regarima: RegARIMA model, pre-adjustment in X13

In rjd3x13: Seasonal Adjustment with 'X-13' in 'JDemetra+' 3.x

RegARIMA model, pre-adjustment in X13

Description

RegARIMA model, pre-adjustment in X13

Usage

regarima(
  ts,
  spec = c("rg4", "rg0", "rg1", "rg2c", "rg3", "rg5c"),
  context = NULL,
  userdefined = NULL
)

regarima_fast(
  ts,
  spec = c("rg4", "rg0", "rg1", "rg2c", "rg3", "rg5c"),
  context = NULL,
  userdefined = NULL
)

Arguments

ts	an univariate time series.
spec	the model specification. Can be either the name of a predefined specification or a user-defined specification.
context	list of external regressors (calendar or other) to be used for estimation
userdefined	a vector containing additional output variables (see x13_dictionary()).

Value

the regarima() function returns a list with the results ("JD3_REGARIMA_RSLTS" object), the estimation specification and the result specification, while regarima_fast() is a faster function that only returns the results.

Examples

library("rjd3toolkit")

y <- ABS$X0.2.09.10.M
sp <- regarima_spec("rg5c")
sp <- add_outlier(sp,
    type = c("AO"), c("2015-01-01", "2010-01-01")
)
regarima_fast(y, spec = sp)
sp <- set_transform(
    set_tradingdays(
        set_easter(sp, enabled = FALSE),
        option = "workingdays"
    ),
    fun = "None"
)
regarima_fast(y, spec = sp)
sp <- set_outlier(sp, outliers.type = c("AO"))
regarima_fast(y, spec = sp)

rjd3x13 documentation built on July 10, 2026, 9:08 a.m.