adl_disaggregation: Title
In palatej/rjd3bench: Interface to 'JDemetra+ 3.0' Seasonal Adjustment Software

adl_disaggregation

R Documentation

Title

Description

Title

Usage

adl_disaggregation(
  series,
  constant = TRUE,
  trend = FALSE,
  indicators = NULL,
  conversion = c("Sum", "Average", "Last", "First", "UserDefined"),
  conversion.obsposition = 1,
  phi = 0,
  phi.fixed = FALSE,
  phi.truncated = 0,
  xar = c("FREE", "SAME", "NONE")
)

Arguments

`series`
`constant`
`trend`
`indicators`
`conversion`
`conversion.obsposition`
`phi`
`phi.fixed`
`phi.truncated`
`xar`

Examples

# qna data, fernandez with/without quarterly indicator
data("qna_data")
Y<-ts(qna_data$B1G_Y_data[,"B1G_FF"], frequency=1, start=c(2009,1))
x<-ts(qna_data$TURN_Q_data[,"TURN_INDEX_FF"], frequency=4, start=c(2009,1))
td1<-rjd3bench::adl_disaggregation(Y, indicators=x, xar="FREE")
td2<-rjd3bench::adl_disaggregation(Y, indicators=x, xar="SAME")

palatej/rjd3bench documentation built on April 17, 2024, 12:12 a.m.