With the current version of the JDCruncheR package (0.3.1), you can:
To prevent the package from being too voluminous, it does not contain the JDemetra+ cruncher. Said cruncher can be downloaded here: https://github.com/jdemetra/jdemetra-app/releases. For more information on the cruncher installation and its set up with a portable version of Java, please refer to the JDCruncheR wiki: https://github.com/InseeFr/JDCruncheR/wiki/Installation-&-configuration.
The JDemetra+ cruncher requires three elements to function:
In the JDCruncheR package, three functions are cruncher-related:
create_param_file() generates a settings file;cruncher() crunches a workspace from a pre-generated
settings file;cruncher_and_param() both generates the settings file
and crunches the workspace. With this function, some of the cruncher
output can also be customised.create_param_file()The arguments of the function create_param_file() are
described in the JDemetra+ cruncher wiki (https://github.com/jdemetra/jwsacruncher/wiki). The
three main arguments are:
policy, the refresh policy:| Option in JDemetra+ | Cruncher options | Description |
|---|---|---|
| Current adjustment (AO approach) | current | The ARIMA model, outliers and other regression variables are not re-identified, and the values of all associated coefficients are fixed. All new observations are classified as additive outliers and corresponding coefficients are estimated during the regression phase. The transformation type remains unchanged. |
| Partial concurrent adjustment -> Fixed model | fixed | The ARIMA model, outliers and other regression variables are not re-identified and the values of all coefficients are fixed. The transformation type remains unchanged. |
| Partial concurrent adjustment -> Estimate regression coefficients | fixedparameters | The ARIMA model, outliers and other regression variables are not re-identified. The coefficients of the ARIMA model are fixed but the regression variables coefficients are re-estimated. The transformation type remains unchanged. |
| Partial concurrent adjustment -> Estimate regression coefficients + Arima parameters | parameters (default policy) | The ARIMA model, outliers and other regression variables are not re-identified. All coefficients of the RegARIMA model are re-estimated, for regression variables and ARIMA parameters. The transformation type remains unchanged. |
| Partial concurrent adjustment -> Estimate regression coefficients + Last outliers | lastoutliers | Outliers in the last year of the sample are re-identified. All coefficients of the RegARIMA model, regression variables and ARIMA parameters, are re-estimated. The transformation type remains unchanged. |
| Partial concurrent adjustment -> Estimate regression coefficients + All outliers | outliers | All outliers are re-identified. All coefficients of the RegARIMA model, regression variables and ARIMA parameters, are re-estimated. The transformation type remains unchanged. |
| Partial concurrent adjustment -> Estimate regression coefficients + Arima model | stochastic | Re-identification of the ARIMA model, outliers and regression variables, except the calendar variables. The transformation type remains unchanged. |
| Concurrent | complete or concurrent | Complete re-identification of the whole RegARIMA model, all regression variables and ARIMA model orders. |
matrix_item is a list containing the names of the
parameters to export. By default, such names are those contained in the
default_matrix_item option. Thus, the user can either
modify the default_matrix_item option or the
matrix_item option:library("JDCruncheR")
# To see the default parameters:
getOption("default_matrix_item")
# To customise the parameter selection (here, only the information criteria are exported):
options(default_matrix_item = c(
"likelihood.aic",
"likelihood.aicc",
"likelihood.bic",
"likelihood.bicc"
))tsmatrix_series is a list containing the names of the
parameters to export. By default, such names are those contained in the
default_tsmatrix_series option. Thus, the user can either
modify the default_tsmatrix_series option or the
tsmatrix_series option:# To see the default parameters:
getOption("default_tsmatrix_series")
# To customise the parameter selection (here, only the seasonaly adjusted series and its previsions are exported):
options(default_tsmatrix_series = c("sa", "sa_f"))To visualise all parameters that can be used to customise these
options, enter ?create_param_file (in R).
Here are some use cases for the function
create_param_file():
# A .param parameters file will be created in D:/, containing the "lastoutliers" refresh policy
# and default values for the other parameters
create_param_file(
dir_file_param = "D:/",
policy = "lastoutliers"
)
# To customise the "default_matrix_item" and "default_tsmatrix_series" options
# to only export the information criteria, the adjusted series and its forecast:
create_param_file(
dir_file_param = "D:/",
policy = "lastoutliers",
matrix_item = c(
"likelihood.aic", "likelihood.aicc",
"likelihood.bic", "likelihood.bicc"
),
tsmatrix_series = c("sa", "sa_f")
)To crunch a workspace with the functions cruncher() or
cruncher_and_param(), the paths to the cruncher and the
workspace must be specified via two parameters,
cruncher_bin_directory and workspace.
Once declared, the path to the cruncher (stored in the parameter
cruncher_bin_directory) is valid for all cruncher
executions. The path must refer to the jwsacruncher.bat file
location, within the “bin” installation folder. For example, if the
cruncher is installed in D:\jdemetra-cli-2.2.3, the
jwsacruncher.bat file will be in
D:\jdemetra-cli-2.2.3\bin. The code to declare this path
via the cruncher_bin_directory parameter is:
If no path to a workspace was specified, a window opens for a manual workspace selection.
The function cruncher_and_param() creates a temporary
parameters file by calling create_param_file(), which is
then used to by the function cruncher() to crunch the
workspace. In addition to the parameters used by these two functions,
cruncher_and_param() carries the option
rename_multi_documents with which the output folders can be
renamed after the SAProcessings’ names as displayed in the JDemetra+
interface (by default, rename_multi_documents = TRUE: the
output files are renamed). Here are some use cases:
# Code to update the "ipi" workspace stored in D:/seasonal_adjustment/, with the refresh policy "lastoutliers".
# All other create_param_file() parameters are default ones. In particular, the exported parameters are the default
# "default_matrix_item" and "default_tsmatrix_series", and the output folder is D:/seasonal_adjustment/Output/.
cruncher_and_param(
workspace = "D:/seasonal_adjustment/ipi.xml",
rename_multi_documents = FALSE,
policy = "lastoutliers"
)
# Example of customisation of the parameter "output":
cruncher_and_param(
workspace = "D:/seasonal_adjustment/ipi.xml",
output = "D:/cruncher_results/",
rename_multi_documents = FALSE,
policy = "lastoutliers"
)
# Here, we explicitely have "rename_multi_documents = TRUE" (which is also the default value) to rename the ouput folders
# after the SAProcessings as displayed in the JDemetra+ interface.
# With parameter "delete_existing_file = TRUE", all pre-existing versions of such folders are deleted before the export.
cruncher_and_param(
workspace = "D:/Campagne_CVS/ipi.xml",
rename_multi_documents = TRUE,
delete_existing_file = TRUE,
policy = "lastoutliers"
)
# To see all the function parameters:
?cruncher_and_param