specification: Access a model specification, a SA or a pre-adjustment model...

In RJDemetra: Interface to 'JDemetra+' Seasonal Adjustment Software

Access a model specification, a SA or a pre-adjustment model in X13 and TRAMO-SEATS

Description

The following functions enable the access to different parts of the final model specification, as included in the "SA", "regarima", "SA_spec" and "regarima_spec" S3 class objects.

Usage

s_estimate(object = NA)

s_transform(object = NA)

s_usrdef(object = NA)

s_preOut(object = NA)

s_preVar(object = NA)

s_td(object = NA)

s_easter(object = NA)

s_out(object = NA)

s_arima(object = NA)

s_arimaCoef(object = NA)

s_fcst(object = NA)

s_span(object = NA)

s_x11(object = NA)

s_benchmarking(object = NA)

s_seats(object = NA)

Arguments

object

an object of one of the following classes: c("SA","X13"), c("SA","TRAMO_SEATS"), c("SA_spec","X13"), c("SA_spec","TRAMO_SEATS"), c("regarima","X13"), c("regarima","TRAMO_SEATS"), c("regarima_spec","X13"), c("regarima_spec","TRAMO_SEATS").

Value

• s_estimate returns a data.frame with the estimate variables

• s_transform returns a data.frame with the transform variables

• s_usrdef returns a data.frame with the user-defined regressors (outliers and variables) model specification, indicating if those variables are included in the model and if coefficients are pre-specified

• s_preOut returns a data.frame with the pre-specified outliers

• s_preVar returns a list with information on the user-defined variables, including: series - the time series and description - data.frame with the variable type and coefficients

• s_td returns a data.frame with the trading.days variables

• s_easter returns a data.frame with the easter variable

• s_out returns a data.frame with the outliers detection variables

• s_arima returns a data.frame with the arima variables

• s_arimaCoef returns a data.frame with the user-specified ARMA coefficients

• s_fcst returns a data.frame with the forecast horizon

• s_span returns a data.frame with the span variables

• s_x11 returns a data.frame with the x11 variables

• s_seats returns a data.frame with the seats variables

References

More information and examples related to 'JDemetra+' features in the online documentation: https://jdemetra-new-documentation.netlify.app/

Examples

myseries <- ipi_c_eu[, "FR"]
myreg1 <- regarima_x13(myseries, spec = "RG5c")
myspec1 <- regarima_spec_x13(myreg1,
             estimate.from = "2005-10-01",
             outlier.from = "2010-03-01")

s_estimate(myreg1)
s_estimate(myspec1)

s_transform(myreg1)
s_transform(myspec1)

s_usrdef(myreg1)
s_usrdef(myspec1)

myspec2 <- regarima_spec_x13(myreg1, usrdef.outliersEnabled = TRUE,
             usrdef.outliersType = c("LS", "AO"),
             usrdef.outliersDate = c("2009-10-01", "2005-02-01"))
myreg2 <- regarima(myseries, myspec2)

s_preOut(myreg2)
s_preOut(myspec2)

var1 <- ts(rnorm(length(myseries))*10, start = start(myseries), frequency = 12)
var2 <- ts(rnorm(length(myseries))*100, start = start(myseries), frequency = 12)
var3 <- ts.union(var1, var2)
myspec3 <- regarima_spec_x13(spec = "RG5c",
                             usrdef.varEnabled = TRUE,
                             usrdef.var = var3)
myreg3 <- regarima(myseries, myspec3)

s_preVar(myspec3)
s_preVar(myreg3)

s_td(myreg1)
s_td(myspec1)

s_easter(myreg1)
s_easter(myspec1)

s_out(myreg1)
s_out(myspec1)

s_arima(myreg1)
s_arima(myspec1)

myspec4 <- regarima_spec_x13(myreg1, automdl.enabled = FALSE,
             arima.coefEnabled = TRUE,
             arima.p = 1,arima.q = 1, arima.bp = 1, arima.bq = 1,
             arima.coef = rep(0.2, 4),
             arima.coefType = rep("Initial", 4))
myreg4 <- regarima(myseries, myspec4)

s_arimaCoef(myreg4)
s_arimaCoef(myspec4)

s_fcst(myreg1)
s_fcst(myspec1)

s_span(myreg1)
s_span(myspec1)

myspec5 <- x13_spec(spec = "RSA5c", x11.seasonalComp = FALSE)
mysa5 <- x13(myseries, myspec5)

s_x11(mysa5)
s_x11(myspec5)

myspec6 <- tramoseats_spec(spec = "RSAfull", seats.approx = "Noisy")
mysa6 <- tramoseats(myseries, myspec6)

s_seats(mysa6)
s_seats(mysa6)

RJDemetra documentation built on Oct. 1, 2024, 5:07 p.m.