R/arima.h.R
In hyunsooseol/snowCluster: Multivariate Analysis
Defines functions
arima
Documented in
arima
# This file is automatically generated, you probably don't want to edit this
arimaOptions <- if (requireNamespace("jmvcore", quietly=TRUE)) R6::R6Class(
"arimaOptions",
inherit = jmvcore::Options,
public = list(
initialize = function(
mode = "simple",
dep = NULL,
dep1 = NULL,
time1 = NULL,
freq = 12,
pred = 10,
plot = FALSE,
box = FALSE,
plot1 = FALSE,
plot2 = FALSE,
plot3 = FALSE,
coef = FALSE,
fit = FALSE,
point = FALSE,
plot4 = FALSE,
plot5 = FALSE,
plot6 = FALSE,
periods = 365,
unit = "day",
width1 = 500,
height1 = 500,
width2 = 500,
height2 = 500,
width3 = 500,
height3 = 500,
width4 = 500,
height4 = 500,
width5 = 500,
height5 = 500,
width6 = 500,
height6 = 500,
width7 = 500,
height7 = 500,
width8 = 500,
height8 = 500, ...) {
super$initialize(
package="snowCluster",
name="arima",
requiresData=TRUE,
...)
private$..mode <- jmvcore::OptionList$new(
"mode",
mode,
options=list(
"simple",
"complex"),
default="simple")
private$..dep <- jmvcore::OptionVariable$new(
"dep",
dep,
suggested=list(
"continuous"),
permitted=list(
"numeric"))
private$..dep1 <- jmvcore::OptionVariable$new(
"dep1",
dep1,
suggested=list(
"continuous"),
permitted=list(
"numeric"))
private$..time1 <- jmvcore::OptionVariables$new(
"time1",
time1,
rejectUnusedLevels=TRUE,
suggested=list(
"nominal"),
default=NULL)
private$..freq <- jmvcore::OptionInteger$new(
"freq",
freq,
min=1,
default=12)
private$..pred <- jmvcore::OptionInteger$new(
"pred",
pred,
min=1,
default=10)
private$..plot <- jmvcore::OptionBool$new(
"plot",
plot,
default=FALSE)
private$..box <- jmvcore::OptionBool$new(
"box",
box,
default=FALSE)
private$..plot1 <- jmvcore::OptionBool$new(
"plot1",
plot1,
default=FALSE)
private$..plot2 <- jmvcore::OptionBool$new(
"plot2",
plot2,
default=FALSE)
private$..plot3 <- jmvcore::OptionBool$new(
"plot3",
plot3,
default=FALSE)
private$..coef <- jmvcore::OptionBool$new(
"coef",
coef,
default=FALSE)
private$..fit <- jmvcore::OptionBool$new(
"fit",
fit,
default=FALSE)
private$..point <- jmvcore::OptionBool$new(
"point",
point,
default=FALSE)
private$..plot4 <- jmvcore::OptionBool$new(
"plot4",
plot4,
default=FALSE)
private$..plot5 <- jmvcore::OptionBool$new(
"plot5",
plot5,
default=FALSE)
private$..plot6 <- jmvcore::OptionBool$new(
"plot6",
plot6,
default=FALSE)
private$..periods <- jmvcore::OptionInteger$new(
"periods",
periods,
min=1,
default=365)
private$..unit <- jmvcore::OptionList$new(
"unit",
unit,
options=list(
"hour",
"day",
"week",
"month",
"quarter",
"year"),
default="day")
private$..width1 <- jmvcore::OptionInteger$new(
"width1",
width1,
default=500)
private$..height1 <- jmvcore::OptionInteger$new(
"height1",
height1,
default=500)
private$..width2 <- jmvcore::OptionInteger$new(
"width2",
width2,
default=500)
private$..height2 <- jmvcore::OptionInteger$new(
"height2",
height2,
default=500)
private$..width3 <- jmvcore::OptionInteger$new(
"width3",
width3,
default=500)
private$..height3 <- jmvcore::OptionInteger$new(
"height3",
height3,
default=500)
private$..width4 <- jmvcore::OptionInteger$new(
"width4",
width4,
default=500)
private$..height4 <- jmvcore::OptionInteger$new(
"height4",
height4,
default=500)
private$..width5 <- jmvcore::OptionInteger$new(
"width5",
width5,
default=500)
private$..height5 <- jmvcore::OptionInteger$new(
"height5",
height5,
default=500)
private$..width6 <- jmvcore::OptionInteger$new(
"width6",
width6,
default=500)
private$..height6 <- jmvcore::OptionInteger$new(
"height6",
height6,
default=500)
private$..width7 <- jmvcore::OptionInteger$new(
"width7",
width7,
default=500)
private$..height7 <- jmvcore::OptionInteger$new(
"height7",
height7,
default=500)
private$..width8 <- jmvcore::OptionInteger$new(
"width8",
width8,
default=500)
private$..height8 <- jmvcore::OptionInteger$new(
