jd_sts: Seasonal adjustment, STS

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

Description

Executes a seasonal adjustment using a structural time series (STS) model

Usage

jd_sts(y, preprocessing, seasmodel)

Arguments

y	time series to be seasonally adjusted
preprocessing	possible options are "Tramo", "Regarima", "None"
seasmodel	possible values are "Trigonometric" (default), "Crude", "HarrisonStevens", "Dummy", "Fixed", "Unused"

Value

returns an 'mts' multiple time series object

y as source time series

t as trend-cycle component

s as seasonal component

i as irregular component

sa as seasonally adjusted series

Examples

myseries<-jd_airline(120)
saSTSmyseries <- jd_sts(myseries,preprocessing = "Tramo", seasmodel = "Trigonometric")

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