tests/testthat/_snaps/threeRuleSmooth.md
In arnaud-feldmann/disaggR: Two-Steps Benchmarks for Time Series Disaggregation
threeRuleSmooth works
Code
print(as.ts(threeRuleSmooth(turnover, construction)), digits = 4L)
Output
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2000 11.07 10.91 11.25 11.35 11.47 11.50 11.78 11.71 11.75 11.79 11.78 12.04
2001 11.94 12.10 12.03 11.93 11.98 11.95 11.70 12.12 11.76 12.15 12.08 12.18
2002 12.02 11.97 11.99 12.36 12.30 12.24 12.22 12.42 12.45 12.58 12.32 12.42
2003 12.54 12.75 12.76 12.78 12.58 12.93 12.98 13.26 13.17 13.34 13.33 13.47
2004 13.75 13.76 13.74 14.02 13.99 14.01 14.18 13.94 14.34 14.47 14.53 14.58
2005 14.52 14.58 14.67 14.83 14.81 14.92 15.27 15.36 15.52 15.49 15.90 15.55
2006 15.75 15.93 16.16 16.14 16.51 16.69 16.83 16.74 16.94 16.85 17.13 17.54
2007 17.64 17.83 17.90 17.75 18.23 18.19 18.12 18.11 18.20 18.34 18.00 18.38
2008 18.94 19.05 19.50 19.04 18.78 19.07 19.01 19.11 18.88 18.95 18.29 18.39
2009 18.01 17.95 17.86 17.86 17.60 17.62 17.68 17.48 17.31 17.43 17.35 17.66
2010 17.33 17.02 16.99 17.06 17.31 17.49 17.62 17.52 17.89 17.77 18.15 17.96
2011 18.05 18.08 18.22 18.27 18.43 18.26 18.76 18.23 18.34 18.30 18.78 18.78
2012 18.45 18.17 18.49 18.43 18.52 18.33 18.66 18.31 18.18 18.34 18.01 18.01
2013 18.34 18.06 17.64 18.32 18.31 18.16 18.45 18.55 18.36 18.25 18.69 18.97
2014 17.91 18.29 18.25 18.12 17.81 18.36 17.89 18.47 17.98 17.88 17.56 17.78
2015 17.52 17.47 17.45 17.37 17.02 17.46 17.36 17.27 17.25 17.39 17.58 17.36
2016 17.26 17.57 17.24 17.13 17.55 17.14 17.19 17.22 17.68 17.55 17.84 17.63
2017 17.77 17.98 18.44 17.61 18.77 19.05 18.60 18.32 18.53 18.55 18.71 19.25
2018 19.13 19.17 18.46 19.26 18.70 19.39 18.99 19.60 19.27 19.84 19.61 19.88
2019 19.88 20.14 20.61 20.61 20.58 20.05 20.06 21.21 20.61 20.46 20.50 20.38
2020 20.47 19.67 18.70 16.20 14.88
Code
print(as.ts(threeRuleSmooth(turnover, construction, start.benchmark = 2004,
end.benchmark = 2017, start.domain = c(2004, 1), end.domain = c(2030, 12))),
digits = 4L)
Output
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2004 13.79 13.78 13.75 14.03 13.99 14.01 14.17 13.92 14.32 14.45 14.52 14.56
2005 14.51 14.57 14.66 14.83 14.81 14.92 15.27 15.37 15.53 15.49 15.91 15.55
2006 15.75 15.93 16.16 16.14 16.51 16.69 16.83 16.74 16.94 16.85 17.13 17.54
2007 17.64 17.82 17.90 17.75 18.23 18.19 18.12 18.11 18.20 18.34 18.00 18.38
2008 18.94 19.05 19.50 19.04 18.78 19.07 19.01 19.11 18.88 18.95 18.29 18.39
2009 18.01 17.95 17.86 17.86 17.60 17.62 17.68 17.48 17.31 17.43 17.35 17.66
2010 17.33 17.02 16.99 17.06 17.31 17.49 17.62 17.52 17.89 17.77 18.15 17.96
2011 18.05 18.08 18.22 18.27 18.43 18.26 18.76 18.23 18.34 18.30 18.78 18.78
2012 18.45 18.17 18.49 18.43 18.52 18.33 18.66 18.31 18.18 18.34 18.01 18.01
2013 18.34 18.06 17.64 18.32 18.31 18.16 18.45 18.55 18.36 18.25 18.69 18.97