"height8",
height8,
default=500)
self$.addOption(private$..mode)
self$.addOption(private$..dep)
self$.addOption(private$..dep1)
self$.addOption(private$..time1)
self$.addOption(private$..freq)
self$.addOption(private$..pred)
self$.addOption(private$..plot)
self$.addOption(private$..box)
self$.addOption(private$..plot1)
self$.addOption(private$..plot2)
self$.addOption(private$..plot3)
self$.addOption(private$..coef)
self$.addOption(private$..fit)
self$.addOption(private$..point)
self$.addOption(private$..plot4)
self$.addOption(private$..plot5)
self$.addOption(private$..plot6)
self$.addOption(private$..periods)
self$.addOption(private$..unit)
self$.addOption(private$..width1)
self$.addOption(private$..height1)
self$.addOption(private$..width2)
self$.addOption(private$..height2)
self$.addOption(private$..width3)
self$.addOption(private$..height3)
self$.addOption(private$..width4)
self$.addOption(private$..height4)
self$.addOption(private$..width5)
self$.addOption(private$..height5)
self$.addOption(private$..width6)
self$.addOption(private$..height6)
self$.addOption(private$..width7)
self$.addOption(private$..height7)
self$.addOption(private$..width8)
self$.addOption(private$..height8)
}),
active = list(
mode = function() private$..mode$value,
dep = function() private$..dep$value,
dep1 = function() private$..dep1$value,
time1 = function() private$..time1$value,
freq = function() private$..freq$value,
pred = function() private$..pred$value,
plot = function() private$..plot$value,
box = function() private$..box$value,
plot1 = function() private$..plot1$value,
plot2 = function() private$..plot2$value,
plot3 = function() private$..plot3$value,
coef = function() private$..coef$value,
fit = function() private$..fit$value,
point = function() private$..point$value,
plot4 = function() private$..plot4$value,
plot5 = function() private$..plot5$value,
plot6 = function() private$..plot6$value,
periods = function() private$..periods$value,
unit = function() private$..unit$value,
width1 = function() private$..width1$value,
height1 = function() private$..height1$value,
width2 = function() private$..width2$value,
height2 = function() private$..height2$value,
width3 = function() private$..width3$value,
height3 = function() private$..height3$value,
width4 = function() private$..width4$value,
height4 = function() private$..height4$value,
width5 = function() private$..width5$value,
height5 = function() private$..height5$value,
width6 = function() private$..width6$value,
height6 = function() private$..height6$value,
width7 = function() private$..width7$value,
height7 = function() private$..height7$value,
width8 = function() private$..width8$value,
height8 = function() private$..height8$value),
private = list(
..mode = NA,
..dep = NA,
..dep1 = NA,
..time1 = NA,
..freq = NA,
..pred = NA,
..plot = NA,
..box = NA,
..plot1 = NA,
..plot2 = NA,
..plot3 = NA,
..coef = NA,
..fit = NA,
..point = NA,
..plot4 = NA,
..plot5 = NA,
..plot6 = NA,
..periods = NA,
..unit = NA,
..width1 = NA,
..height1 = NA,
..width2 = NA,
..height2 = NA,
..width3 = NA,
..height3 = NA,
..width4 = NA,
..height4 = NA,
..width5 = NA,
..height5 = NA,
..width6 = NA,
..height6 = NA,
..width7 = NA,
..height7 = NA,
..width8 = NA,
..height8 = NA)
)
arimaResults <- if (requireNamespace("jmvcore", quietly=TRUE)) R6::R6Class(
"arimaResults",
inherit = jmvcore::Group,
active = list(
instructions = function() private$.items[["instructions"]],
text = function() private$.items[["text"]],
coef = function() private$.items[["coef"]],
fit = function() private$.items[["fit"]],
point = function() private$.items[["point"]],
plot = function() private$.items[["plot"]],
box = function() private$.items[["box"]],
plot1 = function() private$.items[["plot1"]],
plot2 = function() private$.items[["plot2"]],
plot3 = function() private$.items[["plot3"]],
