tramo: TRAMO model, pre-adjustment in TRAMO-SEATS

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

TRAMO model, pre-adjustment in TRAMO-SEATS

Description

TRAMO model, pre-adjustment in TRAMO-SEATS

Usage

tramo(
  ts,
  spec = c("trfull", "tr0", "tr1", "tr2", "tr3", "tr4", "tr5"),
  context = NULL,
  userdefined = NULL
)

tramo_fast(
  ts,
  spec = c("trfull", "tr0", "tr1", "tr2", "tr3", "tr4", "tr5"),
  context = NULL,
  userdefined = NULL
)

Arguments

ts	a univariate time series.
spec	the model specification. Can be either the name of a predefined specification or a user-defined specification.
context	the dictionnary of variables.
userdefined	a vector containing the additional output variables (see tramoseats_dictionary()).

Value

the tramo() function returns a list with the results ("JD3_regarima_rslts" object), the estimation specification and the result specification, while tramo_fast() is a faster function that only returns the results.

Examples

library("rjd3toolkit")
y <- rjd3toolkit::ABS$X0.2.09.10.M
sp <- tramo_spec("trfull")
sp <- add_outlier(sp,
    type = c("AO"), c("2015-01-01", "2010-01-01")
)
tramo_fast(y, spec = sp)
sp <- set_transform(
    set_tradingdays(
        set_easter(sp, enabled = FALSE),
        option = "workingdays"
    ),
    fun = "None"
)
tramo_fast(y, spec = sp)
sp <- set_outlier(sp, outliers.type = c("AO"))
tramo_fast(y, spec = sp)

palatej/rjd3tramoseats documentation built on April 17, 2025, 11:29 p.m.