Package: rjd3toolkit 3.2.4.9000

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, 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], Anna Smyk [aut]

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rjd3toolkit.pdf |rjd3toolkit.html✨
rjd3toolkit/json (API)
NEWS

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

Peer review:

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

Uses libs:
  • openjdk– OpenJDK Java runtime, using Hotspot JIT
Datasets:

    On CRAN:

    228 exports 5 stars 2.97 score 5 dependencies 12 dependents 49 scripts

    Last updated 1 months agofrom:1d60277daf. Checks:OK: 1 WARNING: 6. Indexed: no.

    TargetResultDate
    Doc / VignettesOKSep 08 2024
    R-4.5-winWARNINGSep 08 2024
    R-4.5-linuxWARNINGSep 08 2024
    R-4.4-winWARNINGSep 08 2024
    R-4.4-macWARNINGSep 08 2024
    R-4.3-winWARNINGSep 08 2024
    R-4.3-macWARNINGSep 08 2024

    Exports:.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_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_uservarsadd_outlieradd_rampadd_usrdefvaraggregateao_variablearima_differencearima_modelarima_propertiesarima_sumautocorrelationsautocorrelations_inverseautocorrelations_partialbowmanshentoncalendar_tdcdf_chi2cdf_gammacdf_inverse_gammacdf_inverse_gaussiancdf_tchained_calendarclean_extremitiescompare_annual_totalsdata_to_tsDATE_MAXDATE_MINdaysOfdensity_chi2density_gammadensity_inverse_gammadensity_inverse_gaussiandensity_tdiagnosticsdictionarydifferencesdifferencing_fastdo_stationarydoornikhanseneaster_dateseaster_dayeaster_variablefixed_dayfixed_week_dayholidaysintervention_variablejarqueberajulianeaster_variablekurtosislikelihoodljungboxlong_term_meanlp_variablels_variablemadmodelling_contextnational_calendarperiodic_splinesperiodic.contrastsperiodic.dummiesr2jd_calendartsramp_variablerandom_chi2random_gammarandom_inverse_gammarandom_inverse_gaussianrandom_trangemean_tstatreload_dictionariesremove_outlierremove_rampresultsa_decompositionsa_preprocessingsa.decompositionsadecompositionsarima_decomposesarima_estimatesarima_hannan_rissanensarima_modelsarima_propertiessarima_randomseasonality_canovahansenseasonality_canovahansen_trigsseasonality_combinedseasonality_fseasonality_friedmanseasonality_kruskalwallisseasonality_periodogramseasonality_qsset_arimaset_automodelset_basicset_benchmarkingset_easterset_estimateset_outlierset_tradingdaysset_transformsingle_dayskewnessso_variablespecial_daystatisticalteststock_tdtc_variabletdtd_canovahansentd_ftestofrunstestofupdownrunsto_tsto_tscollectiontrigonometric_variablests_adjustts_interpolatetsdata_oftsmonikerucarima_canonicalucarima_estimateucarima_modelucarima_wkuser_definedweighted_calendar

    Dependencies:backportscheckmateRcpprJavaRProtoBuf

    Readme and manuals

    Help Manual

    Help pageTopics
    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_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 DATE_MAX DATE_MIN jd3_utilities
    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. More exactly, m_diff = m_left - m_right iff m_left = m_right + m_diff.arima_difference
    ARIMA Modelarima_model
    Properties of an ARIMA model; the (pseudo-)spectrum and the auto-covariances of the model are returnedarima_properties
    Sum ARIMA Modelsarima_sum
    Autocorrelation Functionsautocorrelations autocorrelations_inverse autocorrelations_partial
    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 series (usually the raw series and the seasonally adjusted series)compare_annual_totals
    Promote a R time series to a "full" ts of jdemetradata_to_ts
    Provides a list of dates corresponding to each period of the given time seriesdaysOf
    The Chi-Squared Distributioncdf_chi2 chi2distribution density_chi2 random_chi2
    The Gamma Distributioncdf_gamma density_gamma gammadistribution random_gamma
    The Inverse-Gamma Distributioncdf_inverse_gamma density_inverse_gamma invgammadistribution random_inverse_gamma
    The Inverse-Gaussian Distributioncdf_inverse_gaussian density_inverse_gaussian invgaussiandistribution random_inverse_gaussian
    The Student Distributioncdf_t density_t random_t studentdistribution
    Deprecated functionsdeprecated-rjd3toolkit sa.decomposition
    Generic Diagnostics Functiondiagnostics diagnostics.JD3
    Get Dictionary and Resultdictionary 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
    Set a holiday on a Fixed Dayfixed_day
    Set a Holiday on a Fixed Week Dayfixed_week_day
    Daily calendar regressors corresponding to holidaysholidays
    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
    Titlelikelihood
    Ljung-Box Testljungbox
    Display Long-term means for a set of calendar regressorslong_term_mean
    Leap Year regressorlp_variable
    Titlemad
    Create contextmodelling_context
    Create a National Calendarnational_calendar
    Normality Testsbowmanshenton doornikhansen jarquebera kurtosis normality_tests skewness
    Generating Outlier regressorsao_variable ls_variable outliers_variables so_variable tc_variable
    Period splinesperiodic_splines
    Periodic dummies and contrastsperiodic.contrasts periodic.dummies
    Calendars Print Methodsprint.calendars print.JD3_CALENDAR print.JD3_EASTERDAY print.JD3_FIXEDDAY print.JD3_FIXEDWEEKDAY print.JD3_SINGLEDAY print.JD3_SPECIALDAY
    Create Java CalendarTimeSeriesr2jd_calendarts
    Ramp regressorramp_variable
    Range-Mean Regressionrangemean_tstat
    Titlereload_dictionaries
    Runs Tests around the mean or the medianrunstests testofruns testofupdownruns
    Generic Preprocessing Functionsa_preprocessing
    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
    Titlesarima_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
    Periodogram Seasonality Testseasonality_periodogram
    QS Seasonality Testseasonality_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 Trading Days testtd_canovahansen
    Residual Trading Days Testtd_f
    Titleto_ts
    Titleto_tscollection
    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
    Titletsdata_of
    Titletsmoniker
    Makes a UCARIMA model canonical; more specifically, put all the noise of the components in one dedicated componentucarima_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