Package: rjd3toolkit 3.9.1

Tanguy Barthelemy

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'.

Authors:Jean Palate [aut], Alain Quartier-la-Tente [aut], Tanguy Barthelemy [aut, cre, art, cph], Anna Smyk [aut], Eulalie Delaune [aut]

rjd3toolkit_3.9.1.tar.gz
rjd3toolkit_3.9.1.zip(r-4.7-any)rjd3toolkit_3.9.1.zip(r-4.6-any)
rjd3toolkit_3.9.1.tar.gz(r-4.7-any)rjd3toolkit_3.9.1.tar.gz(r-4.6-any)
rjd3toolkit_3.9.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
rjd3toolkit/json (API)

# Install 'rjd3toolkit' in R:
install.packages('rjd3toolkit', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/rjdverse/rjd3toolkit/issues

Pkgdown/docs site:https://rjdverse.github.io

Uses libs:
  • openjdk– OpenJDK Java runtime, using Hotspot JIT
Datasets:
  • ABS - Data Base: Retail trade series in Australia
  • Births - Data Base: Series of daily births in France from 1968 to 2024
  • Electricity - Data Base: French national electricity consumption
  • Exports - Data Base: Belgian exports to European countries
  • Imports - Data Base: Belgian imports from European countries
  • Retail - Data Base: US Retail trade series
  • tramoseats_spec_default - Default Tramo-Seats specification
  • x13_spec_default - Default X13 specification

On CRAN:

Conda:

openjdk

5.07 score 20 packages 78 scripts 841 downloads 234 exports 6 dependencies

Last updated from:82a37f422e. Checks:6 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-develOK143
source / vignettesOK193
linux-releaseOK141
windows-develOK83
windows-releaseOK97
wasm-releaseOK125

