static: Static Call of a seas Object

In seasonal: R Interface to X-13-ARIMA-SEATS

Static Call of a seas Object

Description

In a 'static' call, the default automatic procedures in the model call are substituted by the choices they made.

Usage

static(
  x,
  coef = FALSE,
  x11.filter = FALSE,
  test = TRUE,
  fail = FALSE,
  evaluate = FALSE
)

Arguments

x	an object of class seas.
coef	logical. If TRUE, the coefficients are treated as fixed, instead of being estimated.
x11.filter	logical. X-11 only. if TRUE, the X-11 moving averages will be fixed as well. This leads to different filters at different stages, and the resulting series can be are slightly different. If test = TRUE, this may cause a warning message.
test	logical. By default the static call is executed and compared to the input call. If the final series is not identical, a message is returned. If FALSE, no test is performed (faster).
fail	logical. If TRUE, differences will cause an error. Ignored if test = FALSE.
evaluate	logical. If TRUE, the call is evaluated.

Details

If evaluate = TRUE, the call is evaluated. The call can be copy/pasted to a script and used for further manipulations or future evaluation of the same model.

By default, the static call is tested. It is executed and compared to the input call. If the final series is not identical, a message is returned.

If coef = TRUE, the coefficients are fixed as well. If x11.filter = TRUE, the X-11 moving averages are fixed as well.

Value

Object of class "call". Or an object of class "seas" if evaluate = TRUE.

References

Vignette with a more detailed description: http://www.seasonal.website/seasonal.html

Comprehensive list of R examples from the X-13ARIMA-SEATS manual: http://www.seasonal.website/examples.html

Official X-13ARIMA-SEATS manual: https://www2.census.gov/software/x-13arima-seats/x13as/windows/documentation/docx13as.pdf

See Also

stats::getCall() to extract the actual call.

seas() for the main function of seasonal.

Examples

m <- seas(AirPassengers)
getCall(m)                   # default call
static(m)                    # static call
static(m, test = FALSE)      # much faster
static(m, evaluate = TRUE)   # returns an object of class "seas"

m <- seas(AirPassengers, x11 = "")

static(m, x11.filter = TRUE) # also fixes the X-11 filter (with a warning)
static(m, coef = TRUE)       # also fixes the coefficients

seasonal documentation built on Oct. 20, 2024, 1:08 a.m.