Access a model specification, a SA or a pre-adjustment model in X13 and TRAMO-SEATS
Source:R/spec.R
specification.RdThe following functions enable the access to different parts of the final model specification,
as included in the "SA", "regarima", "SA_spec" and "regarima_spec" S3 class objects.
Usage
s_estimate(object = NA)
s_transform(object = NA)
s_usrdef(object = NA)
s_preOut(object = NA)
s_preVar(object = NA)
s_td(object = NA)
s_easter(object = NA)
s_out(object = NA)
s_arima(object = NA)
s_arimaCoef(object = NA)
s_fcst(object = NA)
s_span(object = NA)
s_x11(object = NA)
s_seats(object = NA)Arguments
- object
an object of one of the following classes:
c("SA","X13"),c("SA","TRAMO_SEATS"),c("SA_spec","X13"),c("SA_spec","TRAMO_SEATS"),c("regarima","X13"),c("regarima","TRAMO_SEATS"),c("regarima_spec","X13"),c("regarima_spec","TRAMO_SEATS").
Value
s_estimatereturns a data.frame with the estimate variabless_transformreturns a data.frame with the transform variabless_usrdefreturns a data.frame with the user-defined regressors (outliers and variables) model specification, indicating if those variables are included in the model and if coefficients are pre-specifieds_preOutreturns a data.frame with the pre-specified outlierss_preVarreturns a list with information on the user-defined variables, including:series- the time series anddescription- data.frame with the variable type and coefficientss_tdreturns a data.frame with the trading.days variabless_easterreturns a data.frame with the easter variables_outreturns a data.frame with the outliers detection variabless_arimareturns a data.frame with the arima variabless_arimaCoefreturns a data.frame with the user-specified ARMA coefficientss_fcstreturns a data.frame with the forecast horizons_spanreturns a data.frame with the span variabless_x11returns a data.frame with the x11 variabless_seatsreturns a data.frame with the seats variables
References
More information and examples related to 'JDemetra+' features in the online documentation: https://jdemetra-new-documentation.netlify.app/
Examples
# \donttest{
myseries <- ipi_c_eu[, "FR"]
myreg1 <- regarima_x13(myseries, spec = "RG5c")
myspec1 <- regarima_spec_x13(myreg1,
estimate.from = "2005-10-01",
outlier.from = "2010-03-01")
s_estimate(myreg1)
#> preliminary.check span tolerance
#> TRUE All 1e-07
s_estimate(myspec1)
#> preliminary.check span tolerance
#> TRUE From 2005-10-01 1e-07
s_transform(myreg1)
#> tfunction adjust aicdiff
#> Auto None -2
s_transform(myspec1)
#> tfunction adjust aicdiff
#> Auto None -2
s_usrdef(myreg1)
#> outlier outlier.coef variables variables.coef
#> 1 FALSE FALSE FALSE FALSE
s_usrdef(myspec1)
#> outlier outlier.coef variables variables.coef
#> FALSE FALSE FALSE FALSE
