tests/testthat/_snaps/twoStepsBenchmark.md
In arnaud-feldmann/disaggR: Two-Steps Benchmarks for Time Series Disaggregation
twoStepsBenchmark works
Code
print(twoStepsBenchmark(mensualts, trimts, include.differenciation = TRUE),
digits = 4L)
Output
Call:
twoStepsBenchmark(hfserie = mensualts, lfserie = trimts, include.differenciation = TRUE)
Coefficients:
constant hfserie
13.9409 -0.2365
Jan Feb Mar Apr May Jun Jul
2010 -13.22507 -11.71372 -10.72874 -9.11931
2011 -1.19387 0.08591 1.10796 2.61006 4.17807 5.52778 7.09374
2012 15.45056 16.54021 17.50542 18.65069 19.76940 21.15127 22.12815
Aug Sep Oct Nov Dec
2010 -7.82346 -6.91584 -5.46079 -4.03665 -2.57391
2011 8.43906 9.89280 11.72185 12.97733 14.35113
2012 23.08607 24.55395 26.06812
Code
print(bn, digits = 4L)
Output
Call:
twoStepsBenchmark(hfserie = mensualts, lfserie = trimts, include.differenciation = TRUE)
Coefficients:
constant hfserie
14.9712 -0.2195
Jan Feb Mar Apr May Jun Jul Aug
2010 -15.3353 -13.8946 -12.6423 -10.9727 -9.6793 -8.3340
2011 -1.3817 -0.0421 1.4238 2.8231 4.2877 5.7096 7.2125 8.3609
2012 15.7208 16.9586 18.3233 19.6048 20.8551 22.1830 24.0770 25.3054
Sep Oct Nov Dec
2010 -6.9794 -5.5980 -4.0170 -2.7573
2011 9.8370 11.2700 12.5310 14.0388
2012 26.6454
Code
print(twoStepsBenchmark(turnover, construction, include.differenciation = TRUE,
include.rho = TRUE), digits = 4L)
Output
Call:
twoStepsBenchmark(hfserie = turnover, lfserie = construction,
include.differenciation = TRUE, include.rho = TRUE)
Coefficients:
constant hfserie
-1.4628 0.1658
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2000 11.18 11.05 11.31 11.38 11.48 11.50 11.72 11.66 11.70 11.74 11.73 11.96
2001 11.89 12.04 11.99 11.92 11.98 11.96 11.76 12.12 11.81 12.15 12.10 12.18
2002 12.05 12.00 12.02 12.34 12.28 12.24 12.23 12.41 12.44 12.55 12.33 12.43
2003 12.54 12.73 12.75 12.78 12.62 12.93 12.99 13.24 13.18 13.33 13.34 13.47
2004 13.73 13.75 13.75 14.01 13.99 14.02 14.18 13.98 14.33 14.46 14.52 14.57
2005 14.53 14.59 14.68 14.83 14.83 14.93 15.25 15.34 15.50 15.48 15.86 15.57
2006 15.77 15.94 16.16 16.16 16.50 16.67 16.81 16.75 16.94 16.88 17.13 17.51
2007 17.62 17.79 17.87 17.76 18.19 18.17 18.12 18.12 18.22 18.35 18.07 18.42
2008 18.93 19.03 19.44 19.04 18.81 19.07 19.01 19.10 18.89 18.94 18.33 18.40
2009 18.05 17.97 17.87 17.86 17.61 17.62 17.66 17.47 17.31 17.41 17.34 17.62
2010 17.32 17.04 17.01 17.08 17.32 17.49 17.61 17.52 17.87 17.76 18.12 17.96
2011 18.05 18.08 18.22 18.27 18.42 18.27 18.74 18.25 18.35 18.31 18.76 18.76
2012 18.45 18.19 18.49 18.43 18.51 18.33 18.64 18.31 18.19 18.33 18.03 18.03
2013 18.34 18.08 17.68 18.33 18.31 18.17 18.44 18.54 18.36 18.26 18.67 18.93