2014 17.91 18.29 18.25 18.12 17.81 18.36 17.88 18.47 17.98 17.88 17.56 17.78
2015 17.52 17.47 17.45 17.37 17.02 17.47 17.36 17.27 17.25 17.39 17.57 17.35
2016 17.26 17.56 17.23 17.13 17.55 17.14 17.18 17.22 17.68 17.55 17.86 17.65
2017 17.79 18.01 18.47 17.64 18.80 19.07 18.61 18.32 18.52 18.52 18.66 19.18
2018 19.03 19.05 18.34 19.11 18.55 19.24 18.83 19.45 19.13 19.71 19.49 19.79
2019 19.82 20.10 20.60 20.61 20.61 20.09 20.11 21.28 20.69 20.53 20.58 20.46
2020 20.55 19.74 18.77 16.26 14.92 NA NA NA NA NA NA NA
2021 NA NA NA NA NA NA NA NA NA NA NA NA
2022 NA NA NA NA NA NA NA NA NA NA NA NA
2023 NA NA NA NA NA NA NA NA NA NA NA NA
2024 NA NA NA NA NA NA NA NA NA NA NA NA
2025 NA NA NA NA NA NA NA NA NA NA NA NA
2026 NA NA NA NA NA NA NA NA NA NA NA NA
2027 NA NA NA NA NA NA NA NA NA NA NA NA
2028 NA NA NA NA NA NA NA NA NA NA NA NA
2029 NA NA NA NA NA NA NA NA NA NA NA NA
2030 NA NA NA NA NA NA NA NA NA NA NA NA
Code
print(smooth1, digits = 4L)
Output
Call:
threeRuleSmooth(hfserie = indic, lfserie = account)
delta rate:
-0.000178
Jan Feb Mar Apr May Jun Jul
2000 0.0000 1.9753 4.6995 4.9498 -0.9445 -6.9437
2001 -57.2822 -62.1718 -71.2520 -78.6743 -79.3641 -76.7333 -75.0075
2002 -116.6911 -120.5049 -130.5864 -142.0525 -149.5754 -148.7961 -138.7579
2003 -165.0131 -157.9625 -143.7539 -122.8790 -119.2719 -125.6580 -145.3108
2004 -155.7975 -154.0743 -140.8110 -122.1208 -105.8181 -96.8050 -88.9518
2005 -143.5343 -149.4804 -158.0659 -161.1105 -164.1459 -170.2355 -175.8619
2006 -78.5245 -73.7975 -79.8754 -96.0189 -102.3890 -96.3398 -81.1288
2007 -141.7151 -131.2312 -132.0636 -137.4425 -141.0169 -137.8910 -128.6561
2008 -115.2890 -112.4110 -110.7385 -113.3757 -110.1556 -103.1492 -91.7240
2009 -86.9065 -95.1899 -97.9589 -100.0944 -103.9123 -112.7803 -116.7884
2010 -95.8647 -102.0399 -100.8683 -92.4804 -97.8003 -114.8528 -147.7439
2011 -93.1399 -89.9010 -88.8420 -89.0195 -85.6425 -84.5588 -84.7754
2012 -156.4900 -152.2727 -129.9469 -93.4127 -79.6077 -90.9741 -126.2839
2013 -205.7405 -203.2043 -204.2716 -202.0909 -184.3135 -153.2059 -105.5414
2014 -155.9183 -141.3706 -136.0224 -136.6325 -134.2644 -131.2582 -127.2426
2015 -142.4055 -163.6499 -196.4536 -243.2910 -267.3690 -272.0614 -253.2164
2016 -158.0475 -168.5840 -173.3200 -169.3146 -167.9664 -172.5625 -175.6637
Aug Sep Oct Nov Dec
2000 -17.0281 -27.6096 -36.0800 -43.8876 -51.6895
2001 -79.2098 -85.2940 -100.5275 -111.6720 -118.9990
2002 -133.6972 -134.6301 -137.7091 -144.8997 -155.8926
2003 -151.5219 -150.7349 -137.2448 -135.2101 -141.7659
2004 -90.3723 -99.7738 -115.9618 -131.8345 -138.0659
2005 -170.7073 -157.0597 -136.7338 -116.8266 -94.3636
2006 -84.8374 -107.5918 -144.1419 -162.5974 -158.3752
2007 -129.0998 -128.8171 -128.6656 -129.9713 -123.3160
2008 -81.1127 -75.1866 -70.6523 -70.7314 -78.2322
