RJDemetra - Interface to 'JDemetra+' Seasonal Adjustment Software
Interface around 'JDemetra+' (<https://github.com/jdemetra/jdemetra-app>), the seasonal adjustment software officially recommended to the members of the European Statistical System (ESS) and the European System of Central Banks. It offers full access to all options and outputs of 'JDemetra+', including the two leading seasonal adjustment methods TRAMO/SEATS+ and X-12ARIMA/X-13ARIMA-SEATS.
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javajdemetraseasonal-adjustmentseasonalitytime-seriestimeseriesopenjdk
8.20 score 55 stars 5 dependents 183 scripts 622 downloads
rjd3toolkit - Utility Functions Around 'JDemetra+ 3.0'
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It provides functions allowing to model time series (create outlier regressors, user-defined calendar regressors, Unobserved Components AutoRegressive Integrated Moving Average (UCARIMA) models...), to test the presence of trading days or seasonal effects and also to set specifications in pre-adjustment and benchmarking when using 'rjd3x13' or 'rjd3tramoseats'.
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javajdemetraseasonal-adjustmenttime-seriestimeseriesopenjdk
7.94 score 10 stars 17 dependents 78 scripts 743 downloads
rjd3x13 - Seasonal Adjustment with 'X-13' in 'JDemetra+' 3.x
R Interface to 'JDemetra+' 3.x (<https://github.com/jdemetra>) time series analysis software. It offers full access to options and outputs of 'X-13', including Reg-ARIMA modelling (automatic AutoRegressive Integrated Moving Average (ARIMA) model with outlier detection and trading days adjustment) and X-11 decomposition.
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javajdemetraseasonal-adjustmenttime-seriestimeseriesx13openjdk
6.74 score 7 stars 4 dependents 22 scripts 567 downloads
rjd3tramoseats - Seasonal Adjustment with TRAMO-SEATS in 'JDemetra+' 3.x
Interface to 'JDemetra+' 3.x (<https://github.com/jdemetra>) time series analysis software. It offers full access to options and outputs of 'TRAMO-SEATS' (Time series Regression with ARIMA noise, Missing values and Outliers - Signal Extraction in ARIMA Time Series), including 'TRAMO' modelling (ARIMA model with outlier detection and trading days adjustment). ARIMA = AutoRegressive Integrated Moving Average.
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javajdemetraseasonal-adjustmenttime-seriestimeseriestramoseatsopenjdk
6.32 score 7 stars 3 dependents 15 scripts 591 downloads
rjd3bench - Temporal Disaggregation and Benchmarking in 'JDemetra+' 3.x
Interface to 'JDemetra+' 3.x (<https://github.com/jdemetra>) time series analysis software. It provides a variety of methods for temporal disaggregation & interpolation, benchmarking, reconciliation and calendarization. It incorporates statistical methods described in the latest European Statistical System (ESS) guidelines on temporal disaggregation, benchmarking, and reconciliation (2018 edition). The package implements highly efficient algorithms for fast and reliable computation.
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openjdk
6.06 score 3 stars 14 scripts 193 downloads
rjd3sts - State Space Framework and Structural Time Series with 'JDemetra+ 3.x'
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It offers access to several functions on state space models and structural time series.
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openjdk
5.14 score 3 stars 33 scriptsrjd3xjars - Interface to 'JDemetra+ 3.x' Time Series Analysis Software
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It provides functions allowing to decompose a time series, including high-frequency data with multiple periodicities.
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openjdk
5.12 score 2 stars 4 dependents 582 downloads
rjd3workspace - Wrangling 'JDemetra+ 3.x' Workspace
R Interface to 'JDemetra+ 3.x'(<https://github.com/jdemetra>). It offers several functions to manipulate 'JDemetra+' workspaces, which can be read by the software and can store several seasonal adjusted series along with user-defined calendars or regression variables.
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javajdemetratime-seriestimeseriesworkspaceopenjdk
5.11 score 6 stars 1 dependents 12 scripts 490 downloads
rjd3filters - Trend-Cycle Extraction with Linear Filters based on JDemetra+ v3.x
This package provides functions to build and apply symmetric and asymmetric moving averages (= linear filters) for trend-cycle extraction. In particular, it implements several modern approaches for real-time estimates from the viewpoint of revisions and time delay in detecting turning points. It includes the local polynomial approach of Proietti and Luati (2008), the Reproducing Kernel Hilbert Space (RKHS) of Dagum and Bianconcini (2008) and the Fidelity-Smoothness-Timeliness approach of Grun-Rehomme, Guggemos, and Ladiray (2018). It is based on Java libraries developped in 'JDemetra+' (<https://github.com/jdemetra>), time series analysis software.
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filteringjavajdemetratime-seriestimeseriestrend-cycleopenjdk
4.78 score 3 stars 3 dependents 89 scripts
rjd3providers - Interface to 'JDemetra+' 3.x Time Series Analysis Software
Interface to 'JDemetra+' 3.x (<https://github.com/jdemetra>) time series analysis software. It offers full access to txt, csv, xml and spreadsheets files which are meant to be read by 'JDemetra+' Graphical User Interface.
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openjdk
4.56 score 1 stars 2 dependents 2 scripts 634 downloadsrjd3jars - External jars for 'rjdverse' R Packages
It provides external jars required for the 'rjdverse' (as 'rjd3toolkit', 'rjd3x13' and 'rjd3tramoseats').
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openjdk
4.43 score 2 stars 18 dependents 827 downloads
rjd3highfreq - Seasonal Adjustment of High Frequency Data with 'JDemetra+ 3.x'
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It provides functions for seasonal adjustment of high-frequency data displaying multiple, non integer periodicities. Pre-adjustment with extended airline model and Arima Model Based decomposition.
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openjdk
4.30 score 2 stars 1 dependents 48 scripts
rjd3revisions - Revision analysis with 'JDemetra+ 3.x'
Revision analysis tool part of 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It performs a battery of tests on revisions and submit a report with the results. The various tests enable the users to detect potential bias and sources of inefficiency in preliminary estimates.
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openjdk
3.90 score 4 stars 2 scripts
rjd3nowcasting - Nowcasting with 'JDemetra+ 3.0'
Interface around 'JDemetra+ 3.x' (<https://github.com/jdemetra/jdplus-nowcasting>), TSACE project. It defines and estimates Dynamic Factor Models with the purpose of Nowcasting. News analysis is included in this second version.
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openjdk
3.65 score 3 stars 2 scriptsrjd3x11plus - Interface to 'JDemetra+ 3.x' time series analysis software
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software.
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openjdk
3.26 score 1 stars 1 dependents 15 scriptsrjd3stl - R Interface to 'JDemetra+ 3.x' time series analysis software
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It provides functions allowing to decompose a time series, including high-frequency data with multiple periodicities.
Last updated
openjdk
2.78 score 1 stars 7 scripts