Standard X-11 decomposition
Package: rjd3highfreq 3.0.1
Daniel Ollech
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.
Authors:
rjd3highfreq_3.0.1.tar.gz
rjd3highfreq_3.0.1.zip(r-4.7-any)rjd3highfreq_3.0.1.zip(r-4.6-any)
rjd3highfreq_3.0.1.tar.gz(r-4.7-any)rjd3highfreq_3.0.1.tar.gz(r-4.6-any)
rjd3highfreq_3.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
rjd3highfreq/json (API)
| # Install 'rjd3highfreq' in R: |
| install.packages('rjd3highfreq', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/rjdverse/rjd3highfreq/issues
Pkgdown/docs site:https://rjdverse.github.io
Last updated from:c026536feb. Checks:6 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 204 | ||
| source / vignettes | OK | 260 | ||
| linux-release | OK | 234 | ||
| windows-devel | OK | 206 | ||
| windows-release | OK | 217 | ||
| wasm-release | OK | 131 |
Exports:check_java_versionextreme_values_correctionfind_outliersfractional_airline_decompositionfractional_airline_estimationhendersonic_ratioistlloessloglevelmstlmulti_airline_decompositionstlplusx11plus
Dependencies:backportscheckmateRcpprJavarjd3jarsrjd3toolkitrjd3xjarsRProtoBuf
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Check whether the installed Java version is supported | check_java_version |
| 'X11' Extreme Values Corrector | extreme_values_correction |
| Outlier Detection for Extended Airline Models | find_outliers |
| Perform an Arima Model Based (AMB) decomposition | fractional_airline_decomposition |
| Linearize a time series using a fractional airline model | fractional_airline_estimation |
| Apply Henderson linear filter | henderson |
| Compute IC-Ratio | ic_ratio |
| Iterative multiple seasonal decomposition using ISTL | istl |
| Fit a LOESS smoother | loess |
| Log-Level test for Extended Airline Models | loglevel |
| Simultaneous, multiple seasonal decomposition using MSTL | mstl |
| Perform an Arima Model Based (AMB) decomposition with multiple periodicities | multi_airline_decomposition |
| Seasonal decomposition using STL+ | stlplus |
| Modified X-11 seasonal adjustment | x11plus |