2009 -110.3929 -103.4137 -86.7285 -78.4324 -81.8652
2010 -158.7555 -151.7728 -125.3813 -107.1914 -97.7773
2011 -94.2235 -105.3720 -117.8071 -131.6408 -147.5816
2012 -156.1437 -174.4928 -186.2951 -197.5393 -204.6904
2013 -89.5760 -102.8845 -142.0029 -166.0854 -171.7261
2014 -121.2124 -118.5241 -119.7392 -125.3717 -131.4606
2015 -226.9995 -201.6835 -169.5107 -149.2309 -146.8361
2016 -181.5231 -183.5486 -185.9052
Code
print(smooth2, digits = 4L)
Output
Call:
threeRuleSmooth(hfserie = indic, lfserie = account, start.benchmark = c(2003,
3), end.benchmark = c(2007, 4), start.domain = c(2004, 1),
end.domain = c(2017, 12), start.delta.rate = c(2007, 1),
end.delta.rate = c(2008, 4))
delta rate:
-0.07886
Jan Feb Mar Apr May Jun Jul Aug Sep
2004 -162.58 -151.87 -136.24 -120.73 -106.23 -97.79 -89.27 -90.29 -99.54
2005 -143.55 -149.48 -158.05 -161.11 -164.15 -170.24 -175.86 -170.71 -157.06
2006 -78.52 -73.80 -79.88 -96.02 -102.39 -96.34 -81.13 -84.84 -107.59
2007 -141.74 -131.24 -132.03 -137.35 -140.98 -138.02 -129.07 -129.29 -128.21
2008 -123.66 -122.84 -119.23 -116.46 -111.01 -104.63 -96.09 -87.10 -82.14
2009 -74.87 -76.45 -76.62 -79.50 -82.25 -87.22 -86.46 -83.97 -87.36
2010 -101.12 -100.06 -97.34 -92.79 -93.50 -96.60 -103.13 -103.73 -102.90
2011 -86.72 -82.39 -79.99 -78.58 -74.85 -73.85 -74.71 -79.82 -81.72
2012 -85.79 -87.00 -86.46 -87.02 -87.81 -89.17 -87.96 -89.31 -89.48
2013 -97.41 -95.69 -94.92 -91.92 -89.03 -87.03 -83.77 -80.30 -76.89
2014 -69.35 -64.97 -61.97 -59.20 -56.09 -53.54 -51.31 -48.32 -46.70
2015 -50.13 -52.13 -54.00 -55.73 -55.23 -54.07 -51.58 -48.68 -47.08
2016 -39.95 -39.44 -38.45 -36.48 -34.88 -34.29 -33.13 -32.45 -31.05
2017 NA NA NA NA NA NA NA NA NA
Oct Nov Dec
2004 -115.88 -131.86 -138.12
2005 -136.73 -116.83 -94.36
2006 -144.14 -162.60 -158.38
2007 -126.80 -129.18 -125.98
2008 -77.92 -74.89 -76.07
2009 -91.24 -94.81 -99.51
2010 -99.48 -95.56 -92.30
2011 -80.36 -81.48 -85.01
2012 -91.62 -94.52 -96.69
2013 -73.25 -72.18 -71.26
2014 -46.63 -47.75 -48.41
2015 -45.11 -42.52 -41.21
2016 -29.71 NA NA
2017 NA NA NA
threeRuleSmooth works with set delta
Code
print(smooth, digits = 4L)
Output
Call:
threeRuleSmooth(hfserie = turnover, lfserie = construction, start.benchmark = 2004,
end.benchmark = 2017, start.domain = c(1990, 1), end.domain = c(2030,
12), set.delta.rate = 2)
delta rate:
2
Jan Feb Mar Apr May Jun Jul
1990 NA NA NA NA NA NA NA
1991 NA NA NA NA NA NA NA
1992 NA NA NA NA NA NA NA
1993 NA NA NA NA NA NA NA
1994 NA NA NA NA NA NA NA
1995 NA NA NA NA NA NA NA
1996 NA NA NA NA NA NA NA
1997 NA NA NA NA NA NA NA
1998 NA NA NA NA NA NA NA
1999 NA NA NA NA NA NA NA
2000 -463.1168 -448.1011 -453.4555 -449.1072 -445.8797 -438.9826 -441.5262
2001 -401.9666 -400.0256 -389.5994 -378.4677 -371.7628 -362.0571 -345.9317
2002 -296.7949 -285.1480 -275.4859 -273.4414 -261.5989 -250.1517 -239.5374