myspec2 <- regarima_spec_x13(myreg1, usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "AO"),
usrdef.outliersDate = c("2009-10-01", "2005-02-01"))
myreg2 <- regarima(myseries, myspec2)
s_preOut(myreg2)
#> type date coeff
#> 1 LS 2009-10-01 NA
#> 2 AO 2005-02-01 NA
s_preOut(myspec2)
#> type date coeff
#> 1 LS 2009-10-01 NA
#> 2 AO 2005-02-01 NA
var1 <- ts(rnorm(length(myseries))*10, start = start(myseries), frequency = 12)
var2 <- ts(rnorm(length(myseries))*100, start = start(myseries), frequency = 12)
var3 <- ts.union(var1, var2)
myspec3 <- regarima_spec_x13(spec = "RG5c",
usrdef.varEnabled = TRUE,
usrdef.var = var3)
myreg3 <- regarima(myseries, myspec3)
s_preVar(myspec3)
#> $series
#> var1 var2
#> Jan 1990 -10.67709165 -229.9484409
#> Feb 1990 -11.80488666 -43.8727684
#> Mar 1990 21.59175760 -64.9680607
#> Apr 1990 -4.17812648 42.4040947
#> May 1990 0.87654958 4.7049728
#> Jun 1990 -5.43709068 -128.5044066
#> Jul 1990 -1.19867022 4.5532358
#> Aug 1990 18.00624858 -144.9429700
#> Sep 1990 -7.94247350 -163.3704403
#> Oct 1990 -3.60360559 -51.7284962
#> Nov 1990 6.31460646 -99.1151430
#> Dec 1990 -16.63279352 -72.8485045
#> Jan 1991 -4.88005245 45.1951634
#> Feb 1991 -0.20752219 88.7181335
#> Mar 1991 9.33871038 126.4573401
#> Apr 1991 -2.32670878 -129.1419391
#> May 1991 -10.19630064 18.2510306
#> Jun 1991 -16.80328321 -8.9809675
#> Jul 1991 22.81394917 -11.2629276
#> Aug 1991 -10.42285303 16.2801338
#> Sep 1991 7.12307192 55.5861006
#> Oct 1991 12.20747981 85.3394680
#> Nov 1991 3.36018683 -19.4899361
#> Dec 1991 -2.79147937 -4.3411909
#> Jan 1992 0.76422131 -52.9438316
#> Feb 1992 -3.54509030 -59.8510599
#> Mar 1992 14.32658547 14.9297682
#> Apr 1992 0.02671474 125.5820916
#> May 1992 3.44012511 -23.4369528
#> Jun 1992 -8.30323380 142.2340276
#> Jul 1992 4.82115591 29.2127542
#> Aug 1992 -6.88660369 -73.6886751
#> Sep 1992 -10.93359720 -12.9996552
#> Oct 1992 8.41060978 220.0885652
#> Nov 1992 14.54136238 161.3081286
#> Dec 1992 1.37240272 -26.7499583
#> Jan 1993 3.25544925 12.7603168
#> Feb 1993 12.23728019 -37.0892736
#> Mar 1993 -10.53314136 -45.2402281
#> Apr 1993 18.40332640 119.7478248
#> May 1993 -22.31484275 96.1339696
#> Jun 1993 -5.95844719 109.9244552
#> Jul 1993 -2.30472754 5.3534542
#> Aug 1993 17.56315261 -7.1082557
#> Sep 1993 4.75705566 -26.5212622
#> Oct 1993 7.82644366 -108.7472787
#> Nov 1993 -11.46245649 11.2995341
#> Dec 1993 9.50180682 -36.8761608
#> Jan 1994 -3.45227990 -181.3818422
#> Feb 1994 -24.73551488 -72.7994368
#> Mar 1994 13.76264164 -32.3343456
#> Apr 1994 24.77145067 11.8178061
#> May 1994 -13.37234198 52.2721179
#> Jun 1994 20.24155203 -39.4712044
#> Jul 1994 8.59593181 -73.8262361
#> Aug 1994 7.28471344 131.9700103