Exports:.add_ud_var.enum_extract.enum_of.enum_sextract.enum_sof.jd2p_calendars.jd2p_context.jd2p_variables.jd2r_calendars.jd2r_lts.jd2r_matrix.jd2r_modellingcontext.jd2r_mts.jd2r_ts.jd2r_tscollection.jd2r_tsdata.jd2r_ucarima.jd2r_variables.jd3_env.jd3_object.jdomain.likelihood.p2jd_calendar.p2jd_calendars.p2jd_context.p2jd_variables.p2r_arima.p2r_calendars.p2r_context.p2r_datasupplier.p2r_datasuppliers.p2r_date.p2r_iv.p2r_ivs.p2r_likelihood.p2r_matrix.p2r_metadata.p2r_moniker.p2r_outliers.p2r_parameter.p2r_parameters.p2r_parameters_estimation.p2r_parameters_rslt.p2r_parameters_rsltx.p2r_ramps.p2r_regarima_rslts.p2r_sa_decomposition.p2r_sa_diagnostics.p2r_sequences.p2r_span.p2r_spec_benchmarking.p2r_spec_sarima.p2r_test.p2r_ts.p2r_tscollection.p2r_tsdata.p2r_ucarima.p2r_uservars.p2r_variables.proc_bool.proc_data.proc_desc.proc_dictionary.proc_dictionary2.proc_int.proc_likelihood.proc_matrix.proc_numeric.proc_parameter.proc_parameters.proc_str.proc_test.proc_ts.proc_vector.r2jd_calendars.r2jd_make_ts.r2jd_make_tscollection.r2jd_matrix.r2jd_modellingcontext.r2jd_sarima.r2jd_tmp_ts.r2jd_ts.r2jd_tscollection.r2jd_tsdata.r2jd_tsdomain.r2jd_variables.r2p_calendar.r2p_calendars.r2p_context.r2p_datasupplier.r2p_datasuppliers.r2p_date.r2p_iv.r2p_ivs.r2p_lparameters.r2p_metadata.r2p_moniker.r2p_outliers.r2p_parameter.r2p_parameters.r2p_ramps.r2p_sequences.r2p_span.r2p_spec_benchmarking.r2p_spec_sarima.r2p_ts.r2p_tscollection.r2p_tsdata.r2p_uservars.tsmonikeradd_outlieradd_rampadd_usrdefvaraggregateao_variablearima_differencearima_modelarima_propertiesarima_sumautocorrelationsautocorrelations_inverseautocorrelations_partialbowmanshentonbsplinescalendar_tdcdf_chi2cdf_gammacdf_inverse_gammacdf_tclean_extremitiescompare_annual_totalscomplete_modelling_contextdata_to_tsdaysOfdensity_chi2density_gammadensity_inverse_gammadensity_inverse_gaussiandensity_tdiagnosticsdictionarydifferencesdifferencing_fastdo_stationarydoornikhanseneaster_dateseaster_dayeaster_variablefixed_dayfixed_week_dayget_toolkit_optionholidaysintervention_variablejarqueberajulianeaster_variablekurtosisljungboxlong_term_meanlp_variablels_variablemadmodelling_contextmonotonic_csplinenational_calendarnatural_csplineperiodic_bsplinesperiodic_contrastsperiodic_csplineperiodic_csplinesperiodic_dummiesr2jd_calendartsramp_variablerandom_chi2random_gammarandom_inverse_gammarandom_inverse_gaussianrandom_trangemean_tstatremove_outlierremove_rampresultsa_decompositionsa_preprocessingsa.decompositionsadecompositionsarima_decomposesarima_estimatesarima_hannan_rissanensarima_modelsarima_propertiessarima_randomseasonality_canovahansenseasonality_canovahansen_trigsseasonality_combinedseasonality_fseasonality_friedmanseasonality_kruskalwallisseasonality_modified_qsseasonality_periodogramseasonality_qsset_arimaset_automodelset_basicset_benchmarkingset_easterset_estimateset_outlierset_tradingdaysset_transformsingle_dayskewnessso_variablespecial_daystatisticalteststock_tdtc_variabletdtd_canovahansentd_ftd_timevaryingtestofrunstestofupdownrunsto_tsto_tscollectiontoolkit_optiontrigonometric_variablests_adjustts_interpolatetsdata_ofucarima_canonicalucarima_estimateucarima_modelucarima_wkuser_defined

