library(rjdemetra)
test_that("jd_testsaregression.R",{
data(xm)
s<-ts(xm[,1], start=c(1995,1), frequency=12)
# get the default calendar to create (long enough) user-defined regression variables
jdc_def<-jd_getcalendar("Default")
deftd<-jd_calendarData(jdc_def, c(12, 1960, 1, 900))
# register the regression variables. any R timeseries could be used
jd_registerVariable(deftd[,1], "td1", "mytd")
jd_registerVariable(deftd[,2], "td2", "mytd")
jd_registerVariable(deftd[,3], "td3", "mytd")
jd_registerVariable(deftd[,4], "td4", "mytd")
# default group is "vars". See below
jd_registerVariable(deftd[,5], "td5")
jd_registerVariable(deftd[,6], "td6")
#test
#jd_regressionData("mytd.td1", c(12, 2000, 1, 24))
#creation of a specification that uses user-defined variables
spec<-spec_create()
spec_str(spec, "tramo.regression.calendar.td.mauto","Unused")
spec_strs(spec,"tramo.regression.calendar.td.user" ,c("mytd.td1", "mytd.td2", "mytd.td3", "mytd.td4"))
#user-defined variables. They are not considered as calendar effects.
spec_str(spec,"tramo.regression.user1.name" ,"vars.td5")
# effect can be: "Undefined", "Series", "Trend", "Seasonal", "Irregular", "SeasonallyAdjusted"
# see the documentation of JD+ for further information
spec_str(spec,"tramo.regression.user1.effect" ,"Seasonal")
spec_str(spec,"tramo.regression.user2.name" ,"vars.td6")
# firstlag, lastlag are 0 by default
spec_int(spec,"tramo.regression.user2.lastlag" ,5)
spec_str(spec,"tramo.regression.user2.effect" ,"Seasonal")
rh<-sa_tramoseats(s, "RSAfull", spec)
proc_desc(rh, "regression.description")
proc_parameters(rh, "regression.coefficients")
# more or less the same for X13. mauto should not be used. "calendar.td" replaced by "tradingdays"
#creation of a specification that uses user-defined variables
xspec<-spec_create()
spec_strs(xspec,"regarima.regression.tradingdays.user" ,c("mytd.td1", "mytd.td2", "mytd.td3", "mytd.td4"))
#user-defined variables. They are not considered as calendar effects.
spec_str(xspec,"regarima.regression.user1.name" ,"vars.td5")
# effect can be: "Undefined", "Series", "Trend", "Seasonal", "Irregular", "SeasonallyAdjusted"
# see the documentation of JD+ for further information
spec_str(xspec,"regarima.regression.user1.effect" ,"Seasonal")
spec_str(xspec,"regarima.regression.user2.name" ,"vars.td6")
# firstlag, lastlag are 0 by default
spec_int(xspec,"regarima.regression.user2.lastlag" ,5)
spec_str(xspec,"regarima.regression.user2.effect" ,"Seasonal")
xrh<-sa_x13(s, "RSA5c", xspec)
proc_desc(xrh, "regression.description")
proc_parameters(xrh, "regression.coefficients")
expect_true(TRUE)
})
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.