#> Sep 1994 17.02971138 -54.7717472
#> Oct 1994 -13.49671966 211.6530743
#> Nov 1994 0.85960972 23.8889683
#> Dec 1994 2.04207089 -51.5969374
#> Jan 1995 -9.79050445 115.8752180
#> Feb 1995 5.94650797 -63.4357812
#> Mar 1995 10.39317096 86.2710827
#> Apr 1995 -12.78834279 -168.1573026
#> May 1995 -3.19978820 -163.6792119
#> Jun 1995 -18.72828606 143.0290161
#> Jul 1995 0.91322657 153.9376495
#> Aug 1995 7.12363770 -7.7210862
#> Sep 1995 -1.10119494 72.2232423
#> Oct 1995 -10.51575816 76.2012389
#> Nov 1995 -8.91401342 -110.5216744
#> Dec 1995 -6.19138043 -146.1168585
#> Jan 1996 2.55199046 29.5561895
#> Feb 1996 -4.39315917 65.8526506
#> Mar 1996 14.68149212 64.5142725
#> Apr 1996 8.32506126 62.3653458
#> May 1996 -9.13787407 231.5849301
#> Jun 1996 -2.72595426 -38.1598877
#> Jul 1996 7.51086555 3.1688164
#> Aug 1996 -0.76856255 77.6625400
#> Sep 1996 1.47101528 -198.3047831
#> Oct 1996 -3.21238201 -0.5446710
#> Nov 1996 -17.03140073 70.2411713
#> Dec 1996 -7.61038444 122.3164016
#> Jan 1997 -7.59025393 -14.1397453
#> Feb 1997 2.92608648 -49.5379010
#> Mar 1997 3.32236386 84.0522626
#> Apr 1997 -2.31934768 56.0050141
#> May 1997 -8.15807168 113.7045939
#> Jun 1997 2.16074797 47.3801310
#> Jul 1997 -11.38865785 -15.0440355
#> Aug 1997 1.40105007 213.8995235
#> Sep 1997 -6.62133906 21.7996549
#> Oct 1997 -5.34391766 -189.5969181
#> Nov 1997 -14.12830881 -14.2738393
#> Dec 1997 12.17203500 146.2425734
#> Jan 1998 4.25531888 107.4657122
#> Feb 1998 -1.20928613 65.5056672
#> Mar 1998 6.51430723 -12.3133658
#> Apr 1998 4.90205565 -92.9721805
#> May 1998 7.05192456 151.6556529
#> Jun 1998 8.05650671 -7.6792959
#> Jul 1998 -1.79990583 -36.9791935
#> Aug 1998 10.72861877 60.6232668
#> Sep 1998 -0.82523465 152.6737997
#> Oct 1998 10.72598758 -8.1510851
#> Nov 1998 -0.02079741 142.8358850
#> Dec 1998 -8.59905321 101.3571835
#> Jan 1999 7.48074130 -67.6577827
#> Feb 1999 13.56515448 -23.6565665
#> Mar 1999 4.00001599 50.5599115
#> Apr 1999 6.36256611 -252.7752928
#> May 1999 -18.66035907 -70.0668673
#> Jun 1999 -5.80927235 9.1607577
#> Jul 1999 10.93896134 85.2173585
#> Aug 1999 -5.32691097 112.3909322
#> Sep 1999 6.83984092 82.7869298
#> Oct 1999 -6.84263667 -136.8112810
#> Nov 1999 16.25943271 18.9759677
#> Dec 1999 -6.31734454 196.0755931
#> Jan 2000 -13.53779986 -80.6017715
#> Feb 2000 3.87122228 24.7350268
#> Mar 2000 -9.67667515 50.7828231
#> Apr 2000 -3.58785321 -49.5801751
#> May 2000 -5.86397434 -90.2102368
#> Jun 2000 16.12913478 101.2532538
#> Jul 2000 5.05671343 163.6540567
#> Aug 2000 0.24106090 -82.5520511
#> Sep 2000 2.95359647 -130.1284005
#> Oct 2000 12.75350360 -48.4042607
#> Nov 2000 2.04477180 -19.1561941
#> Dec 2000 1.86747913 -120.3991350
#> Jan 2001 7.09749842 -155.4565833
