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
7.94 score 10 stars 17 dependents 78 scripts 743 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
6.74 score 7 stars 4 dependents 22 scripts 567 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
6.32 score 7 stars 3 dependents 15 scripts 591 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
6.03 score 3 stars 13 scripts 193 downloads
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
5.92 score 3 stars 33 scripts
rjd3workspace - Wrangling 'JDemetra+ 3.x' Workspace
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
5.59 score 6 stars 1 dependents 12 scripts 616 downloads
rjd3filters - Trend-Cycle Extraction with Linear Filters based on JDemetra+ v3.x
This package provides functions to 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 developped in 'JDemetra+' (<https://github.com/jdemetra>), time series analysis software.
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filteringjavajdemetratime-seriestimeseriestrend-cycleopenjdk
5.52 score 3 stars 3 dependents 97 scriptsrjd3production - Prepare for Production of Seasonal Adjustment with 'JDemetra+'
A comprehensive tool for setting up seasonal data pipelines using 'JDemetra+' (version 3) and 'rjdverse'. This includes setting up a new working environment, creating and selecting calendar regressors, managing specifications (trading-days regressors and outliers) at the workspace level, making a workspace usable by the 'cruncher', removing insignificant outliers, and comparing workspaces.
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jdemetraseasonal-adjustmentseasonalityquartoopenjdk
5.18 score 436 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 582 downloads
rjd3workspace - Wrangling 'JDemetra+ 3.x' Workspace
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.
Last updated
javajdemetratime-seriestimeseriesworkspaceopenjdk
5.11 score 6 stars 1 dependents 12 scripts 490 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
4.92 score 1 stars 2 dependents 2 scripts 648 downloads
JDCruncheR - Interface Between the 'JDemetra+' Cruncher and R, and Quality Report Generator
Tool for generating quality reports from cruncher outputs (and calculating series scores). The latest version of the cruncher can be downloaded here: <https://github.com/jdemetra/jwsacruncher/releases>.
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extensionjdemetrajwsacruncherquality-assessment
4.78 score 5 stars 16 scripts 139 downloads
rjd3highfreq - Seasonal Adjustment of High Frequency Data with 'JDemetra+ 3.x'
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It provides functions for seasonal adjustment of high-frequency data displaying multiple, non integer periodicities. Pre-adjustment with extended airline model and Arima Model Based decomposition.
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openjdk
4.76 score 2 stars 1 dependents 46 scripts
rjd3nowcasting - Nowcasting with Dynamic Factors Models in 'JDemetra+' 3.x
Interface to 'JDemetra+' 3.x (<https://github.com/jdemetra>), time series analysis software. The package enables the specification and estimation of Dynamic Factor Models for nowcasting, and includes news analysis to interpret forecast revisions. It implements highly efficient algorithms for fast and reliable computation.
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openjdk
4.35 score 3 stars 1 scripts
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
4.20 score 4 stars 2 scripts
IssueTrackeR - List Things to Do
Manage a 'GitHub' problem using R: wrangle issues, labels and milestones. It includes functions for storing, prioritizing (sorting), displaying, adding, deleting, and selecting (filtering) issues based on qualitative and quantitative information. Issues (labels and milestones) are written in lists and categorized into the S3 class to be easily manipulated as datasets in R.
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githubissuesissues-trackermileston
4.13 score 3 stars 141 downloadsrjd3x11plus - 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
3.95 score 1 stars 1 dependents 15 scriptsreleaser - Help with Preparing a New Version of an R Package
Helps to prepare a release. Before releasing an R package it is important to update the DESCRIPTION file and the changelog. This package prepares these files and also updates the versions according to the branches. It relies heavily on the 'desc' packages.
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3.65 score 1 stars 462 downloads
rjdworkspace - Manipulate 'JDemetra+' Workspaces
Set of tools to manipulate the 'JDemetra+' workspaces. Based on the 'RJDemetra' package (which interfaces with version 2 of the '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). This package provides access to additional workspace manipulation functions such as metadata manipulation, raw paths and wrangling of several workspaces simultaneously. These additional functionalities are useful as part of a CVS data production chain.
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jdemetrarjdemetraworkspace-managementopenjdk
3.18 score 1 stars 5 scripts 141 downloadsrjd3stl - 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.
Last updated
openjdk
3.08 score 1 stars 7 scripts