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, 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.
Last updated 2 months ago
5 stars 2.92 score 5 dependencies 12 dependentsrjd3tramoseats - Seasonal Adjustment with TRAMO-SEATS in 'JDemetra+ 3.x'
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It offers full acces 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 (automatic ARIMA model with outlier detection and trading days adjustment).
Last updated 2 months ago
4 stars 2.27 score 6 dependencies 1 dependentsrjd3x13 - 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 acces to options and outputs of X-13, including RegARIMA modelling (automatic ARIMA model with outlier detection and trading days adjustment) and X-11 decomposition.
Last updated 2 months ago
4 stars 2.22 score 6 dependencies 1 dependentsrjd3sts - 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.
Last updated 2 months ago
2 stars 2.09 score 6 dependencies 2 dependentsrjd3revisions - 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.
Last updated 28 days ago
4 stars 1.90 score 6 dependenciesrjd3workspace - Interface to 'JDemetra+ 3.x' time series analysis software.
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.
Last updated 2 months ago
3 stars 1.90 score 9 dependenciesrjd3providers - 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 acces to txt, csv, xml and spreadsheets files whicha are meant to be read by JDemetra+ Graphical User Interface.
Last updated 2 months ago
1 stars 1.90 score 6 dependencies 1 dependentsrjd3highfreq - 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.
Last updated 2 months ago
1 stars 1.85 score 7 dependencies 1 dependentsrjd3x11plus - Interface to 'JDemetra+ 3.x' time series analysis software
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software.
Last updated 2 months ago
1 stars 1.85 score 8 dependenciesrjd3stl - 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 2 months ago
1 stars 1.69 score 8 dependenciesrjd3nowcasting - 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.
Last updated 2 months ago
3 stars 1.08 score 6 dependenciesrjd3bench - Interface to 'JDemetra+ 3.x' time series analysis software
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software.
Last updated 2 months ago
2 stars 1.00 score 6 dependencies