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Temporal disaggregation and Benchmarking methods based on 'JDemetra+' 3.x4 days ago
Introduction | Set-up & Data | Temporal disaggregation and interpolation methods | Chow-Lin, Fernandez and Litterman | Model-based Denton | Autoregressive Distributed Lag (ADL) Models | Reverse regression | Benchmarking methods | Denton | Growth rate preservation (GRP) | Cubic splines | Cholette method | Reconciliation and multivariate temporal disaggregation | Multivariate Cholette | Calendarization | References
Revision analysis tool with JDemetra+ version 3.x algorithms1 years ago
Introduction | Installation settings | Usage | Input data | Format 1: long view | Format 2: vertical view | Format 3: horizontal view | Processing | Details on the main functions | Vintages & revisions | Revision analysis & reporting | Output | User-defined thresholds | Tests description and interpretation | Relevancy | Theil’s Inequality Coefficient | Bias | T-test and Augmented T-test | Slope and drift | Efficiency | Regression of revisions on previous estimates | Regression of revisions from latter vintages on revisions from the previous vintages | Orthogonality | Regression of latter revisions (Rv) on previous revisions (Rv_1, Rv_2,...Rv_p) | Regression of latter revisions (Rv) on revisions from a specific vintage (Rv_k) | Test of autocorrelations in revisions | Test of seasonality in revisions | Signal vs Noise | References
Nowcasting with 'JDemetra+ v3.x'2 years ago
Introduction | Installation settings | Usage | 1. Import data | 2. Create/Update model | 2.1. Create a new model | 2.2. Update an existing model | 2.3. Composition of the created object | 3. Estimation | 3.1. Different algorithms/functions | 3.2. Prior standardization of the data | 3.3. Fixed parameters | 3.4. Save R object from one time to another | 4. Results | 4.1. Estimates | 4.2. Forecasts | 4.3. News analysis | References