jd_checklast: Checking of the last observations (Terror-like)

In nbbrd/jdemetra-jdlight: Basic JDemetra+ toolset for seasonal adjustment

Description

jd_checklast is a straightforward implementation of Terror, a popular tool for detecting anomalies in the last observation(s). This function compares the out of sample forecasts of the series with the actual figures.It returns the difference in function of the standard error of the forecast.

Usage

jd_checklast(s,last, method,absoluteErrors)

Arguments

s	series
last	number of observations (default=1)
method	tramo method used to compute the forecast (default= "TRfull")
absoluteErrors	return result as absolute error (vs relative error; default= FALSE)

Value

returns a numeric vector

Examples

data("retail")
myseries <- retail$AutomobileDealers
checkLastObservations <-jd_checklast(myseries,4)
checkLastObservations_abs <-jd_checklast(myseries,4,absoluteErrors = TRUE)

nbbrd/jdemetra-jdlight documentation built on May 21, 2019, 8:38 a.m.