set_transform: Set Transform Specification

In palatej/rjd3modelling: Time Series Modelling Functions with 'JDemetra+ 3.0'

Set Transform Specification

Description

Set Transform Specification

Usage

set_transform(
  x,
  fun = c(NA, "Auto", "Log", "None"),
  adjust = c(NA, "None", "LeapYear", "LengthOfPeriod"),
  aicdiff = NA,
  fct = NA
)

Arguments

x	the specification.
fun	the transformation of the input series: "None" = no transformation of the series; "Log" = takes the log of the series; "Auto" = the program tests for the log-level specification.
adjust	(REGARIMA/X-13 specific) pre-adjustment of the input series for the length of period or leap year effects: "None" = no adjustment; "LeapYear" = leap year effect; "LengthOfPeriod" = length of period. Modifications of this variable are taken into account only when function = "Log".
aicdiff	(REGARIMA/X-13 specific) a numeric defining the difference in AICC needed to accept no transformation when the automatic transformation selection is chosen (considered only when transform.function is set to "Auto").
fct	(TRAMO specific) numeric controlling the bias in the log/level pre-test: transform.fct > 1 favours levels, transform.fct< 1 favours logs. Considered only when transform.function is set to "Auto".

palatej/rjd3modelling documentation built on Jan. 3, 2023, 10:19 p.m.