In palatej/rjd3tramoseats: Seasonal Adjustment with TRAMO-SEATS in 'JDemetra+ 3.x'

knitr::opts_chunk$set(
    collapse = TRUE,
    comment = "#>",
    fig.path = "man/figures/README-",
    fig.align = "center",
    fig.width = 8L
)
library("rjd3tramoseats")

`rjd3tramoseats`

rjd3tramoseats offers full access to options and outputs of TRAMO-SEATS (rjd3tramoseats::tramoseats()), including TRAMO modelling (rjd3tramoseats::tramo()) and SEATS decomposition (rjd3tramoseats::seats_decompose()).

A specification can be created with rjd3tramoseats::tramo_spec() or rjd3tramoseats::tramoseats_spec() and can be modified with the following functions:

for pre-processing: rjd3tramoseats::set_arima(), rjd3tramoseats::set_automodel(), rjd3tramoseats::set_basic(), rjd3tramoseats::set_easter(), rjd3tramoseats::set_estimate(), rjd3tramoseats::set_outlier(), rjd3tramoseats::set_tradingdays(), rjd3tramoseats::set_transform(), rjd3tramoseats::add_outlier(), rjd3tramoseats::remove_outlier(), rjd3tramoseats::add_ramp(), rjd3tramoseats::remove_ramp(), rjd3tramoseats::add_usrdefvar();
for decomposition: rjd3tramoseats::set_seats();
for benchmarking: rjd3toolkit::set_benchmarking().

Installation

Running rjd3 packages requires Java 17 or higher. How to set up such a configuration in R is explained here

Latest release

To get the current stable version (from the latest release):

From GitHub:

# install.packages("remotes")
remotes::install_github("rjdverse/rjd3toolkit@*release")
remotes::install_github("rjdverse/rjd3tramoseats@*release")

From r-universe:

install.packages("rjd3tramoseats", repos = c("https://rjdverse.r-universe.dev", "https://cloud.r-project.org"))

Development version

You can install the development version of rjd3tramoseats from GitHub with:

# install.packages("remotes")
remotes::install_github("rjdverse/rjd3tramoseats")

Usage

library("rjd3tramoseats")
y <- rjd3toolkit::ABS$X0.2.09.10.M
ts_model <- tramoseats(y)
summary(ts_model$result$preprocessing) # Summary of tramo model
plot(ts_model) # Plot of the final decomposition

To get the final components you can use the function rjd3toolkit::sa_decomposition():

rjd3toolkit::sa_decomposition(ts_model)

Package Maintenance and contributing

Any contribution is welcome and should be done through pull requests and/or issues. pull requests should include updated tests and updated documentation. If functionality is changed, docstrings should be added or updated.