it in the parameters.

( Added/Modified : 16/04/2003 ; Demetra Version : All versions)

 

 

 

 

Customisation of moving holidays

Question

How to work with Demetra when you have to consider non-standard moving holidays ?

Answer

The solution is to use a user-defined regressor.

(Added/Modified : 20/11/2002 ; Demetra Version : All versions)

 

 

 

Results differ on screen and in the logfile (confidence interval)

Question

Regarding confidence intervals, why are the values in Demetra 1.02041 higher than the values in Tramo log ?

Answer

Demetra does not use the roughly rounded factor 2 but the more exact value 1.96 in the calculation of the confidence intervals. This value corresponds to the two-sided statistic z(alpha/2) of the normal distribution at a confidence level of 95%.

(Added/Modified : 15/04/2003 ; Demetra Version : All versions)