tramoseats: Seasonal Adjustment with TRAMO-SEATS

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

Seasonal Adjustment with TRAMO-SEATS

Description

Seasonal Adjustment with TRAMO-SEATS

Usage

tramoseats(
  ts,
  spec = c("rsafull", "rsa0", "rsa1", "rsa2", "rsa3", "rsa4", "rsa5"),
  context = NULL,
  userdefined = NULL
)

tramoseats_fast(
  ts,
  spec = c("rsafull", "rsa0", "rsa1", "rsa2", "rsa3", "rsa4", "rsa5"),
  context = NULL,
  userdefined = NULL
)

.jtramoseats(
  ts,
  spec = c("rsafull", "rsa0", "rsa1", "rsa2", "rsa3", "rsa4", "rsa5"),
  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 tramoseats() function returns a list with the results, the estimation specification and the result specification, while tramoseats_fast() is a faster function that only returns the results. The .jtramoseats() functions only results the java object to custom outputs in other packages (use rjd3toolkit::dictionary() to get the list of variables and rjd3toolkit::result() to get a specific variable).

Examples

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

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