fractionalAirlineEstimation: Linearize the series with a fractional airline model

In palatej/rjd3highfreq: Seasonal Adjustment of High Frequency Data with 'JDemetra+ 3.x'

Linearize the series with a fractional airline model

Description

Linearize the series with a fractional airline model

Usage

fractionalAirlineEstimation(
  y,
  periods,
  x = NULL,
  ndiff = 2,
  ar = FALSE,
  outliers = NULL,
  criticalValue = 6,
  precision = 1e-12,
  approximateHessian = FALSE,
  nfcasts = 0,
  log = FALSE,
  y_time = NULL
)

Arguments

y	input time series.
periods	vector of periods values of the seasonal component, any positive real numbers.
x	matrix of user-defined regression variables (see rjd3toolkit for building calendar regressors).
outliers	type of outliers sub vector of c("AO","LS","WO")
criticalValue	Critical value for automatic outlier detection
precision	Precision of the likelihood
approximateHessian	Compute approximate hessian (based on the optimizing procedure)
nfcasts	Number of forecasts
log	a logical
y_time	vector of times at which 'y' is indexed

palatej/rjd3highfreq documentation built on April 17, 2025, 10:45 p.m.