plot4 = function() private$.items[["plot4"]],
plot5 = function() private$.items[["plot5"]],
plot6 = function() private$.items[["plot6"]]),
private = list(),
public=list(
initialize=function(options) {
super$initialize(
options=options,
name="",
title="Univariate time series",
refs="snowCluster")
self$add(jmvcore::Html$new(
options=options,
name="instructions",
title="Instructions",
visible=TRUE))
self$add(jmvcore::Preformatted$new(
options=options,
name="text",
title=""))
self$add(jmvcore::Table$new(
options=options,
name="coef",
title="Model coefficients",
visible="(coef)",
clearWith=list(
"dep",
"freq",
"pred"),
columns=list(
list(
`name`="name",
`title`="",
`type`="text",
`content`="($key)"),
list(
`name`="co",
`title`="Estimate",
`type`="number"),
list(
`name`="se",
`title`="SE",
`type`="number"))))
self$add(jmvcore::Table$new(
options=options,
name="fit",
title="Model fit",
visible="(fit)",
clearWith=list(
"dep",
"freq",
"pred"),
columns=list(
list(
`name`="name",
`title`="Fit Measures",
`type`="text",
`content`="($key)"),
list(
`name`="value",
`title`="Value"))))
self$add(jmvcore::Table$new(
options=options,
name="point",
title="Prediction intervals",
visible="(point)",
refs="forecast",
clearWith=list(
"dep",
"freq",
"pred"),
columns=list(
list(
`name`="name",
`title`="",
`type`="text",
`content`="($key)"),
list(
`name`="po",
`title`="Point forecast",
`type`="number"),
list(
`name`="lower",
`title`="Lower",
`type`="number",
`superTitle`="95% CI"),
list(
`name`="upper",
`title`="Upper",
`type`="number",
`superTitle`="95% CI"))))
self$add(jmvcore::Image$new(
options=options,
name="plot",
title="Decomposition",
visible="(plot)",
renderFun=".plot",
clearWith=list(
"dep",
"freq",
"pred",
"width7",
"height7")))
self$add(jmvcore::Image$new(
options=options,
name="box",
title="Box plot",
requiresData=TRUE,
visible="(box)",
renderFun=".box",
clearWith=list(
"dep",
"freq",
"pred",
"width8",
"height8")))
self$add(jmvcore::Image$new(
options=options,
name="plot1",
title="Automatic ARIMA forecasts",
visible="(plot1)",
width=500,
height=500,
renderFun=".plot1",
clearWith=list(
"dep",
"freq",
"pred",
"width1",
"height1")))
self$add(jmvcore::Image$new(
options=options,
name="plot2",
title="Residual plot",
visible="(plot2)",
renderFun=".plot2",
clearWith=list(
"dep",
"freq",
"pred",
"width2",
"height2")))
self$add(jmvcore::Image$new(
options=options,
name="plot3",
title="Prediction",
visible="(plot3)",
refs="forecast",
renderFun=".plot3",
clearWith=list(
"dep",
"freq",
"pred",
"width3",
"height3")))
self$add(jmvcore::Image$new(
options=options,
name="plot4",
title="Forcast for Prophet",
visible="(plot4)",
refs="prophet",
renderFun=".plot4",
clearWith=list(
"dep1",
"time1",
"period",
"unit",
"width4",
"height4")))
self$add(jmvcore::Image$new(
options=options,
name="plot5",
title="Model components for Prophet",
visible="(plot5)",
refs="prophet",
renderFun=".plot5",
clearWith=list(
"dep1",
"time1",
"period",
"unit",
"width5",
"height5")))
self$add(jmvcore::Image$new(
options=options,
name="plot6",
title="Actual vs. Forecasted Values for Variable y for Prophet",
visible="(plot6)",
refs="prophet",
renderFun=".plot6",
clearWith=list(
"dep1",
"time1",
"period",
"unit",
"width6",
"height6")))}))
arimaBase <- if (requireNamespace("jmvcore", quietly=TRUE)) R6::R6Class(
"arimaBase",
inherit = jmvcore::Analysis,
public = list(
initialize = function(options, data=NULL, datasetId="", analysisId="", revision=0) {
super$initialize(
package = "snowCluster",
name = "arima",
version = c(1,0,0),
options = options,
results = arimaResults$new(options=options),
data = data,
datasetId = datasetId,
analysisId = analysisId,
revision = revision,
pause = NULL,
completeWhenFilled = FALSE,
requiresMissings = FALSE,
weightsSupport = 'auto')
}))
#' Univariate time series
#'
#'
#' @param data timeseries data format
#' @param mode .