2003 -184.3369 -176.7701 -165.8462 -154.6831 -140.6282 -132.1007 -119.7524
2004 -35.7217 -21.1301 -8.2009 3.0708 12.7308 20.6868 27.2031
2005 28.3234 24.3938 20.9439 18.0013 15.2792 13.1503 11.6546
2006 11.7636 13.0643 14.3039 15.2051 16.3635 17.2112 17.8871
2007 18.8306 18.6718 18.4362 18.0148 18.2610 18.0243 17.8059
2008 18.6015 18.8066 19.3430 18.9715 18.7803 19.1192 19.0997
2009 18.1000 18.0104 17.8949 17.8787 17.5966 17.6086 17.6564
2010 17.3100 17.0034 16.9789 17.0560 17.3106 17.4947 17.6251
2011 18.0516 18.0714 18.2145 18.2602 18.4173 18.2553 18.7558
2012 18.4825 18.2081 18.5322 18.4688 18.5516 18.3537 18.6698
2013 18.2172 17.9242 17.4975 18.1827 18.1813 18.0689 18.3947
2014 18.3571 18.8169 18.7939 18.6375 18.2554 18.7027 18.0641
2015 15.8467 15.5467 15.4399 15.4456 15.3774 16.1916 16.6781
2016 23.5044 24.8822 24.7314 24.2792 23.9496 21.8681 19.7934
2017 -6.4352 -10.3917 -12.1710 -10.6314 -7.7865 -1.5993 7.2769
2018 118.3997 143.2859 161.0780 191.4037 207.9811 238.0863 254.3528
2019 387.2724 411.5652 440.9885 460.8902 480.6210 488.0679 508.5425
2020 646.1135 641.5645 629.7666 562.5650 532.0133 NA NA
2021 NA NA NA NA NA NA NA
2022 NA NA NA NA NA NA NA
2023 NA NA NA NA NA NA NA
2024 NA NA NA NA NA NA NA
2025 NA NA NA NA NA NA NA
2026 NA NA NA NA NA NA NA
2027 NA NA NA NA NA NA NA
2028 NA NA NA NA NA NA NA
2029 NA NA NA NA NA NA NA
2030 NA NA NA NA NA NA NA
Aug Sep Oct Nov Dec
1990 NA NA NA NA NA
1991 NA NA NA NA NA
1992 NA NA NA NA NA
1993 NA NA NA NA NA
1994 NA NA NA NA NA
1995 NA NA NA NA NA
1996 NA NA NA NA NA
1997 NA NA NA NA NA
1998 NA NA NA NA NA
1999 NA NA NA NA NA
2000 -430.8678 -424.9344 -418.7871 -410.9050 -412.6032
2001 -348.9695 -329.3443 -330.5306 -318.6701 -311.0895
2002 -233.1268 -223.3852 -215.3123 -200.7788 -192.4891
2003 -108.7737 -94.1270 -80.8061 -65.8273 -50.9553
2004 31.1682 34.8539 36.1794 35.5113 32.9486
2005 10.4090 9.6951 9.3673 9.8324 10.3498
2006 18.1717 18.6352 18.6226 18.8701 19.1016
2007 17.6795 17.7078 17.8141 17.5093 17.9446
2008 19.2332 19.0205 19.0926 18.4283 18.5035
2009 17.4466 17.2726 17.3895 17.3164 17.6293
2010 17.5257 17.9028 17.7751 18.1545 17.9632
2011 18.2296 18.3421 18.3073 18.7895 18.8055
2012 18.3066 18.1611 18.2961 17.9492 17.9202
2013 18.5475 18.4299 18.4021 18.9337 19.3202
2014 18.4461 17.7155 17.3232 16.6813 16.5063
2015 17.3287 18.2195 19.4484 20.9159 22.0615
2016 17.0745 14.0749 9.8830 5.2301 -0.2708
2017 18.4624 32.6681 49.3079 69.1274 93.7721
2018 283.9133 299.5630 328.8471 344.5254 368.6214
2019 559.1575 564.5684 581.3355 604.0027 621.8240
2020 NA NA NA NA NA
2021 NA NA NA NA NA
2022 NA NA NA NA NA
2023 NA NA NA NA NA
2024 NA NA NA NA NA
2025 NA NA NA NA NA
2026 NA NA NA NA NA
2027 NA NA NA NA NA
2028 NA NA NA NA NA
2029 NA NA NA NA NA
2030 NA NA NA NA NA
arnaud-feldmann/disaggR documentation built on July 21, 2024, 8:15 a.m.