2014 17.93 18.29 18.24 18.12 17.83 18.34 17.89 18.44 17.98 17.88 17.58 17.78
2015 17.53 17.48 17.45 17.37 17.04 17.46 17.36 17.27 17.25 17.38 17.56 17.35
2016 17.26 17.55 17.24 17.14 17.54 17.15 17.20 17.23 17.67 17.55 17.83 17.63
2017 17.77 17.98 18.43 17.63 18.76 19.03 18.60 18.34 18.54 18.56 18.72 19.25
2018 19.13 19.17 18.49 19.26 18.72 19.39 19.00 19.59 19.27 19.83 19.60 19.86
2019 19.86 20.12 20.59 20.59 20.57 20.04 20.06 21.21 20.63 20.48 20.53 20.42
2020 20.51 19.72 18.76 16.26 14.93
mts works
Code
print(bn, digits = 4L)
Output
Call:
twoStepsBenchmark(hfserie = ts(matrix(rnorm(900, 0, 100), ncol = 3),
start = c(2000, 1), freq = 12) %>% `colnames<-`(c("a", "b",
"c")), lfserie = construction)
Coefficients:
constant a b c
195.92267 -0.04149 0.04151 -0.03095
Jan Feb Mar Apr May Jun Jul Aug Sep
2000 8.9192 12.9307 8.8983 15.5714 12.4968 23.0869 9.6324 14.6192 9.1798
2001 15.2869 12.2074 27.8984 8.0689 13.7004 16.0877 7.6710 23.4964 2.4404
2002 29.7242 10.3385 13.0226 21.3500 12.4604 8.4857 15.1285 2.6048 1.9850
2003 9.2314 8.1953 8.8072 20.0896 21.3545 6.0228 18.4605 16.5264 10.4236
2004 6.6303 10.7262 24.4171 16.7715 13.1559 17.6766 14.1494 16.0598 15.5979
2005 13.5783 1.4121 14.0240 13.4653 23.5198 2.1607 15.5528 25.8701 16.5581
2006 14.5523 14.3711 22.8532 17.0330 18.8009 15.2492 13.5389 8.6861 23.4987
2007 16.6790 19.7514 18.5696 26.4854 18.2192 6.5756 6.7398 23.3637 28.2014
2008 17.8886 18.2244 15.1573 18.1028 20.3658 15.6009 20.0590 17.0378 17.7701
2009 4.0682 6.5682 18.2888 18.5963 28.9742 24.0960 24.5712 19.7457 29.5188
2010 21.2764 19.8412 18.5320 12.6482 28.7500 16.2672 23.0370 17.1961 7.6750
2011 17.5160 16.6008 15.4379 19.6419 29.7723 8.0067 7.4779 25.9538 20.2374
2012 20.6360 11.2410 12.4485 29.0450 27.8560 24.6755 16.7548 24.0305 14.5129
2013 10.5718 19.6843 15.3910 8.2383 22.3224 16.3074 27.7701 25.9731 17.8305
2014 14.1027 7.7773 21.0298 17.2646 28.1581 19.9824 5.9469 24.5598 24.0197
2015 19.1756 20.3459 12.0443 22.7867 7.0740 13.7778 15.3252 20.5808 22.5837
2016 18.9567 11.2893 15.1248 7.1197 17.8325 21.0814 12.9926 19.6656 26.5917
2017 19.1103 24.9788 15.1063 8.5717 11.5629 26.6717 10.9062 27.5308 23.7964
2018 25.6505 14.6281 21.7840 25.8935 21.4854 16.0307 28.0410 15.6196 9.6256
2019 18.1001 17.8531 16.5083 17.6731 18.6768 28.2575 12.1728 22.3719 23.4784
2020 19.9301 23.4059 20.7984 7.2617 14.5336 23.9072 16.7180 14.8701 4.7702
2021 15.6001 8.0088 18.2338 5.1724 18.8949 13.3511 19.4440 6.6494 27.3058
2022 13.4049 16.2957 13.2209 14.6113 22.3219 25.1938 16.5567 13.6968 7.3335
2023 21.4655 13.1182 17.9597 8.1936 21.0257 27.2335 23.2356 20.6971 32.0529
2024 12.4271 10.7532 13.3334 12.8643 22.8533 8.9542 17.1529 6.3620 17.4421
Oct Nov Dec