#' @param dep the dependent variable from \code{data}, variable must be
#' numeric
#' @param dep1 the dependent variable from \code{data}, variable must be
#' numeric
#' @param time1 ts type called 'ds'
#' @param freq .
#' @param pred .
#' @param plot .
#' @param box .
#' @param plot1 .
#' @param plot2 .
#' @param plot3 .
#' @param coef .
#' @param fit .
#' @param point .
#' @param plot4 .
#' @param plot5 .
#' @param plot6 .
#' @param periods .
#' @param unit .
#' @param width1 .
#' @param height1 .
#' @param width2 .
#' @param height2 .
#' @param width3 .
#' @param height3 .
#' @param width4 .
#' @param height4 .
#' @param width5 .
#' @param height5 .
#' @param width6 .
#' @param height6 .
#' @param width7 .
#' @param height7 .
#' @param width8 .
#' @param height8 .
#' @return A results object containing:
#' \tabular{llllll}{
#' \code{results$instructions} \tab \tab \tab \tab \tab a html \cr
#' \code{results$text} \tab \tab \tab \tab \tab a preformatted \cr
#' \code{results$coef} \tab \tab \tab \tab \tab a table \cr
#' \code{results$fit} \tab \tab \tab \tab \tab a table \cr
#' \code{results$point} \tab \tab \tab \tab \tab a table \cr
#' \code{results$plot} \tab \tab \tab \tab \tab an image \cr
#' \code{results$box} \tab \tab \tab \tab \tab an image \cr
#' \code{results$plot1} \tab \tab \tab \tab \tab an image \cr
#' \code{results$plot2} \tab \tab \tab \tab \tab an image \cr
#' \code{results$plot3} \tab \tab \tab \tab \tab an image \cr
#' \code{results$plot4} \tab \tab \tab \tab \tab an image \cr
#' \code{results$plot5} \tab \tab \tab \tab \tab an image \cr
#' \code{results$plot6} \tab \tab \tab \tab \tab an image \cr
#' }
#'
#' Tables can be converted to data frames with \code{asDF} or \code{\link{as.data.frame}}. For example:
#'
#' \code{results$coef$asDF}
#'
#' \code{as.data.frame(results$coef)}
#'
#' @export
arima <- function(
data,
mode = "simple",
dep,
dep1,
time1 = NULL,
freq = 12,
pred = 10,
plot = FALSE,
box = FALSE,
plot1 = FALSE,
plot2 = FALSE,
plot3 = FALSE,
coef = FALSE,
fit = FALSE,
point = FALSE,
plot4 = FALSE,
plot5 = FALSE,
plot6 = FALSE,
periods = 365,
unit = "day",
width1 = 500,
height1 = 500,
width2 = 500,
height2 = 500,
width3 = 500,
height3 = 500,
width4 = 500,
height4 = 500,
width5 = 500,
height5 = 500,
width6 = 500,
height6 = 500,
width7 = 500,
height7 = 500,
width8 = 500,
height8 = 500) {
if ( ! requireNamespace("jmvcore", quietly=TRUE))
stop("arima requires jmvcore to be installed (restart may be required)")
if ( ! missing(dep)) dep <- jmvcore::resolveQuo(jmvcore::enquo(dep))
if ( ! missing(dep1)) dep1 <- jmvcore::resolveQuo(jmvcore::enquo(dep1))
if ( ! missing(time1)) time1 <- jmvcore::resolveQuo(jmvcore::enquo(time1))
if (missing(data))
data <- jmvcore::marshalData(
parent.frame(),
`if`( ! missing(dep), dep, NULL),
`if`( ! missing(dep1), dep1, NULL),
`if`( ! missing(time1), time1, NULL))
options <- arimaOptions$new(
mode = mode,
dep = dep,
dep1 = dep1,
time1 = time1,
freq = freq,
pred = pred,
plot = plot,
box = box,
plot1 = plot1,
plot2 = plot2,
plot3 = plot3,
coef = coef,
fit = fit,
point = point,
plot4 = plot4,
plot5 = plot5,
plot6 = plot6,
periods = periods,
unit = unit,
width1 = width1,
height1 = height1,
width2 = width2,
height2 = height2,
width3 = width3,
height3 = height3,
width4 = width4,
height4 = height4,
width5 = width5,
height5 = height5,
width6 = width6,
height6 = height6,
width7 = width7,
height7 = height7,
width8 = width8,
height8 = height8)
analysis <- arimaClass$new(
options = options,
data = data)
analysis$run()
analysis$results
}
hyunsooseol/snowCluster documentation built on April 5, 2025, 2:06 a.m.
