do_stationary: Automatic stationary transformation

In palatej/rjd3toolkit: Utility Functions around 'JDemetra+ 3.0'

Automatic stationary transformation

Description

Automatic processing (identification of the order of the differencing) based on auto-correlations and on mean correction. The series should not be seasonal. Source: Tramo

Usage

do_stationary(data, period)

Arguments

data	Series being differenced.
period	Period of the series.

Value

Stationary transformation

• ddata: data after differencing

• mean: mean correction

• differences:

  • lag: ddata(t)=data(t)-data(t-lag)

  • order: order of the differencing

Examples

do_stationary(log(ABS$X0.2.09.10.M), 12)

palatej/rjd3toolkit documentation built on Oct. 30, 2024, 10:46 p.m.