calendarization: Calendarization

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

Calendarization

Description

Based on "Calendarization with splines and state space models" B. Quenneville, F.Picard and S.Fortier Appl. Statistics (2013) 62, part 3, pp 371-399. State space implementation.

Usage

calendarization(
  calendarobs,
  freq,
  start = NULL,
  end = NULL,
  dailyweights = NULL,
  stde = FALSE
)

Arguments

calendarobs	Observations (list of start, end, value). See the example.
freq	Annual frequency. If 0, only the daily series are computed
start	Starting day of the calendarization. Could be before the calendar obs (extrapolation)
end	Final day of the calendarization. Could be after the calendar obs (extrapolation)
dailyweights	Daily weights. Should have the same length as the requested series
stde

Examples

obs<-list(
    list(start="1980-01-01", end="1989-12-31", value=100),
    list(start="1990-01-01", end="1999-12-31", value=-10),
    list(start="2000-01-01", end="2002-12-31", value=50))
cal<-calendarization(obs, 4, end="2003-12-31", stde=TRUE)
Q<-cal$rslt
eQ<-cal$erslt

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