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Defines functions arima
Documented in arima
# This file is automatically generated, you probably don't want to edit this
arimaOptions <- if (requireNamespace("jmvcore", quietly=TRUE)) R6::R6Class(
"arimaOptions",
inherit = jmvcore::Options,
public = list(
initialize = function(
mode = "simple",
dep = NULL,
dep1 = NULL,
time1 = NULL,
freq = 12,
pred = 10,
plot = FALSE,
box = FALSE,
plot1 = FALSE,
plot2 = FALSE,
plot3 = FALSE,
coef = FALSE,
fit = FALSE,
point = FALSE,
plot4 = FALSE,
plot5 = FALSE,
plot6 = FALSE,
periods = 365,
unit = "day",
width1 = 500,
height1 = 500,
width2 = 500,
height2 = 500,
width3 = 500,
height3 = 500,
width4 = 500,
height4 = 500,
width5 = 500,
height5 = 500,
width6 = 500,
height6 = 500,
width7 = 500,
height7 = 500,
width8 = 500,
height8 = 500, ...) {
super$initialize(
package="snowCluster",
name="arima",
requiresData=TRUE,
...)
private$..mode <- jmvcore::OptionList$new(
"mode",
mode,
options=list(
"simple",
"complex"),
default="simple")
private$..dep <- jmvcore::OptionVariable$new(
"dep",
dep,
suggested=list(
"continuous"),
permitted=list(
"numeric"))
private$..dep1 <- jmvcore::OptionVariable$new(
"dep1",
dep1,
suggested=list(
"continuous"),
permitted=list(
"numeric"))
private$..time1 <- jmvcore::OptionVariables$new(
"time1",
time1,
rejectUnusedLevels=TRUE,
suggested=list(
"nominal"),
default=NULL)
private$..freq <- jmvcore::OptionInteger$new(
"freq",
freq,
min=1,
default=12)
private$..pred <- jmvcore::OptionInteger$new(
"pred",
pred,
min=1,
default=10)
private$..plot <- jmvcore::OptionBool$new(
"plot",
plot,
default=FALSE)
private$..box <- jmvcore::OptionBool$new(
"box",
box,
default=FALSE)
private$..plot1 <- jmvcore::OptionBool$new(
"plot1",
plot1,
default=FALSE)
private$..plot2 <- jmvcore::OptionBool$new(
"plot2",
plot2,
default=FALSE)
private$..plot3 <- jmvcore::OptionBool$new(
"plot3",
plot3,
default=FALSE)
private$..coef <- jmvcore::OptionBool$new(
"coef",
coef,
default=FALSE)
private$..fit <- jmvcore::OptionBool$new(
"fit",
fit,
default=FALSE)
private$..point <- jmvcore::OptionBool$new(
"point",
point,
default=FALSE)
private$..plot4 <- jmvcore::OptionBool$new(
"plot4",
plot4,
default=FALSE)
private$..plot5 <- jmvcore::OptionBool$new(
"plot5",
plot5,
default=FALSE)
private$..plot6 <- jmvcore::OptionBool$new(
"plot6",
plot6,
default=FALSE)
private$..periods <- jmvcore::OptionInteger$new(
"periods",
periods,
min=1,
default=365)
private$..unit <- jmvcore::OptionList$new(
"unit",
unit,
options=list(
"hour",
"day",
"week",
"month",
"quarter",
"year"),
default="day")
private$..width1 <- jmvcore::OptionInteger$new(
"width1",
width1,
default=500)
private$..height1 <- jmvcore::OptionInteger$new(
"height1",
height1,
default=500)
private$..width2 <- jmvcore::OptionInteger$new(
"width2",
width2,
default=500)
private$..height2 <- jmvcore::OptionInteger$new(
"height2",
height2,
default=500)
private$..width3 <- jmvcore::OptionInteger$new(
"width3",
width3,
default=500)
private$..height3 <- jmvcore::OptionInteger$new(
"height3",
height3,
default=500)
private$..width4 <- jmvcore::OptionInteger$new(
"width4",
width4,
default=500)
private$..height4 <- jmvcore::OptionInteger$new(
"height4",
height4,
default=500)
private$..width5 <- jmvcore::OptionInteger$new(
"width5",
width5,
default=500)
private$..height5 <- jmvcore::OptionInteger$new(
"height5",
height5,
default=500)
private$..width6 <- jmvcore::OptionInteger$new(
"width6",
width6,
default=500)
private$..height6 <- jmvcore::OptionInteger$new(
"height6",
height6,
default=500)
private$..width7 <- jmvcore::OptionInteger$new(
"width7",
width7,
default=500)
private$..height7 <- jmvcore::OptionInteger$new(
"height7",
height7,
default=500)
private$..width8 <- jmvcore::OptionInteger$new(
"width8",
width8,
default=500)
private$..height8 <- jmvcore::OptionInteger$new(
