set_transform: Set Log-level Transformation and Decomposition scheme in...

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

Set Log-level Transformation and Decomposition scheme in Pre-Processing Specification

Description

Set Log-level Transformation and Decomposition scheme in Pre-Processing Specification

Usage

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

Arguments

x	the specification to customize, must be a "SPEC" class object (see details).
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	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".
outliers	Boolean indicating if a pre-correction for large outliers (AO and LS only) should be done in the test for the log-level specification (fun = "Auto"). By default to FALSE.
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 fun = "Auto"). Default= -2.
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 fun = "Auto".

Details

x specification parameter must be a JD3_X13_SPEC" class object generated with rjd3x13::x13_spec() (or "JD3_REGARIMA_SPEC" generated with rjd3x13::spec_regarima() or "JD3_TRAMOSEATS_SPEC" generated with rjd3tramoseats::spec_tramoseats() or "JD3_TRAMO_SPEC" generated with rjd3tramoseats::spec_tramo()).

References

More information in JDemetra+ online documentation: https://jdemetra-new-documentation.netlify.app/

See Also

set_outlier, set_tradingdays

Examples

# init_spec <- rjd3x13::x13_spec("RSA5c")
# new_spec<- set_transform(init_spec,
#                        fun = "Log",
#                        outliers = TRUE)
# sa<-rjd3x13::x13(ABS$X0.2.09.10.M,new_spec)

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