Dependencies:backportscheckmateRcpprJavarjd3jarsRProtoBuf

Readme and manuals

Help Manual

Help pageTopics
Add user-defined variable to a SA model.add_ud_var
Information on the (log-)likelihood.likelihood
Java Utility Functions.enum_extract .enum_of .enum_sextract .enum_sof .jd2p_calendars .jd2p_context .jd2p_variables .jd2r_calendars .jd2r_lts .jd2r_matrix .jd2r_modellingcontext .jd2r_mts .jd2r_ts .jd2r_tscollection .jd2r_tsdata .jd2r_ucarima .jd2r_variables .jd3_env .jd3_object .jdomain .p2jd_calendar .p2jd_calendars .p2jd_context .p2jd_variables .p2r_arima .p2r_calendars .p2r_context .p2r_datasupplier .p2r_datasuppliers .p2r_date .p2r_iv .p2r_ivs .p2r_likelihood .p2r_matrix .p2r_metadata .p2r_moniker .p2r_outliers .p2r_parameter .p2r_parameters .p2r_parameters_estimation .p2r_parameters_rslt .p2r_parameters_rsltx .p2r_ramps .p2r_regarima_rslts .p2r_sa_decomposition .p2r_sa_diagnostics .p2r_sequences .p2r_span .p2r_spec_benchmarking .p2r_spec_sarima .p2r_test .p2r_ts .p2r_tscollection .p2r_tsdata .p2r_ucarima .p2r_uservars .p2r_variables .proc_bool .proc_data .proc_desc .proc_dictionary .proc_dictionary2 .proc_int .proc_likelihood .proc_matrix .proc_numeric .proc_parameter .proc_parameters .proc_str .proc_test .proc_ts .proc_vector .r2jd_calendars .r2jd_make_ts .r2jd_make_tscollection .r2jd_matrix .r2jd_modellingcontext .r2jd_sarima .r2jd_tmp_ts .r2jd_ts .r2jd_tscollection .r2jd_tsdata .r2jd_tsdomain .r2jd_variables .r2p_calendar .r2p_calendars .r2p_context .r2p_datasupplier .r2p_datasuppliers .r2p_date .r2p_iv .r2p_ivs .r2p_lparameters .r2p_metadata .r2p_moniker .r2p_outliers .r2p_parameter .r2p_parameters .r2p_ramps .r2p_sequences .r2p_span .r2p_spec_benchmarking .r2p_spec_sarima .r2p_ts .r2p_tscollection .r2p_tsdata .r2p_uservars get_date_max get_date_min jd3_utilities
Create a Moniker.tsmoniker
Data Base: Retail trade series in AustraliaABS
Manage Outliers/Ramps in Specificationadd_outlier add_ramp remove_outlier remove_ramp
Add a User-Defined Variable to Pre-Processing Specification.add_usrdefvar
Aggregation of time seriesaggregate
Remove an arima model from an existing one.arima_difference
ARIMA Modelarima_model
Properties of an ARIMA modelarima_properties
Sum ARIMA Modelsarima_sum
Autocorrelation Functionsautocorrelations autocorrelations_inverse autocorrelations_partial
Data Base: Series of daily births in France from 1968 to 2024Births
B-Splinesbsplines
Trading day regressors with pre-defined holidayscalendar_td
Create a Chained Calendarchained_calendar
Removal of missing values at the beginning/endclean_extremities
Compare the annual totals of two seriescompare_annual_totals
Complete a Modelling Context with Additional Regressorscomplete_modelling_context
Promote a R time series to a "full JDemetra+ time series"data_to_ts
Provides a list of dates corresponding to each period of the given time seriesdaysOf
Chi-Square Distributioncdf_chi2 chi2distribution density_chi2 random_chi2
Gamma Distributioncdf_gamma density_gamma gammadistribution random_gamma
Inverse-Gamma Distributioncdf_inverse_gamma density_inverse_gamma invgammadistribution random_inverse_gamma
Inverse-Gaussian Distributiondensity_inverse_gaussian invgaussiandistribution random_inverse_gaussian
Student (T) Distributioncdf_t density_t random_t studentdistribution
Deprecated functionsdeprecated-rjd3toolkit sa.decomposition sa_preprocessing
Generic Diagnostics extractiondiagnostics diagnostics.JD3
Display names and items from a Java (X13) estimation result objectdictionary result user_defined
Differencing of a seriesdifferences
Automatic differencingdifferencing_fast
Automatic stationary transformationdo_stationary
Display Easter Sunday dates in given periodeaster_dates
Set a Holiday on an Easter related dayeaster_day
Easter regressoreaster_variable julianeaster_variable
Data Base: French national electricity consumptionElectricity
Data Base: Belgian exports to European countriesExports
Set a holiday on a Fixed Dayfixed_day
Set a Holiday on a Fixed Week Dayfixed_week_day
Get the value of an option for toolkitget_toolkit_option
Daily calendar regressors corresponding to holidaysholidays