2000 2.0401 12.0718 8.9536
2001 -0.7203 -2.8681 20.6310
2002 8.3257 19.6154 4.2593
2003 16.7575 14.1957 5.8357
2004 17.5518 9.3944 7.1691
2005 13.9583 20.2058 21.0946
2006 15.2155 16.5008 18.9002
2007 14.8523 11.6105 25.6520
2008 15.7726 16.4578 34.5631
2009 13.0261 6.0398 18.3068
2010 13.8714 9.5713 21.4342
2011 17.9815 19.6468 22.2270
2012 14.5548 10.7432 13.4018
2013 23.1996 29.8782 2.9333
2014 15.3897 19.4165 18.6526
2015 22.1013 15.5900 17.1148
2016 27.1868 13.2451 17.9137
2017 15.8612 18.3514 19.1522
2018 18.9953 34.0821 -0.5359
2019 27.1089 15.4172 27.4819
2020 15.2378 20.1625 25.4526
2021 17.8276 19.0864 20.7509
2022 24.4147 19.2607 13.8316
2023 19.9212 18.2516 34.4469
2024 17.3337 14.2663 19.7291
reUseBenchmark works
Code
print(benchmark2, digits = 4L)
Output
Call:
reUseBenchmark(hfserie = adjusted_turnover, benchmark = benchmark1)
Coefficients:
constant hfserie LS2009
-0.86421 0.16072 -0.03049
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2006 15.80 15.95 16.18 16.19 16.52 16.65 16.81 16.71 16.96 16.87 17.11 17.45
2007 17.65 17.80 17.89 17.80 18.21 18.15 18.13 18.09 18.24 18.33 18.05 18.36
2008 18.93 19.01 19.42 19.05 18.82 19.04 19.01 19.06 18.92 18.94 18.36 18.42
2009 18.14 18.04 17.94 17.93 17.65 17.61 17.66 17.42 17.30 17.35 17.26 17.50
2010 17.30 17.02 17.02 17.11 17.34 17.48 17.62 17.50 17.90 17.76 18.11 17.92
2011 18.09 18.11 18.25 18.31 18.45 18.26 18.73 18.22 18.37 18.30 18.72 18.70
2012 18.48 18.20 18.51 18.46 18.53 18.31 18.63 18.27 18.21 18.32 18.01 17.98
2013 18.37 18.10 17.72 18.36 18.34 18.17 18.44 18.49 18.38 18.24 18.63 18.85
2014 17.97 18.30 18.27 18.16 17.87 18.32 17.90 18.39 18.00 17.86 17.56 17.72
2015 17.56 17.49 17.48 17.41 17.07 17.44 17.36 17.23 17.27 17.36 17.53 17.29
2016 17.29 17.56 17.27 17.18 17.56 17.14 17.21 17.20 17.68 17.53 17.80 17.58
2017 17.80 17.99 18.44 17.68 18.77 19.00 18.60 18.31 18.56 18.55 18.70 19.19
2018 19.16 19.18 18.53 19.29 18.76 19.37 19.01 19.54 19.29 19.80 19.57 19.80
2019 19.88 20.12 20.58 20.60 20.57 20.03 20.08 21.15 20.65 20.48 20.54 20.41
Code
print(benchmark3, digits = 4L)
Output
Call:
reUseBenchmark(hfserie = adjusted_turnover, benchmark = benchmark1,
reeval.smoothed.part = TRUE)
Coefficients:
constant hfserie LS2009
-0.86421 0.16072 -0.03049
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2006 15.84 15.98 16.20 16.20 16.52 16.65 16.80 16.69 16.94 16.85 17.09 17.44
2007 17.63 17.79 17.89 17.80 18.21 18.16 18.13 18.09 18.24 18.34 18.05 18.36
2008 18.94 19.02 19.43 19.05 18.82 19.04 19.01 19.06 18.92 18.94 18.36 18.42
2009 18.14 18.04 17.94 17.92 17.65 17.61 17.66 17.42 17.30 17.35 17.26 17.50
2010 17.30 17.02 17.02 17.11 17.34 17.48 17.62 17.50 17.90 17.76 18.11 17.92