"height8",
height8,
default=500)
self$.addOption(private$..mode)
self$.addOption(private$..dep)
self$.addOption(private$..dep1)
self$.addOption(private$..time1)
self$.addOption(private$..freq)
self$.addOption(private$..pred)
self$.addOption(private$..plot)
self$.addOption(private$..box)
self$.addOption(private$..plot1)
self$.addOption(private$..plot2)
self$.addOption(private$..plot3)
self$.addOption(private$..coef)
self$.addOption(private$..fit)
self$.addOption(private$..point)
self$.addOption(private$..plot4)
self$.addOption(private$..plot5)
self$.addOption(private$..plot6)
self$.addOption(private$..periods)
self$.addOption(private$..unit)
self$.addOption(private$..width1)
self$.addOption(private$..height1)
self$.addOption(private$..width2)
self$.addOption(private$..height2)
self$.addOption(private$..width3)
self$.addOption(private$..height3)
self$.addOption(private$..width4)
self$.addOption(private$..height4)
self$.addOption(private$..width5)
self$.addOption(private$..height5)
self$.addOption(private$..width6)
self$.addOption(private$..height6)
self$.addOption(private$..width7)
self$.addOption(private$..height7)
self$.addOption(private$..width8)
self$.addOption(private$..height8)
}),
active = list(
mode = function() private$..mode$value,
dep = function() private$..dep$value,
dep1 = function() private$..dep1$value,
time1 = function() private$..time1$value,
freq = function() private$..freq$value,
pred = function() private$..pred$value,
plot = function() private$..plot$value,
box = function() private$..box$value,
plot1 = function() private$..plot1$value,
plot2 = function() private$..plot2$value,
plot3 = function() private$..plot3$value,
coef = function() private$..coef$value,
fit = function() private$..fit$value,
point = function() private$..point$value,
plot4 = function() private$..plot4$value,
plot5 = function() private$..plot5$value,
plot6 = function() private$..plot6$value,
periods = function() private$..periods$value,
unit = function() private$..unit$value,
width1 = function() private$..width1$value,
height1 = function() private$..height1$value,
width2 = function() private$..width2$value,
height2 = function() private$..height2$value,
width3 = function() private$..width3$value,
height3 = function() private$..height3$value,
width4 = function() private$..width4$value,
height4 = function() private$..height4$value,
width5 = function() private$..width5$value,
height5 = function() private$..height5$value,
width6 = function() private$..width6$value,
height6 = function() private$..height6$value,
width7 = function() private$..width7$value,
height7 = function() private$..height7$value,
width8 = function() private$..width8$value,
height8 = function() private$..height8$value),
private = list(
..mode = NA,
..dep = NA,
..dep1 = NA,
..time1 = NA,
..freq = NA,
..pred = NA,
..plot = NA,
..box = NA,
..plot1 = NA,
..plot2 = NA,
..plot3 = NA,
..coef = NA,
..fit = NA,
..point = NA,
..plot4 = NA,
..plot5 = NA,
..plot6 = NA,
..periods = NA,
..unit = NA,
..width1 = NA,
..height1 = NA,
..width2 = NA,
..height2 = NA,
..width3 = NA,
..height3 = NA,
..width4 = NA,
..height4 = NA,
..width5 = NA,
..height5 = NA,
..width6 = NA,
..height6 = NA,
..width7 = NA,
..height7 = NA,
..width8 = NA,
..height8 = NA)
)
arimaResults <- if (requireNamespace("jmvcore", quietly=TRUE)) R6::R6Class(
"arimaResults",
inherit = jmvcore::Group,
active = list(
instructions = function() private$.items[["instructions"]],
text = function() private$.items[["text"]],
coef = function() private$.items[["coef"]],
fit = function() private$.items[["fit"]],
point = function() private$.items[["point"]],
plot = function() private$.items[["plot"]],
box = function() private$.items[["box"]],
plot1 = function() private$.items[["plot1"]],
plot2 = function() private$.items[["plot2"]],
plot3 = function() private$.items[["plot3"]],
