tramoseats_spec: TRAMO/TRAMO-SEATS Default Specification

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

TRAMO/TRAMO-SEATS Default Specification

Description

Set of functions(tramoseats_spec(),tramo_spec()) to create default specifications associated with the TRAMO-SEATS seasonal adjustment method. Specification creation can be restricted to the tramo part with the tramo_spec() function.

Usage

tramo_spec(name = c("trfull", "tr0", "tr1", "tr2", "tr3", "tr4", "tr5"))

tramoseats_spec(
  name = c("rsafull", "rsa0", "rsa1", "rsa2", "rsa3", "rsa4", "rsa5")
)

Arguments

name	the name of a predefined specification.

Details

Without argument tramo_spec() yields a TR5 specification

without argument tramoseats_spec() yields a RSA5 specification

The available predefined 'JDemetra+' model specifications are described in the table below:

Identifier |	Log/level detection |	Outliers detection |	Calendar effects |	ARIMA
RSA0/TR0 |	NA |	NA |	NA |	Airline(+mean)
RSA1/TR1 |	automatic |	AO/LS/TC |	NA |	Airline(+mean)
RSA2/TR2 |	automatic |	AO/LS/TC |	2 td vars + Easter |	Airline(+mean)
RSA3/TR3 |	automatic |	AO/LS/TC |	NA |	automatic
RSA4/TR3 |	automatic |	AO/LS/TC |	2 td vars + Easter |	automatic
RSA5/TR5 |	automatic |	AO/LS/TC |	7 td vars + Easter |	automatic
RSAfull/TRfull |	automatic |	AO/LS/TC |	automatic |	automatic

Value

an object of class "JD3_TRAMOSEATS_SPEC" (tramoseats_spec()) or "JD3_TRAMO_SPEC" (tramo_spec()).

See Also

• To set the pre-processing parameters: rjd3toolkit::set_arima(), rjd3toolkit::set_automodel(), rjd3toolkit::set_basic(), rjd3toolkit::set_easter(), rjd3toolkit::set_estimate(), rjd3toolkit::set_outlier(), rjd3toolkit::set_tradingdays(), rjd3toolkit::set_transform(), rjd3toolkit::add_outlier(), rjd3toolkit::remove_outlier(), rjd3toolkit::add_ramp(), rjd3toolkit::remove_ramp(), rjd3toolkit::add_usrdefvar().

• To set the decomposition parameters: set_seats().

• To set the benchmarking parameters: rjd3toolkit::set_benchmarking().

Examples

init_spec <- tramoseats_spec()
init_spec <- tramo_spec()
init_spec <- tramoseats_spec("rsa3")
init_spec <- tramo_spec("tr3")

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