2011 18.09 18.11 18.25 18.31 18.45 18.26 18.73 18.22 18.37 18.30 18.72 18.70
2012 18.48 18.20 18.51 18.46 18.53 18.31 18.63 18.27 18.21 18.32 18.01 17.98
2013 18.37 18.10 17.72 18.36 18.34 18.17 18.44 18.49 18.38 18.24 18.63 18.85
2014 17.97 18.30 18.27 18.16 17.87 18.32 17.90 18.39 18.00 17.86 17.56 17.72
2015 17.56 17.49 17.48 17.41 17.07 17.44 17.36 17.23 17.27 17.36 17.53 17.29
2016 17.29 17.56 17.27 17.18 17.56 17.14 17.21 17.20 17.68 17.53 17.80 17.59
2017 17.80 17.99 18.45 17.69 18.77 19.00 18.60 18.31 18.56 18.55 18.70 19.19
2018 19.15 19.18 18.53 19.28 18.75 19.37 19.01 19.55 19.29 19.80 19.57 19.81
2019 19.89 20.13 20.60 20.61 20.58 20.04 20.08 21.15 20.64 20.47 20.52 20.38
annualBenchmark
Code
print(annualBenchmark(turnover, construction, end.coeff.calc = 2018), digits = 4L)
Output
Call:
annualBenchmark(hfserie = turnover, lfserie = construction, end.coeff.calc = 2018)
Coefficients:
constant hfserie
41.6754 0.1437
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2000 11.19 11.08 11.31 11.38 11.48 11.50 11.70 11.65 11.70 11.73 11.74 11.94
2001 11.88 12.02 11.98 11.92 11.98 11.96 11.79 12.11 11.85 12.14 12.10 12.17
2002 12.06 12.01 12.03 12.32 12.27 12.24 12.23 12.39 12.43 12.53 12.35 12.44
2003 12.55 12.72 12.74 12.78 12.65 12.93 12.99 13.22 13.18 13.33 13.35 13.47
2004 13.71 13.75 13.76 13.99 13.99 14.03 14.17 14.02 14.33 14.45 14.52 14.57
2005 14.54 14.61 14.69 14.83 14.84 14.95 15.23 15.33 15.48 15.48 15.82 15.59
2006 15.78 15.95 16.16 16.17 16.49 16.65 16.79 16.75 16.94 16.90 17.14 17.48
2007 17.59 17.75 17.84 17.76 18.15 18.15 18.12 18.14 18.24 18.37 18.14 18.46
2008 18.92 19.02 19.39 19.05 18.85 19.07 19.02 19.09 18.89 18.92 18.38 18.42
2009 18.08 17.99 17.89 17.86 17.62 17.62 17.64 17.47 17.32 17.40 17.33 17.58
2010 17.32 17.07 17.05 17.12 17.32 17.48 17.59 17.52 17.84 17.76 18.08 17.95
2011 18.05 18.09 18.22 18.28 18.42 18.30 18.70 18.28 18.37 18.34 18.72 18.72
2012 18.45 18.21 18.47 18.41 18.48 18.32 18.59 18.30 18.20 18.33 18.06 18.06
2013 18.34 18.11 17.77 18.33 18.32 18.20 18.43 18.51 18.36 18.27 18.62 18.84
2014 17.98 18.28 18.24 18.13 17.87 18.31 17.91 18.38 17.97 17.88 17.60 17.77
2015 17.54 17.49 17.46 17.38 17.09 17.45 17.36 17.27 17.25 17.37 17.52 17.33
2016 17.25 17.51 17.24 17.16 17.51 17.18 17.22 17.26 17.65 17.55 17.82 17.65
2017 17.79 17.98 18.39 17.71 18.70 18.95 18.59 18.37 18.56 18.59 18.75 19.22
2018 19.12 19.17 18.59 19.26 18.80 19.38 19.04 19.56 19.28 19.76 19.55 19.78
2019 19.77 20.00 20.41 20.43 20.44 20.02 20.08 21.13 20.69 20.63 20.76 20.75
2020 20.93 20.33 19.58 17.48 16.39 NA NA NA NA NA NA NA
2021 NA NA NA NA NA NA NA NA NA NA NA NA
arnaud-feldmann/disaggR documentation built on July 21, 2024, 8:15 a.m.
