URL to github repository updated (github.com/jdemetra replaced by github.com/rjdverse).
results of user_defined_variables()
updated.
README correction.
benchmarking option added to x13_spec()
and tramoseats_spec()
and in output of x13()
and tramoseats()
.
.jars updated.
possibility to export last msr for monthly data (issue #122).
possibility to export X-11 some components: y_cmp
, y_cmp_f
, t_cmp
, t_cmp_f
, sa_cmp
, s_cmp
, s_cmp_f
, and i_cmp
.
correction when importing models containing ramp regressors when the frequency is not 12 (monthly).
correction of get_jmodel()
with empty multiprocessings.
proc_data()
update to export more data from Java object.
seasonality Kurskal-Wallis test corrected (issue #128).
vcov()
correction when matrix NULL and new parameter component
.
some corrections in print()
methods.
New function get_all_names()
and get_position()
.
correction of save_workspace()
and load_workspace()
when using relative path.
update documentation.
removes extra argument print tramo.
SystemRequirements update for CRAN policies.
complete_dictionary.SA()
to avoid warning.Bug with x11 introduced in RJDemetra 0.1.9 (issue #99).
Java 17 compatibility.
Change of javanamespace to avoid name clashes with jd+ 3.0.
easter.enabled
not working since RJDemetra 0.1.9.
Default parameters of the span specification d0
and d1
as NA for clarity (issue #102).
Easter specification was not working.
Some typos in the documentation.
SystemRequirement update: only Java JRE is needed.
Java version restriction: JDemetra+ and RJDemetra are not compatible with Java 16 and higher. The compatibility with those versions of Java will be possible from next release of JDemetra+.
java_ncore
option added to limit the number of cores used in Java to two to be sure to respect CRAN policies (to remove the option, use options(java_ncore = NULL)
). However, it should not be necessary since RJDemetra shouldn't use multithread (issue #89).
Data updated until December 2020.
fixed coefficients with user-defined calendar regressors can now correctly be used (issue #87).
there was a bug in add_sa_item
(more precisely in complete_dictionary.SA
) when a userdefined variable was already in the workspace but with a different suffix.
x11.seasonalma
argument wasn't taken into account (issue #78).
ipi_c_eu
updated: the previous data were calendar adjusted data, they are now unadjusted (neither seasonally adjusted nor calendar adjusted data).
the print result of the combined test was incorrect.
get_jspec
, to get the Java object that contains the specification, is now exported.summary
functions.jregarima
function is now exported.get_model
.seats.predictionLength
added to tramoseats_spec
.x11.calendarSigma
and x11.sigmaVector
added to x13_spec
.ylim
added to plot
functions (issue #60).logLik
, vcov
, df.residual
, nobs
, residuals
(linked to issue #56).add_sa_item
now compatible with jSA
object.add_sa_item
, the external regressors are renamed only if they don't already exist in the workspace.tradingdays.option = "UserDefined"
and tradingdays.autoadjust
, tradingdays.leapyear
or tradingdays.stocktdtradingdays
are defined in a new specification (because they are currently ignored). (issue #67)get_model
no longer produces an error.setOutliers
in TRAMO-SEATS.save_workspace
now works on Java 9 and higher (jaxb is no longer provided by default since Java 9).jSA
documentation improved.x13_spec
instead of x13_spec_def
, x13
instead of x13_def
, tramoseats_spec
instead of tramoseats_spec_def
, tramoseats
instead of tramoseats_def
, regarima_spec_tramoseats
instead of regarima_spec_def_tramoseats
, regarima_tramoseats
instead of regarima_def_tramoseats
, regarima_x13
instead of regarima_def_x13
and regarima_spec_x13
instead of regarima_spec_def_x13
.object
argument renamed by spec
in x13_spec
, tramoseats_spec
, regarima_spec_x13
and regarima_spec_tramoseats
.preliminary.check
added to the specifications functions (regarima_spec_tramoseats
, tramoseats_spec
, regarima_spec_x13
and x13_spec
). By default (preliminary.check = TRUE
), JDemetra+ checks the quality of the input series and exclude highly problematic ones: e.g. these with a number of identical observations and/or missing values above pre-specified threshold values. When preliminary.check = FALSE
, the thresholds are ignored and process is performed, when possible. (issue #39)tradingdays.option = "UserDefined
and add new regressors variables (usrdef.varEnabled = TRUE
to enable user-defined regressors and usrdef.var
to define the regressors) using usrdef.varType = "Calendar"
.usrdef.varType
argument is recycled with the number of variables defined in the usrdef.var
parameter.jx13
, jtramoseats
, jregarima
, jregarima_x13
, jregarima_tramoseats
and get_jmodel
. Therefore, there is no formatting and the computation is faster than the non 'j' functions (x13
, tramoseats
, regarima
, regarima_x13
, regarima_tramoseats
and get_model
). To manipulate these objects, there are three functions: get_dictionary
to get the indicators that can be extracted, get_indicators
to extract these indicators and jSA2R
to get the formatted R model.x11.fcast
can now be set to 0 or 1 (issue #42).