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threeRuleSmooth works
Code
print(as.ts(threeRuleSmooth(turnover, construction)), digits = 4L)
Output
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2000 11.07 10.91 11.25 11.35 11.47 11.50 11.78 11.71 11.75 11.79 11.78 12.04
2001 11.94 12.10 12.03 11.93 11.98 11.95 11.70 12.12 11.76 12.15 12.08 12.18
2002 12.02 11.97 11.99 12.36 12.30 12.24 12.22 12.42 12.45 12.58 12.32 12.42
2003 12.54 12.75 12.76 12.78 12.58 12.93 12.98 13.26 13.17 13.34 13.33 13.47
2004 13.75 13.76 13.74 14.02 13.99 14.01 14.18 13.94 14.34 14.47 14.53 14.58
2005 14.52 14.58 14.67 14.83 14.81 14.92 15.27 15.36 15.52 15.49 15.90 15.55
2006 15.75 15.93 16.16 16.14 16.51 16.69 16.83 16.74 16.94 16.85 17.13 17.54
2007 17.64 17.83 17.90 17.75 18.23 18.19 18.12 18.11 18.20 18.34 18.00 18.38
2008 18.94 19.05 19.50 19.04 18.78 19.07 19.01 19.11 18.88 18.95 18.29 18.39
2009 18.01 17.95 17.86 17.86 17.60 17.62 17.68 17.48 17.31 17.43 17.35 17.66
2010 17.33 17.02 16.99 17.06 17.31 17.49 17.62 17.52 17.89 17.77 18.15 17.96
2011 18.05 18.08 18.22 18.27 18.43 18.26 18.76 18.23 18.34 18.30 18.78 18.78
2012 18.45 18.17 18.49 18.43 18.52 18.33 18.66 18.31 18.18 18.34 18.01 18.01
2013 18.34 18.06 17.64 18.32 18.31 18.16 18.45 18.55 18.36 18.25 18.69 18.97
2014 17.91 18.29 18.25 18.12 17.81 18.36 17.89 18.47 17.98 17.88 17.56 17.78
2015 17.52 17.47 17.45 17.37 17.02 17.46 17.36 17.27 17.25 17.39 17.58 17.36
2016 17.26 17.57 17.24 17.13 17.55 17.14 17.19 17.22 17.68 17.55 17.84 17.63
2017 17.77 17.98 18.44 17.61 18.77 19.05 18.60 18.32 18.53 18.55 18.71 19.25
2018 19.13 19.17 18.46 19.26 18.70 19.39 18.99 19.60 19.27 19.84 19.61 19.88
2019 19.88 20.14 20.61 20.61 20.58 20.05 20.06 21.21 20.61 20.46 20.50 20.38
2020 20.47 19.67 18.70 16.20 14.88
Code
print(as.ts(threeRuleSmooth(turnover, construction, start.benchmark = 2004,
end.benchmark = 2017, start.domain = c(2004, 1), end.domain = c(2030, 12))),
digits = 4L)
Output
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2004 13.79 13.78 13.75 14.03 13.99 14.01 14.17 13.92 14.32 14.45 14.52 14.56
2005 14.51 14.57 14.66 14.83 14.81 14.92 15.27 15.37 15.53 15.49 15.91 15.55
2006 15.75 15.93 16.16 16.14 16.51 16.69 16.83 16.74 16.94 16.85 17.13 17.54
2007 17.64 17.82 17.90 17.75 18.23 18.19 18.12 18.11 18.20 18.34 18.00 18.38
2008 18.94 19.05 19.50 19.04 18.78 19.07 19.01 19.11 18.88 18.95 18.29 18.39
2009 18.01 17.95 17.86 17.86 17.60 17.62 17.68 17.48 17.31 17.43 17.35 17.66
2010 17.33 17.02 16.99 17.06 17.31 17.49 17.62 17.52 17.89 17.77 18.15 17.96
2011 18.05 18.08 18.22 18.27 18.43 18.26 18.76 18.23 18.34 18.30 18.78 18.78
2012 18.45 18.17 18.49 18.43 18.52 18.33 18.66 18.31 18.18 18.34 18.01 18.01
2013 18.34 18.06 17.64 18.32 18.31 18.16 18.45 18.55 18.36 18.25 18.69 18.97