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twoStepsBenchmark works
Code
print(twoStepsBenchmark(mensualts, trimts, include.differenciation = TRUE),
digits = 4L)
Output
Call:
twoStepsBenchmark(hfserie = mensualts, lfserie = trimts, include.differenciation = TRUE)
Coefficients:
constant hfserie
13.9409 -0.2365
Jan Feb Mar Apr May Jun Jul
2010 -13.22507 -11.71372 -10.72874 -9.11931
2011 -1.19387 0.08591 1.10796 2.61006 4.17807 5.52778 7.09374
2012 15.45056 16.54021 17.50542 18.65069 19.76940 21.15127 22.12815
Aug Sep Oct Nov Dec
2010 -7.82346 -6.91584 -5.46079 -4.03665 -2.57391
2011 8.43906 9.89280 11.72185 12.97733 14.35113
2012 23.08607 24.55395 26.06812
Code
print(bn, digits = 4L)
Output
Call:
twoStepsBenchmark(hfserie = mensualts, lfserie = trimts, include.differenciation = TRUE)
Coefficients:
constant hfserie
14.9712 -0.2195
Jan Feb Mar Apr May Jun Jul Aug
2010 -15.3353 -13.8946 -12.6423 -10.9727 -9.6793 -8.3340
2011 -1.3817 -0.0421 1.4238 2.8231 4.2877 5.7096 7.2125 8.3609
2012 15.7208 16.9586 18.3233 19.6048 20.8551 22.1830 24.0770 25.3054
Sep Oct Nov Dec
2010 -6.9794 -5.5980 -4.0170 -2.7573
2011 9.8370 11.2700 12.5310 14.0388
2012 26.6454
Code
print(twoStepsBenchmark(turnover, construction, include.differenciation = TRUE,
include.rho = TRUE), digits = 4L)
Output
Call:
twoStepsBenchmark(hfserie = turnover, lfserie = construction,
include.differenciation = TRUE, include.rho = TRUE)
Coefficients:
constant hfserie
-1.4628 0.1658
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2000 11.18 11.05 11.31 11.38 11.48 11.50 11.72 11.66 11.70 11.74 11.73 11.96
2001 11.89 12.04 11.99 11.92 11.98 11.96 11.76 12.12 11.81 12.15 12.10 12.18
2002 12.05 12.00 12.02 12.34 12.28 12.24 12.23 12.41 12.44 12.55 12.33 12.43
2003 12.54 12.73 12.75 12.78 12.62 12.93 12.99 13.24 13.18 13.33 13.34 13.47
2004 13.73 13.75 13.75 14.01 13.99 14.02 14.18 13.98 14.33 14.46 14.52 14.57
2005 14.53 14.59 14.68 14.83 14.83 14.93 15.25 15.34 15.50 15.48 15.86 15.57
2006 15.77 15.94 16.16 16.16 16.50 16.67 16.81 16.75 16.94 16.88 17.13 17.51
2007 17.62 17.79 17.87 17.76 18.19 18.17 18.12 18.12 18.22 18.35 18.07 18.42
2008 18.93 19.03 19.44 19.04 18.81 19.07 19.01 19.10 18.89 18.94 18.33 18.40
2009 18.05 17.97 17.87 17.86 17.61 17.62 17.66 17.47 17.31 17.41 17.34 17.62
2010 17.32 17.04 17.01 17.08 17.32 17.49 17.61 17.52 17.87 17.76 18.12 17.96
2011 18.05 18.08 18.22 18.27 18.42 18.27 18.74 18.25 18.35 18.31 18.76 18.76
2012 18.45 18.19 18.49 18.43 18.51 18.33 18.64 18.31 18.19 18.33 18.03 18.03
2013 18.34 18.08 17.68 18.33 18.31 18.17 18.44 18.54 18.36 18.26 18.67 18.93
2014 17.93 18.29 18.24 18.12 17.83 18.34 17.89 18.44 17.98 17.88 17.58 17.78
