grp: Benchmarking following the growth rate preservation...

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

Benchmarking following the growth rate preservation principle.

Description

This method corresponds to the method of Cauley and Trager, using the solution proposed by Di Fonzo and Marini.

Usage

grp(
  s,
  t,
  conversion = c("Sum", "Average", "Last", "First", "UserDefined"),
  obsposition = 1,
  eps = 1e-12,
  iter = 500,
  denton = TRUE
)

Arguments

s	Disaggregated series. Mandatory. It must be a ts object.
t	Aggregation constraint. Mandatory. It must be a ts object.
conversion	Conversion rule. Usually "Sum" or "Average". Sum by default.
obsposition	Postion of the observation in the aggregated period (only used with "UserDefined" conversion)
denton

Examples

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))
y<-rjd3bench::grp(s=x, t=Y)

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