#> Feb 2001 3.75846729 -14.9289700
#> Mar 2001 4.05413237 -98.8248953
#> Apr 2001 3.30985753 -130.0530931
#> May 2001 15.93760511 76.4001921
#> Jun 2001 5.55075757 -76.4220023
#> Jul 2001 -12.09478318 105.9842219
#> Aug 2001 -2.25557951 57.4400444
#> Sep 2001 -3.42381835 145.4354816
#> Oct 2001 -17.36559496 192.6606505
#> Nov 2001 1.63560903 37.7693133
#> Dec 2001 2.98293513 45.7817317
#> Jan 2002 1.75870029 -31.4478166
#> Feb 2002 -14.05601011 -19.6337224
#> Mar 2002 -2.15255891 53.2207247
#> Apr 2002 -5.02680266 -129.6930815
#> May 2002 16.83881702 -11.6459881
#> Jun 2002 -17.25036625 -179.1435814
#> Jul 2002 -2.52554758 103.7638450
#> Aug 2002 -16.04868007 -75.1737315
#> Sep 2002 11.53376302 144.3320207
#> Oct 2002 -12.66363058 73.4189087
#> Nov 2002 -2.50127880 -105.4557986
#> Dec 2002 -5.38988584 3.0424727
#> Jan 2003 -6.11159385 -62.0591656
#> Feb 2003 8.07837347 -19.3502015
#> Mar 2003 13.57967557 39.3606874
#> Apr 2003 10.00928446 -3.3226158
#> May 2003 -12.58705305 -52.8722573
#> Jun 2003 -13.95429138 307.1007147
#> Jul 2003 3.26775093 -142.4723774
#> Aug 2003 -5.66269784 33.0701264
#> Sep 2003 -0.40093207 -175.9479023
#> Oct 2003 10.07425936 -101.6384201
#> Nov 2003 -13.73520862 103.6862040
#> Dec 2003 3.30858231 3.4712279
#> Jan 2004 11.43623543 -169.3691356
#> Feb 2004 -13.81713624 -37.4082127
#> Mar 2004 -8.44069552 -125.8362453
#> Apr 2004 -18.36583479 -60.8105630
#> May 2004 10.44170831 -136.8707861
#> Jun 2004 2.15210107 -94.2163446
#> Jul 2004 8.00349614 73.9857730
#> Aug 2004 7.14933031 2.2094341
#> Sep 2004 -3.17171209 54.8882732
#> Oct 2004 -22.52045124 -135.0698058
#> Nov 2004 15.05248197 -64.4467633
#> Dec 2004 -4.19147872 104.7844734
#> Jan 2005 -2.08179987 -32.1393364
#> Feb 2005 10.25008622 3.4325883
#> Mar 2005 -21.09352248 106.3948370
#> Apr 2005 5.81155983 -158.7608154
#> May 2005 4.27476044 -158.3462404
#> Jun 2005 3.09712183 11.0531327
#> Jul 2005 -3.48680801 24.6298837
#> Aug 2005 4.72684011 5.7149917
#> Sep 2005 7.02742649 -108.3303495
#> Oct 2005 -15.43797498 21.6301111
#> Nov 2005 -11.39419424 -82.3685525
#> Dec 2005 3.70802634 -150.0780397
#> Jan 2006 2.49291812 122.6567010
#> Feb 2006 12.40415284 -21.5867461
#> Mar 2006 -3.71594045 173.3784762
#> Apr 2006 9.08843016 -143.2535684
#> May 2006 7.72073385 -17.6478952
#> Jun 2006 3.66647135 75.6314868
#> Jul 2006 2.34063054 -98.0007712
#> Aug 2006 -8.24637494 -38.6424379
#> Sep 2006 7.93613760 38.1516254
#> Oct 2006 8.15375576 134.5768539
#> Nov 2006 -6.40412559 98.3748677
#> Dec 2006 1.54668564 8.6637298
#> Jan 2007 -13.19062104 46.9669925
#> Feb 2007 -5.59444239 -89.2900170
#> Mar 2007 -12.78683713 0.2229617
#> Apr 2007 -1.61854635 15.0747679
#> May 2007 -12.12698055 -57.4554552