2015 17.53 17.48 17.45 17.37 17.04 17.46 17.36 17.27 17.25 17.38 17.56 17.35
2016 17.26 17.55 17.24 17.14 17.54 17.15 17.20 17.23 17.67 17.55 17.83 17.63
2017 17.77 17.98 18.43 17.63 18.76 19.03 18.60 18.34 18.54 18.56 18.72 19.25
2018 19.13 19.17 18.49 19.26 18.72 19.39 19.00 19.59 19.27 19.83 19.60 19.86
2019 19.86 20.12 20.59 20.59 20.57 20.04 20.06 21.21 20.63 20.48 20.53 20.42
2020 20.51 19.72 18.76 16.26 14.93
mts works
Code
print(bn, digits = 4L)
Output
Call:
twoStepsBenchmark(hfserie = ts(matrix(rnorm(900, 0, 100), ncol = 3),
start = c(2000, 1), freq = 12) %>% `colnames<-`(c("a", "b",
"c")), lfserie = construction)
Coefficients:
constant a b c
195.92267 -0.04149 0.04151 -0.03095
Jan Feb Mar Apr May Jun Jul Aug Sep
2000 8.9192 12.9307 8.8983 15.5714 12.4968 23.0869 9.6324 14.6192 9.1798
2001 15.2869 12.2074 27.8984 8.0689 13.7004 16.0877 7.6710 23.4964 2.4404
2002 29.7242 10.3385 13.0226 21.3500 12.4604 8.4857 15.1285 2.6048 1.9850
2003 9.2314 8.1953 8.8072 20.0896 21.3545 6.0228 18.4605 16.5264 10.4236
2004 6.6303 10.7262 24.4171 16.7715 13.1559 17.6766 14.1494 16.0598 15.5979
2005 13.5783 1.4121 14.0240 13.4653 23.5198 2.1607 15.5528 25.8701 16.5581
2006 14.5523 14.3711 22.8532 17.0330 18.8009 15.2492 13.5389 8.6861 23.4987
2007 16.6790 19.7514 18.5696 26.4854 18.2192 6.5756 6.7398 23.3637 28.2014
2008 17.8886 18.2244 15.1573 18.1028 20.3658 15.6009 20.0590 17.0378 17.7701
2009 4.0682 6.5682 18.2888 18.5963 28.9742 24.0960 24.5712 19.7457 29.5188
2010 21.2764 19.8412 18.5320 12.6482 28.7500 16.2672 23.0370 17.1961 7.6750
2011 17.5160 16.6008 15.4379 19.6419 29.7723 8.0067 7.4779 25.9538 20.2374
2012 20.6360 11.2410 12.4485 29.0450 27.8560 24.6755 16.7548 24.0305 14.5129
2013 10.5718 19.6843 15.3910 8.2383 22.3224 16.3074 27.7701 25.9731 17.8305
2014 14.1027 7.7773 21.0298 17.2646 28.1581 19.9824 5.9469 24.5598 24.0197
2015 19.1756 20.3459 12.0443 22.7867 7.0740 13.7778 15.3252 20.5808 22.5837
2016 18.9567 11.2893 15.1248 7.1197 17.8325 21.0814 12.9926 19.6656 26.5917
2017 19.1103 24.9788 15.1063 8.5717 11.5629 26.6717 10.9062 27.5308 23.7964
2018 25.6505 14.6281 21.7840 25.8935 21.4854 16.0307 28.0410 15.6196 9.6256
2019 18.1001 17.8531 16.5083 17.6731 18.6768 28.2575 12.1728 22.3719 23.4784
2020 19.9301 23.4059 20.7984 7.2617 14.5336 23.9072 16.7180 14.8701 4.7702
2021 15.6001 8.0088 18.2338 5.1724 18.8949 13.3511 19.4440 6.6494 27.3058
2022 13.4049 16.2957 13.2209 14.6113 22.3219 25.1938 16.5567 13.6968 7.3335
2023 21.4655 13.1182 17.9597 8.1936 21.0257 27.2335 23.2356 20.6971 32.0529
2024 12.4271 10.7532 13.3334 12.8643 22.8533 8.9542 17.1529 6.3620 17.4421
Oct Nov Dec
2000 2.0401 12.0718 8.9536