2014 17.91 18.29 18.25 18.12 17.81 18.36 17.88 18.47 17.98 17.88 17.56 17.78
2015 17.52 17.47 17.45 17.37 17.02 17.47 17.36 17.27 17.25 17.39 17.57 17.35
2016 17.26 17.56 17.23 17.13 17.55 17.14 17.18 17.22 17.68 17.55 17.86 17.65
2017 17.79 18.01 18.47 17.64 18.80 19.07 18.61 18.32 18.52 18.52 18.66 19.18
2018 19.03 19.05 18.34 19.11 18.55 19.24 18.83 19.45 19.13 19.71 19.49 19.79
2019 19.82 20.10 20.60 20.61 20.61 20.09 20.11 21.28 20.69 20.53 20.58 20.46
2020 20.55 19.74 18.77 16.26 14.92 NA NA NA NA NA NA NA
2021 NA NA NA NA NA NA NA NA NA NA NA NA
2022 NA NA NA NA NA NA NA NA NA NA NA NA
2023 NA NA NA NA NA NA NA NA NA NA NA NA
2024 NA NA NA NA NA NA NA NA NA NA NA NA
2025 NA NA NA NA NA NA NA NA NA NA NA NA
2026 NA NA NA NA NA NA NA NA NA NA NA NA
2027 NA NA NA NA NA NA NA NA NA NA NA NA
2028 NA NA NA NA NA NA NA NA NA NA NA NA
2029 NA NA NA NA NA NA NA NA NA NA NA NA
2030 NA NA NA NA NA NA NA NA NA NA NA NA
Code
print(smooth1, digits = 4L)
Output
Call:
threeRuleSmooth(hfserie = indic, lfserie = account)
delta rate:
-0.000178
Jan Feb Mar Apr May Jun Jul
2000 0.0000 1.9753 4.6995 4.9498 -0.9445 -6.9437
2001 -57.2822 -62.1718 -71.2520 -78.6743 -79.3641 -76.7333 -75.0075
2002 -116.6911 -120.5049 -130.5864 -142.0525 -149.5754 -148.7961 -138.7579
2003 -165.0131 -157.9625 -143.7539 -122.8790 -119.2719 -125.6580 -145.3108
2004 -155.7975 -154.0743 -140.8110 -122.1208 -105.8181 -96.8050 -88.9518
2005 -143.5343 -149.4804 -158.0659 -161.1105 -164.1459 -170.2355 -175.8619
2006 -78.5245 -73.7975 -79.8754 -96.0189 -102.3890 -96.3398 -81.1288
2007 -141.7151 -131.2312 -132.0636 -137.4425 -141.0169 -137.8910 -128.6561
2008 -115.2890 -112.4110 -110.7385 -113.3757 -110.1556 -103.1492 -91.7240
2009 -86.9065 -95.1899 -97.9589 -100.0944 -103.9123 -112.7803 -116.7884
2010 -95.8647 -102.0399 -100.8683 -92.4804 -97.8003 -114.8528 -147.7439
2011 -93.1399 -89.9010 -88.8420 -89.0195 -85.6425 -84.5588 -84.7754
2012 -156.4900 -152.2727 -129.9469 -93.4127 -79.6077 -90.9741 -126.2839
2013 -205.7405 -203.2043 -204.2716 -202.0909 -184.3135 -153.2059 -105.5414
2014 -155.9183 -141.3706 -136.0224 -136.6325 -134.2644 -131.2582 -127.2426
2015 -142.4055 -163.6499 -196.4536 -243.2910 -267.3690 -272.0614 -253.2164
2016 -158.0475 -168.5840 -173.3200 -169.3146 -167.9664 -172.5625 -175.6637
Aug Sep Oct Nov Dec
2000 -17.0281 -27.6096 -36.0800 -43.8876 -51.6895
2001 -79.2098 -85.2940 -100.5275 -111.6720 -118.9990
2002 -133.6972 -134.6301 -137.7091 -144.8997 -155.8926
2003 -151.5219 -150.7349 -137.2448 -135.2101 -141.7659
2004 -90.3723 -99.7738 -115.9618 -131.8345 -138.0659
2005 -170.7073 -157.0597 -136.7338 -116.8266 -94.3636
2006 -84.8374 -107.5918 -144.1419 -162.5974 -158.3752
2007 -129.0998 -128.8171 -128.6656 -129.9713 -123.3160
2008 -81.1127 -75.1866 -70.6523 -70.7314 -78.2322
2009 -110.3929 -103.4137 -86.7285 -78.4324 -81.8652
