x13_revisions: Revisions History

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

Revisions History

Description

Compute revisions history

Usage

x13_revisions(
  ts,
  spec,
  data_ids = NULL,
  ts_ids = NULL,
  cmp_ids = NULL,
  context = NULL
)

Arguments

ts	The time series used for the estimation.
spec	The specification used.
data_ids	A list of list to specify the statistics to export. Each sub-list must contain two elements: start (first date to compute the history, in the format "YYYY-MM-DD") and id (the name of the statistics, see x13_dictionary()). See example.
ts_ids	A list of list to specify the specific date of a component whose history is to be studied. Each sub-list must contain three elements: start (first date to compute the history, in the format "YYYY-MM-DD"), period (the date of the studied) and id (the name of the component, see x13_dictionary()). See example.
cmp_ids	A list of list to specify the component whose history is to be studied. Each sub-list must contain three elements: start (first date to compute the history, in the format "YYYY-MM-DD"), end (last date to compute the history, in the format "YYYY-MM-DD") and id (the name of the component, see x13_dictionary()). As many series as periods between start and end will be exported. See example.
context	The context of the specification.

Value

returns a list

Examples

library("rjd3toolkit")

s <- ABS$X0.2.09.10.M
sa_mod <- x13(s)
data_ids <- list(
    # Get the coefficient of the trading-day coefficient from 2005-jan
    list(start = "2005-01-01", id = "regression.td(1)"),
    # Get the ljung-box statistics on residuals from 2010-jan
    list(start = "2010-01-01", id = "residuals.lb")
)
ts_ids <- list(
    # Get the SA component estimates of 2010-jan from 2010-jan
    list(period = "2010-01-01", start = "2010-01-01", id = "sa"),
    # Get the irregular component estimates of 2010-jan from 2015-jan
    list(period = "2010-01-01", start = "2015-01-01", id = "i")
)
cmp_ids <- list(
    # Get the SA component estimates (full time series) 2010-jan to 2020-jan
    list(start = "2010-01-01", end = "2020-01-01", id = "sa"),
    # Get the trend component estimates (full time series)  2010-jan to 2020-jan
    list(start = "2010-01-01", end = "2020-01-01", id = "t")
)
rh <- x13_revisions(s, sa_mod$result_spec, data_ids, ts_ids, cmp_ids)
rh$data
rh$series
rh$components

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