2001 -0.7203 -2.8681 20.6310
2002 8.3257 19.6154 4.2593
2003 16.7575 14.1957 5.8357
2004 17.5518 9.3944 7.1691
2005 13.9583 20.2058 21.0946
2006 15.2155 16.5008 18.9002
2007 14.8523 11.6105 25.6520
2008 15.7726 16.4578 34.5631
2009 13.0261 6.0398 18.3068
2010 13.8714 9.5713 21.4342
2011 17.9815 19.6468 22.2270
2012 14.5548 10.7432 13.4018
2013 23.1996 29.8782 2.9333
2014 15.3897 19.4165 18.6526
2015 22.1013 15.5900 17.1148
2016 27.1868 13.2451 17.9137
2017 15.8612 18.3514 19.1522
2018 18.9953 34.0821 -0.5359
2019 27.1089 15.4172 27.4819
2020 15.2378 20.1625 25.4526
2021 17.8276 19.0864 20.7509
2022 24.4147 19.2607 13.8316
2023 19.9212 18.2516 34.4469
2024 17.3337 14.2663 19.7291
reUseBenchmark works
Code
print(benchmark2, digits = 4L)
Output
Call:
reUseBenchmark(hfserie = adjusted_turnover, benchmark = benchmark1)
Coefficients:
constant hfserie LS2009
-0.86421 0.16072 -0.03049
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2006 15.80 15.95 16.18 16.19 16.52 16.65 16.81 16.71 16.96 16.87 17.11 17.45
2007 17.65 17.80 17.89 17.80 18.21 18.15 18.13 18.09 18.24 18.33 18.05 18.36
2008 18.93 19.01 19.42 19.05 18.82 19.04 19.01 19.06 18.92 18.94 18.36 18.42
2009 18.14 18.04 17.94 17.93 17.65 17.61 17.66 17.42 17.30 17.35 17.26 17.50
2010 17.30 17.02 17.02 17.11 17.34 17.48 17.62 17.50 17.90 17.76 18.11 17.92
2011 18.09 18.11 18.25 18.31 18.45 18.26 18.73 18.22 18.37 18.30 18.72 18.70
2012 18.48 18.20 18.51 18.46 18.53 18.31 18.63 18.27 18.21 18.32 18.01 17.98
2013 18.37 18.10 17.72 18.36 18.34 18.17 18.44 18.49 18.38 18.24 18.63 18.85
2014 17.97 18.30 18.27 18.16 17.87 18.32 17.90 18.39 18.00 17.86 17.56 17.72
2015 17.56 17.49 17.48 17.41 17.07 17.44 17.36 17.23 17.27 17.36 17.53 17.29
2016 17.29 17.56 17.27 17.18 17.56 17.14 17.21 17.20 17.68 17.53 17.80 17.58
2017 17.80 17.99 18.44 17.68 18.77 19.00 18.60 18.31 18.56 18.55 18.70 19.19
2018 19.16 19.18 18.53 19.29 18.76 19.37 19.01 19.54 19.29 19.80 19.57 19.80
2019 19.88 20.12 20.58 20.60 20.57 20.03 20.08 21.15 20.65 20.48 20.54 20.41
Code
print(benchmark3, digits = 4L)
Output
Call:
reUseBenchmark(hfserie = adjusted_turnover, benchmark = benchmark1,
reeval.smoothed.part = TRUE)
Coefficients:
constant hfserie LS2009
-0.86421 0.16072 -0.03049
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2006 15.84 15.98 16.20 16.20 16.52 16.65 16.80 16.69 16.94 16.85 17.09 17.44
2007 17.63 17.79 17.89 17.80 18.21 18.16 18.13 18.09 18.24 18.34 18.05 18.36
2008 18.94 19.02 19.43 19.05 18.82 19.04 19.01 19.06 18.92 18.94 18.36 18.42
2009 18.14 18.04 17.94 17.92 17.65 17.61 17.66 17.42 17.30 17.35 17.26 17.50
2010 17.30 17.02 17.02 17.11 17.34 17.48 17.62 17.50 17.90 17.76 18.11 17.92