2010 -158.7555 -151.7728 -125.3813 -107.1914 -97.7773
2011 -94.2235 -105.3720 -117.8071 -131.6408 -147.5816
2012 -156.1437 -174.4928 -186.2951 -197.5393 -204.6904
2013 -89.5760 -102.8845 -142.0029 -166.0854 -171.7261
2014 -121.2124 -118.5241 -119.7392 -125.3717 -131.4606
2015 -226.9995 -201.6835 -169.5107 -149.2309 -146.8361
2016 -181.5231 -183.5486 -185.9052
Code
print(smooth2, digits = 4L)
Output
Call:
threeRuleSmooth(hfserie = indic, lfserie = account, start.benchmark = c(2003,
3), end.benchmark = c(2007, 4), start.domain = c(2004, 1),
end.domain = c(2017, 12), start.delta.rate = c(2007, 1),
end.delta.rate = c(2008, 4))
delta rate:
-0.07886
Jan Feb Mar Apr May Jun Jul Aug Sep
2004 -162.58 -151.87 -136.24 -120.73 -106.23 -97.79 -89.27 -90.29 -99.54
2005 -143.55 -149.48 -158.05 -161.11 -164.15 -170.24 -175.86 -170.71 -157.06
2006 -78.52 -73.80 -79.88 -96.02 -102.39 -96.34 -81.13 -84.84 -107.59
2007 -141.74 -131.24 -132.03 -137.35 -140.98 -138.02 -129.07 -129.29 -128.21
2008 -123.66 -122.84 -119.23 -116.46 -111.01 -104.63 -96.09 -87.10 -82.14
2009 -74.87 -76.45 -76.62 -79.50 -82.25 -87.22 -86.46 -83.97 -87.36
2010 -101.12 -100.06 -97.34 -92.79 -93.50 -96.60 -103.13 -103.73 -102.90
2011 -86.72 -82.39 -79.99 -78.58 -74.85 -73.85 -74.71 -79.82 -81.72
2012 -85.79 -87.00 -86.46 -87.02 -87.81 -89.17 -87.96 -89.31 -89.48
2013 -97.41 -95.69 -94.92 -91.92 -89.03 -87.03 -83.77 -80.30 -76.89
2014 -69.35 -64.97 -61.97 -59.20 -56.09 -53.54 -51.31 -48.32 -46.70
2015 -50.13 -52.13 -54.00 -55.73 -55.23 -54.07 -51.58 -48.68 -47.08
2016 -39.95 -39.44 -38.45 -36.48 -34.88 -34.29 -33.13 -32.45 -31.05
2017 NA NA NA NA NA NA NA NA NA
Oct Nov Dec
2004 -115.88 -131.86 -138.12
2005 -136.73 -116.83 -94.36
2006 -144.14 -162.60 -158.38
2007 -126.80 -129.18 -125.98
2008 -77.92 -74.89 -76.07
2009 -91.24 -94.81 -99.51
2010 -99.48 -95.56 -92.30
2011 -80.36 -81.48 -85.01
2012 -91.62 -94.52 -96.69
2013 -73.25 -72.18 -71.26
2014 -46.63 -47.75 -48.41
2015 -45.11 -42.52 -41.21
2016 -29.71 NA NA
2017 NA NA NA
threeRuleSmooth works with set delta
Code
print(smooth, digits = 4L)
Output
Call:
threeRuleSmooth(hfserie = turnover, lfserie = construction, start.benchmark = 2004,
end.benchmark = 2017, start.domain = c(1990, 1), end.domain = c(2030,
12), set.delta.rate = 2)
delta rate:
2
Jan Feb Mar Apr May Jun Jul
1990 NA NA NA NA NA NA NA
1991 NA NA NA NA NA NA NA
1992 NA NA NA NA NA NA NA
1993 NA NA NA NA NA NA NA
1994 NA NA NA NA NA NA NA
1995 NA NA NA NA NA NA NA
1996 NA NA NA NA NA NA NA
1997 NA NA NA NA NA NA NA
1998 NA NA NA NA NA NA NA
1999 NA NA NA NA NA NA NA
2000 -463.1168 -448.1011 -453.4555 -449.1072 -445.8797 -438.9826 -441.5262
2001 -401.9666 -400.0256 -389.5994 -378.4677 -371.7628 -362.0571 -345.9317
2002 -296.7949 -285.1480 -275.4859 -273.4414 -261.5989 -250.1517 -239.5374