plot4 = function() private$.items[["plot4"]],
plot5 = function() private$.items[["plot5"]],
plot6 = function() private$.items[["plot6"]]),
private = list(),
public=list(
initialize=function(options) {
super$initialize(
options=options,
name="",
title="Univariate time series",
refs="snowCluster")
self$add(jmvcore::Html$new(
options=options,
name="instructions",
title="Instructions",
visible=TRUE))
self$add(jmvcore::Preformatted$new(
options=options,
name="text",
title=""))
self$add(jmvcore::Table$new(
options=options,
name="coef",
title="Model coefficients",
visible="(coef)",
clearWith=list(
"dep",
"freq",
"pred"),
columns=list(
list(
`name`="name",
`title`="",
`type`="text",
`content`="($key)"),
list(
`name`="co",
`title`="Estimate",
`type`="number"),
list(
`name`="se",
`title`="SE",
`type`="number"))))
self$add(jmvcore::Table$new(
options=options,
name="fit",
title="Model fit",
visible="(fit)",
clearWith=list(
"dep",
"freq",
"pred"),
columns=list(
list(
`name`="name",
`title`="Fit Measures",
`type`="text",
`content`="($key)"),
list(
`name`="value",
`title`="Value"))))
self$add(jmvcore::Table$new(
options=options,
name="point",
title="Prediction intervals",
visible="(point)",
refs="forecast",
clearWith=list(
"dep",
"freq",
"pred"),
columns=list(
list(
`name`="name",
`title`="",
`type`="text",
`content`="($key)"),
list(
`name`="po",
`title`="Point forecast",
`type`="number"),
list(
`name`="lower",
`title`="Lower",
`type`="number",
`superTitle`="95% CI"),
list(
`name`="upper",
`title`="Upper",
`type`="number",
`superTitle`="95% CI"))))
self$add(jmvcore::Image$new(
options=options,
name="plot",
title="Decomposition",
visible="(plot)",
renderFun=".plot",
clearWith=list(
"dep",
"freq",
"pred",
"width7",
"height7")))
self$add(jmvcore::Image$new(
options=options,
name="box",
title="Box plot",
requiresData=TRUE,
visible="(box)",
renderFun=".box",
clearWith=list(
"dep",
"freq",
"pred",
"width8",
"height8")))
self$add(jmvcore::Image$new(
options=options,
name="plot1",
title="Automatic ARIMA forecasts",
visible="(plot1)",
width=500,
height=500,
renderFun=".plot1",
clearWith=list(
"dep",
"freq",
"pred",
"width1",
"height1")))
self$add(jmvcore::Image$new(
options=options,
name="plot2",
title="Residual plot",
visible="(plot2)",
renderFun=".plot2",
clearWith=list(
"dep",
"freq",
"pred",
"width2",
"height2")))
self$add(jmvcore::Image$new(
options=options,
name="plot3",
title="Prediction",
visible="(plot3)",
refs="forecast",
renderFun=".plot3",
clearWith=list(
"dep",
"freq",
"pred",
"width3",
"height3")))
self$add(jmvcore::Image$new(
options=options,
name="plot4",
title="Forcast for Prophet",
visible="(plot4)",
refs="prophet",
renderFun=".plot4",
clearWith=list(
"dep1",
"time1",
"period",
"unit",
"width4",
"height4")))
self$add(jmvcore::Image$new(
options=options,
name="plot5",
title="Model components for Prophet",
visible="(plot5)",
refs="prophet",
renderFun=".plot5",
clearWith=list(
"dep1",
"time1",
"period",
"unit",
"width5",
"height5")))
self$add(jmvcore::Image$new(
options=options,
name="plot6",
title="Actual vs. Forecasted Values for Variable y for Prophet",
visible="(plot6)",
refs="prophet",
renderFun=".plot6",
clearWith=list(
"dep1",
"time1",
"period",
"unit",
"width6",
"height6")))}))
arimaBase <- if (requireNamespace("jmvcore", quietly=TRUE)) R6::R6Class(
"arimaBase",
inherit = jmvcore::Analysis,
public = list(
initialize = function(options, data=NULL, datasetId="", analysisId="", revision=0) {
super$initialize(
package = "snowCluster",
name = "arima",
version = c(1,0,0),
options = options,
results = arimaResults$new(options=options),
data = data,
datasetId = datasetId,
analysisId = analysisId,
revision = revision,
pause = NULL,
completeWhenFilled = FALSE,
requiresMissings = FALSE,
weightsSupport = 'auto')
}))
#' Univariate time series
#'
#'
#' @param data timeseries data format
#' @param mode .
