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
8.27 score 10 stars 17 dependents 78 scripts 1.0k downloads
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
7.84 score 55 stars 6 dependents 198 scripts 834 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
7.20 score 7 stars 5 dependents 24 scripts 573 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
6.76 score 7 stars 4 dependents 16 scripts 727 downloads
rjd3filters - Trend-Cycle Extraction with Linear Filters with 'JDemetra+ 3.x'
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 developed in 'JDemetra+' (<https://github.com/jdemetra>), time series analysis software.
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filteringjavajdemetratime-seriestimeseriestrend-cycleopenjdk
6.52 score 3 stars 2 dependents 92 scripts 46 downloads
rjd3highfreq - Seasonal Adjustment of High Frequency Data with 'JDemetra+ 3.x'
R interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>), the time series analysis software. It provides functions for seasonal adjustment of higher-frequency data, including those with multiple or non-integer periodicities. It includes pre-adjustment via the extended airline model and several seasonal decomposition methods: extended airline model based decomposition, extended X-11, and augmented STL.
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openjdk
6.34 score 2 stars 1 dependents 51 scriptsrjd3jars - External jars for 'rjdverse' R Packages
It provides external jars required for the 'rjdverse' (as 'rjd3toolkit', 'rjd3x13' and 'rjd3tramoseats').
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javajdemetraseasonal-adjustmenttime-seriestimeseriesopenjdk
6.28 score 2 stars 19 dependents 1.1k 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
5.88 score 3 stars 7 scripts 183 downloads
rjd3workspace - Wrangling 'JDemetra+ 3.x' Workspaces
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
5.40 score 6 stars 1 dependents 14 scripts 460 downloads
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
5.26 score 1 stars 2 dependents 1 scripts 514 downloadsrjd3xjars - 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 256 downloads
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 1 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 scripts
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
3.32 score 3 stars 35 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.
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openjdk
2.78 score 1 stars 7 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
2.78 score 1 stars 15 scripts