Data Base: Belgian imports from European countriesImports
Intervention variableintervention_variable
JD3 print functionsjd3_print print.JD3_ARIMA print.JD3_LIKELIHOOD print.JD3_REGARIMA_RSLTS print.JD3_SARIMA print.JD3_SARIMA_ESTIMATION print.JD3_SPAN print.JD3_UCARIMA
Ljung-Box Testljungbox
Display Long-term means for a set of calendar regressorslong_term_mean
Leap Year regressorlp_variable
Compute a robust median absolute deviation (MAD)mad
Create modelling contextmodelling_context
Monotonic cubic splinemonotonic_cspline
Create a National Calendarnational_calendar
Natural cubic splinenatural_cspline
Normality Testsbowmanshenton doornikhansen jarquebera kurtosis normality_tests skewness
Generating Outlier regressorsao_variable ls_variable outliers_variables so_variable tc_variable
Periodic B-Splinesperiodic_bsplines
Periodic cubic splineperiodic_cspline
Periodic cardinal cubic splinesperiodic_csplines
Periodic dummies and contrastsperiodic_contrasts periodic_dummies
Calendars Print Methodsprint.JD3_CALENDAR print.JD3_EASTERDAY print.JD3_FIXEDDAY print.JD3_FIXEDWEEKDAY print.JD3_SINGLEDAY print.JD3_SPECIALDAY print_calendars
Create Java 'CalendarTimeSeries'r2jd_calendarts
Ramp regressorramp_variable
Range-Mean Regressionrangemean_tstat
Data Base: US Retail trade seriesRetail
Runs Tests around the mean or the medianrunstests testofruns testofupdownruns
Generic Function for Seasonal Adjustment Decompositionplot.JD3_SADECOMPOSITION print.JD3_SADECOMPOSITION sadecomposition sa_decomposition
Decompose SARIMA Model into three components trend, seasonal, irregularsarima_decompose
Estimate SARIMA Modelsarima_estimate
Estimate ARIMA Model with Hannan-Rissanen methodsarima_hannan_rissanen
Seasonal ARIMA model (Box-Jenkins)sarima_model
SARIMA Propertiessarima_properties
Simulate Seasonal ARIMAsarima_random
Canova-Hansen seasonality testseasonality_canovahansen
Canova-Hansen test using trigonometric variablesseasonality_canovahansen_trigs
"X12" Test On Seasonalityseasonality_combined
F-test on seasonal dummiesseasonality_f
Friedman Seasonality Testseasonality_friedman
Kruskall-Wallis Seasonality Testseasonality_kruskalwallis
Modified QS Seasonality Test (Maravall)seasonality_modified_qs
Periodogram Seasonality Testseasonality_periodogram
QS (seasonal Ljung-Box) test.seasonality_qs
Set ARIMA Model Structure in Pre-Processing Specificationset_arima
Set Arima Model Identification in Pre-Processing Specificationset_automodel
Set estimation sub-span and quality check specificationset_basic
Set Benchmarking Specificationset_benchmarking
Set Easter effect correction in Pre-Processing Specificationset_easter
Set Numeric Estimation Parameters and Modelling Spanset_estimate
Set Outlier Detection Parametersset_outlier
Set Calendar effects correction in Pre-Processing Specificationset_tradingdays
Set Log-level Transformation and Decomposition scheme in Pre-Processing Specificationset_transform
Set a holiday on a Single Daysingle_day
List of Pre-Defined Holidays to choose fromspecial_day
Generic Function For 'JDemetra+' Testsprint.JD3_TEST statisticaltest
Trading day Regressor for Stock seriesstock_td
Trading day regressors without holidaystd
Canova-Hansen test for stable trading daystd_canovahansen
Residual Trading Days Testtd_f
Likelihood ratio test on time varying trading daystd_timevarying
Creates a JDemetra+ time series objectto_ts
Creates a collection of time seriesto_tscollection
Set an option for toolkittoolkit_option
Default Tramo-Seats specification ('"rsafull"')tramoseats_spec_default
Generating trigonometric variablestrigonometric_variables
Multiplicative adjustment of a time series for leap year / length of periodsts_adjust
Interpolation of a time series with missing valuests_interpolate
Create ts object with values and datestsdata_of
Makes a UCARIMA model canonicalucarima_canonical
Estimate UCARIMA Modelucarima_estimate
Creates an UCARIMA model, which is composed of ARIMA models with independent innovations.ucarima_model
Wiener Kolmogorov Estimatorsucarima_wk
Create a Composite Calendarweighted_calendar
Default X13 specification ('"rsa4"')x13_spec_default