bcmonsell/airutilities: Support routines for fractional airline decomposition routines in the rjd3highfreq package

Utilities that support the use of the fractional airline decomposition routines from Demetra version 3 from the rjd3highfreq package, including routines to generate outlier and holiday regressors, assign outlier and calendar regression based factors to different components (as in X-13ARIMA-SEATS), summarize estimated model coefficients, and generate factor plots and boxplots by week. Note that for some routines, series are assumed to be formatted by the tis package, and were developed for use with weekly time series. Plotting routines for weekly series are included, with a high density plotting function for components. Routines have been added that use xts time series objects.

install.packages("remotes")
remotes::install_github("bcmonsell/airutilities")