#> Jun 2007 13.71345622 23.5160435
#> Jul 2007 0.82627704 126.5858408
#> Aug 2007 -12.65853773 -139.0298039
#> Sep 2007 11.74275795 11.5795724
#> Oct 2007 6.95991675 89.2577296
#> Nov 2007 8.00070376 3.8752879
#> Dec 2007 -10.02196891 -3.8372698
#> Jan 2008 -6.77115667 81.1453346
#> Feb 2008 7.20963599 3.3486905
#> Mar 2008 9.60168144 66.3318866
#> Apr 2008 -1.45665667 -22.0091795
#> May 2008 15.05255540 -1.5736545
#> Jun 2008 6.78180406 208.7713501
#> Jul 2008 -2.65552196 149.6586647
#> Aug 2008 -4.58132537 -30.9764025
#> Sep 2008 17.38431533 158.4290933
#> Oct 2008 -0.13105949 -114.7278380
#> Nov 2008 -7.94353354 93.7994138
#> Dec 2008 2.55333393 -117.6473378
#> Jan 2009 -8.78777648 140.2133012
#> Feb 2009 -5.02384014 -17.7175377
#> Mar 2009 9.18235108 -65.0604263
#> Apr 2009 -4.15556110 -122.9364408
#> May 2009 -4.97454127 25.1325895
#> Jun 2009 1.22983974 -156.3215351
#> Jul 2009 -9.94093841 81.3079991
#> Aug 2009 4.85937859 -11.0848678
#> Sep 2009 -5.51041758 -76.1172061
#> Oct 2009 1.66600822 82.9512582
#> Nov 2009 0.95564919 -105.5171964
#> Dec 2009 9.37361737 22.2967963
#> Jan 2010 -7.78592244 244.1195038
#> Feb 2010 -3.46014963 200.0641700
#> Mar 2010 1.45927947 -75.4805825
#> Apr 2010 -6.79378277 -130.3238961
#> May 2010 -6.13698253 24.6026158
#> Jun 2010 22.02935147 54.8893707
#> Jul 2010 -3.28772531 48.6414289
#> Aug 2010 17.51776850 -85.7244463
#> Sep 2010 -9.71651737 -20.8889627
#> Oct 2010 -16.89546894 -2.1828351
#> Nov 2010 -14.81386178 37.1728862
#> Dec 2010 24.26894783 -230.0614875
#> Jan 2011 -2.28460020 -68.6391490
#> Feb 2011 11.13283521 82.3954712
#> Mar 2011 -4.37063852 67.1560953
#> Apr 2011 12.64884610 -13.6811085
#> May 2011 14.36597731 -32.4855419
#> Jun 2011 -9.18664322 116.5364420
#> Jul 2011 -19.14602512 -90.3741440
#> Aug 2011 1.14969531 98.5612115
#> Sep 2011 15.10348121 -12.6323527
#> Oct 2011 -0.09052613 -144.3967173
#> Nov 2011 -1.35856744 3.2154077
#> Dec 2011 -3.36250668 -211.7716447
#> Jan 2012 3.57796527 166.5816928
#> Feb 2012 3.40498580 57.5671055
#> Mar 2012 30.97230704 -0.2235961
#> Apr 2012 6.77352741 -72.2014992
#> May 2012 3.85994964 44.8672361
#> Jun 2012 -8.38842632 5.1736240
#> Jul 2012 -5.30027590 -125.3649454
#> Aug 2012 -22.93182084 55.8374959
#> Sep 2012 18.55263642 29.8702402
#> Oct 2012 -6.24714964 -41.5528828
#> Nov 2012 1.75872582 -162.5374469
#> Dec 2012 -13.65788853 29.9647475
#> Jan 2013 -13.45518474 -14.6007948
#> Feb 2013 9.47265271 33.0470436
#> Mar 2013 -1.15739671 -34.4358479
#> Apr 2013 -4.29404494 89.1762344
#> May 2013 0.79631976 -13.6294335
#> Jun 2013 10.06463994 28.1191185
#> Jul 2013 17.54518747 -11.0812460
#> Aug 2013 -1.19361311 -3.6247432
#> Sep 2013 16.43998625 2.4977216
#> Oct 2013 -13.10997765 13.1053564