2003 -184.3369 -176.7701 -165.8462 -154.6831 -140.6282 -132.1007 -119.7524
2004 -35.7217 -21.1301 -8.2009 3.0708 12.7308 20.6868 27.2031
2005 28.3234 24.3938 20.9439 18.0013 15.2792 13.1503 11.6546
2006 11.7636 13.0643 14.3039 15.2051 16.3635 17.2112 17.8871
2007 18.8306 18.6718 18.4362 18.0148 18.2610 18.0243 17.8059
2008 18.6015 18.8066 19.3430 18.9715 18.7803 19.1192 19.0997
2009 18.1000 18.0104 17.8949 17.8787 17.5966 17.6086 17.6564
2010 17.3100 17.0034 16.9789 17.0560 17.3106 17.4947 17.6251
2011 18.0516 18.0714 18.2145 18.2602 18.4173 18.2553 18.7558
2012 18.4825 18.2081 18.5322 18.4688 18.5516 18.3537 18.6698
2013 18.2172 17.9242 17.4975 18.1827 18.1813 18.0689 18.3947
2014 18.3571 18.8169 18.7939 18.6375 18.2554 18.7027 18.0641
2015 15.8467 15.5467 15.4399 15.4456 15.3774 16.1916 16.6781
2016 23.5044 24.8822 24.7314 24.2792 23.9496 21.8681 19.7934
2017 -6.4352 -10.3917 -12.1710 -10.6314 -7.7865 -1.5993 7.2769
2018 118.3997 143.2859 161.0780 191.4037 207.9811 238.0863 254.3528
2019 387.2724 411.5652 440.9885 460.8902 480.6210 488.0679 508.5425
2020 646.1135 641.5645 629.7666 562.5650 532.0133 NA NA
2021 NA NA NA NA NA NA NA
2022 NA NA NA NA NA NA NA
2023 NA NA NA NA NA NA NA
2024 NA NA NA NA NA NA NA
2025 NA NA NA NA NA NA NA
2026 NA NA NA NA NA NA NA
2027 NA NA NA NA NA NA NA
2028 NA NA NA NA NA NA NA
2029 NA NA NA NA NA NA NA
2030 NA NA NA NA NA NA NA
Aug Sep Oct Nov Dec
1990 NA NA NA NA NA
1991 NA NA NA NA NA
1992 NA NA NA NA NA
1993 NA NA NA NA NA
1994 NA NA NA NA NA
1995 NA NA NA NA NA
1996 NA NA NA NA NA
1997 NA NA NA NA NA
1998 NA NA NA NA NA
1999 NA NA NA NA NA
2000 -430.8678 -424.9344 -418.7871 -410.9050 -412.6032
2001 -348.9695 -329.3443 -330.5306 -318.6701 -311.0895
2002 -233.1268 -223.3852 -215.3123 -200.7788 -192.4891
2003 -108.7737 -94.1270 -80.8061 -65.8273 -50.9553
2004 31.1682 34.8539 36.1794 35.5113 32.9486
2005 10.4090 9.6951 9.3673 9.8324 10.3498
2006 18.1717 18.6352 18.6226 18.8701 19.1016
2007 17.6795 17.7078 17.8141 17.5093 17.9446
2008 19.2332 19.0205 19.0926 18.4283 18.5035
2009 17.4466 17.2726 17.3895 17.3164 17.6293
2010 17.5257 17.9028 17.7751 18.1545 17.9632
2011 18.2296 18.3421 18.3073 18.7895 18.8055
2012 18.3066 18.1611 18.2961 17.9492 17.9202
2013 18.5475 18.4299 18.4021 18.9337 19.3202
2014 18.4461 17.7155 17.3232 16.6813 16.5063
2015 17.3287 18.2195 19.4484 20.9159 22.0615
2016 17.0745 14.0749 9.8830 5.2301 -0.2708
2017 18.4624 32.6681 49.3079 69.1274 93.7721
2018 283.9133 299.5630 328.8471 344.5254 368.6214
2019 559.1575 564.5684 581.3355 604.0027 621.8240
2020 NA NA NA NA NA
2021 NA NA NA NA NA
2022 NA NA NA NA NA
2023 NA NA NA NA NA
2024 NA NA NA NA NA
2025 NA NA NA NA NA
2026 NA NA NA NA NA
2027 NA NA NA NA NA
2028 NA NA NA NA NA
2029 NA NA NA NA NA
2030 NA NA NA NA NA
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