2011 18.09 18.11 18.25 18.31 18.45 18.26 18.73 18.22 18.37 18.30 18.72 18.70
2012 18.48 18.20 18.51 18.46 18.53 18.31 18.63 18.27 18.21 18.32 18.01 17.98
2013 18.37 18.10 17.72 18.36 18.34 18.17 18.44 18.49 18.38 18.24 18.63 18.85
2014 17.97 18.30 18.27 18.16 17.87 18.32 17.90 18.39 18.00 17.86 17.56 17.72
2015 17.56 17.49 17.48 17.41 17.07 17.44 17.36 17.23 17.27 17.36 17.53 17.29
2016 17.29 17.56 17.27 17.18 17.56 17.14 17.21 17.20 17.68 17.53 17.80 17.59
2017 17.80 17.99 18.45 17.69 18.77 19.00 18.60 18.31 18.56 18.55 18.70 19.19
2018 19.15 19.18 18.53 19.28 18.75 19.37 19.01 19.55 19.29 19.80 19.57 19.81
2019 19.89 20.13 20.60 20.61 20.58 20.04 20.08 21.15 20.64 20.47 20.52 20.38
annualBenchmark
Code
print(annualBenchmark(turnover, construction, end.coeff.calc = 2018), digits = 4L)
Output
Call:
annualBenchmark(hfserie = turnover, lfserie = construction, end.coeff.calc = 2018)
Coefficients:
constant hfserie
41.6754 0.1437
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2000 11.19 11.08 11.31 11.38 11.48 11.50 11.70 11.65 11.70 11.73 11.74 11.94
2001 11.88 12.02 11.98 11.92 11.98 11.96 11.79 12.11 11.85 12.14 12.10 12.17
2002 12.06 12.01 12.03 12.32 12.27 12.24 12.23 12.39 12.43 12.53 12.35 12.44
2003 12.55 12.72 12.74 12.78 12.65 12.93 12.99 13.22 13.18 13.33 13.35 13.47
2004 13.71 13.75 13.76 13.99 13.99 14.03 14.17 14.02 14.33 14.45 14.52 14.57
2005 14.54 14.61 14.69 14.83 14.84 14.95 15.23 15.33 15.48 15.48 15.82 15.59
2006 15.78 15.95 16.16 16.17 16.49 16.65 16.79 16.75 16.94 16.90 17.14 17.48
2007 17.59 17.75 17.84 17.76 18.15 18.15 18.12 18.14 18.24 18.37 18.14 18.46
2008 18.92 19.02 19.39 19.05 18.85 19.07 19.02 19.09 18.89 18.92 18.38 18.42
2009 18.08 17.99 17.89 17.86 17.62 17.62 17.64 17.47 17.32 17.40 17.33 17.58
2010 17.32 17.07 17.05 17.12 17.32 17.48 17.59 17.52 17.84 17.76 18.08 17.95
2011 18.05 18.09 18.22 18.28 18.42 18.30 18.70 18.28 18.37 18.34 18.72 18.72
2012 18.45 18.21 18.47 18.41 18.48 18.32 18.59 18.30 18.20 18.33 18.06 18.06
2013 18.34 18.11 17.77 18.33 18.32 18.20 18.43 18.51 18.36 18.27 18.62 18.84
2014 17.98 18.28 18.24 18.13 17.87 18.31 17.91 18.38 17.97 17.88 17.60 17.77
2015 17.54 17.49 17.46 17.38 17.09 17.45 17.36 17.27 17.25 17.37 17.52 17.33
2016 17.25 17.51 17.24 17.16 17.51 17.18 17.22 17.26 17.65 17.55 17.82 17.65
2017 17.79 17.98 18.39 17.71 18.70 18.95 18.59 18.37 18.56 18.59 18.75 19.22
2018 19.12 19.17 18.59 19.26 18.80 19.38 19.04 19.56 19.28 19.76 19.55 19.78
2019 19.77 20.00 20.41 20.43 20.44 20.02 20.08 21.13 20.69 20.63 20.76 20.75
2020 20.93 20.33 19.58 17.48 16.39 NA NA NA NA NA NA NA
2021 NA NA NA NA NA NA NA NA NA NA NA NA
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