#' @param dep the dependent variable from \code{data}, variable must be
#' numeric
#' @param dep1 the dependent variable from \code{data}, variable must be
#' numeric
#' @param time1 ts type called 'ds'
#' @param freq .
#' @param pred .
#' @param plot .
#' @param box .
#' @param plot1 .
#' @param plot2 .
#' @param plot3 .
#' @param coef .
#' @param fit .
#' @param point .
#' @param plot4 .
#' @param plot5 .
#' @param plot6 .
#' @param periods .
#' @param unit .
#' @param width1 .
#' @param height1 .
#' @param width2 .
#' @param height2 .
#' @param width3 .
#' @param height3 .
#' @param width4 .
#' @param height4 .
#' @param width5 .
#' @param height5 .
#' @param width6 .
#' @param height6 .
#' @param width7 .
#' @param height7 .
#' @param width8 .
#' @param height8 .
#' @return A results object containing:
#' \tabular{llllll}{
#' \code{results$instructions} \tab \tab \tab \tab \tab a html \cr
#' \code{results$text} \tab \tab \tab \tab \tab a preformatted \cr
#' \code{results$coef} \tab \tab \tab \tab \tab a table \cr
#' \code{results$fit} \tab \tab \tab \tab \tab a table \cr
#' \code{results$point} \tab \tab \tab \tab \tab a table \cr
#' \code{results$plot} \tab \tab \tab \tab \tab an image \cr
#' \code{results$box} \tab \tab \tab \tab \tab an image \cr
#' \code{results$plot1} \tab \tab \tab \tab \tab an image \cr
#' \code{results$plot2} \tab \tab \tab \tab \tab an image \cr
#' \code{results$plot3} \tab \tab \tab \tab \tab an image \cr
#' \code{results$plot4} \tab \tab \tab \tab \tab an image \cr
#' \code{results$plot5} \tab \tab \tab \tab \tab an image \cr
#' \code{results$plot6} \tab \tab \tab \tab \tab an image \cr
#' }
#'
#' Tables can be converted to data frames with \code{asDF} or \code{\link{as.data.frame}}. For example:
#'
#' \code{results$coef$asDF}
#'
#' \code{as.data.frame(results$coef)}
#'
#' @export
arima <- function(
data,
mode = "simple",
dep,
dep1,
time1 = NULL,
freq = 12,
pred = 10,
plot = FALSE,
box = FALSE,
plot1 = FALSE,
plot2 = FALSE,
plot3 = FALSE,
coef = FALSE,
fit = FALSE,
point = FALSE,
plot4 = FALSE,
plot5 = FALSE,
plot6 = FALSE,
periods = 365,
unit = "day",
width1 = 500,
height1 = 500,
width2 = 500,
height2 = 500,
width3 = 500,
height3 = 500,
width4 = 500,
height4 = 500,
width5 = 500,
height5 = 500,
width6 = 500,
height6 = 500,
width7 = 500,
height7 = 500,
width8 = 500,
height8 = 500) {
if ( ! requireNamespace("jmvcore", quietly=TRUE))
stop("arima requires jmvcore to be installed (restart may be required)")
if ( ! missing(dep)) dep <- jmvcore::resolveQuo(jmvcore::enquo(dep))
if ( ! missing(dep1)) dep1 <- jmvcore::resolveQuo(jmvcore::enquo(dep1))
if ( ! missing(time1)) time1 <- jmvcore::resolveQuo(jmvcore::enquo(time1))
if (missing(data))
data <- jmvcore::marshalData(
parent.frame(),
`if`( ! missing(dep), dep, NULL),
`if`( ! missing(dep1), dep1, NULL),
`if`( ! missing(time1), time1, NULL))
options <- arimaOptions$new(
mode = mode,
dep = dep,
dep1 = dep1,
time1 = time1,
freq = freq,
pred = pred,
plot = plot,
box = box,
plot1 = plot1,
plot2 = plot2,
plot3 = plot3,
coef = coef,
fit = fit,
point = point,
plot4 = plot4,
plot5 = plot5,
plot6 = plot6,
periods = periods,
unit = unit,
width1 = width1,
height1 = height1,
width2 = width2,
height2 = height2,
width3 = width3,
height3 = height3,
width4 = width4,
height4 = height4,
width5 = width5,
height5 = height5,
width6 = width6,
height6 = height6,
width7 = width7,
height7 = height7,
width8 = width8,
height8 = height8)
analysis <- arimaClass$new(
options = options,
data = data)
analysis$run()
analysis$results
}
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