#> Nov 2013 3.62701424 259.5523922
#> Dec 2013 13.69665491 41.9283992
#> Jan 2014 -3.48512400 -28.1698421
#> Feb 2014 -5.45470652 54.4863114
#> Mar 2014 -0.20519678 86.8230689
#> Apr 2014 -3.38849889 -20.6675268
#> May 2014 1.85592100 7.4947320
#> Jun 2014 3.45862657 -225.0901330
#> Jul 2014 -7.93332374 150.0961160
#> Aug 2014 -7.48631612 -48.2768943
#> Sep 2014 -18.46666644 60.5210639
#> Oct 2014 -15.56824415 80.0685483
#> Nov 2014 0.02354941 31.8362191
#> Dec 2014 14.70206284 10.3472107
#> Jan 2015 -7.77484495 -65.7636600
#> Feb 2015 7.04613433 3.3874701
#> Mar 2015 6.96606398 -64.9756559
#> Apr 2015 9.31972929 91.1239650
#> May 2015 26.16178688 -4.7272921
#> Jun 2015 -14.77492275 -117.8515013
#> Jul 2015 0.74677229 224.2660967
#> Aug 2015 -6.40770175 146.7485607
#> Sep 2015 1.14925465 55.2061735
#> Oct 2015 7.47021300 35.9622515
#> Nov 2015 -11.18479256 183.7521669
#> Dec 2015 3.41004819 88.3273304
#> Jan 2016 1.25031186 -171.3201462
#> Feb 2016 3.11369721 29.3728600
#> Mar 2016 4.26443804 133.0807535
#> Apr 2016 -12.69579318 0.1025496
#> May 2016 8.69811052 94.4012124
#> Jun 2016 -0.23574630 -16.3110155
#> Jul 2016 6.46068260 2.0936334
#> Aug 2016 12.32672999 55.1059233
#> Sep 2016 -12.80410543 75.4814726
#> Oct 2016 -1.76086170 -101.7904646
#> Nov 2016 11.48912321 -32.0525550
#> Dec 2016 1.06409425 -45.7239570
#> Jan 2017 10.52599358 -216.8675688
#> Feb 2017 0.63508668 6.6409650
#> Mar 2017 7.60288668 151.3114967
#> Apr 2017 -5.83391234 24.2563643
#> May 2017 -8.33176971 19.6097401
#> Jun 2017 -9.55279258 -65.6023781
#> Jul 2017 4.68197456 -47.8355050
#> Aug 2017 14.89361598 56.8878744
#> Sep 2017 8.45637803 -210.2626810
#> Oct 2017 -0.90330359 -0.3301496
#> Nov 2017 -7.60974092 41.6918015
#> Dec 2017 -4.22703485 47.3867599
#> Jan 2018 -11.16990551 -6.2925119
#> Feb 2018 -13.73205437 -163.6219349
#> Mar 2018 -4.64627202 116.8229652
#> Apr 2018 -7.51982369 -40.8686195
#> May 2018 -4.07974543 -9.4117059
#> Jun 2018 1.77182569 46.7589309
#> Jul 2018 9.99326344 -82.8195377
#> Aug 2018 1.16269256 39.6813229
#> Sep 2018 -18.35065315 24.4475509
#> Oct 2018 -2.98695682 62.7437586
#> Nov 2018 3.14652720 -80.5206472
#> Dec 2018 -10.82466160 -193.2053070
#> Jan 2019 2.21793014 71.7082011
#> Feb 2019 -0.49851303 179.2486559
#> Mar 2019 11.07534869 112.3194865
#> Apr 2019 -9.93360619 160.9947684
#> May 2019 19.24843474 173.2799496
#> Jun 2019 -5.56762404 127.5703717
#> Jul 2019 3.29474662 42.4007988
#> Aug 2019 17.58286351 -13.7778131
#> Sep 2019 12.73909790 -59.7937324
#> Oct 2019 -5.83885195 -72.2073272
#> Nov 2019 -3.27692378 7.2762483
#> Dec 2019 1.45241262 147.3362511
#> Jan 2020 2.14101138 -31.6206077
#> Feb 2020 0.11554669 -141.4721408
#> Mar 2020 12.19699084 -198.6179040
#> Apr 2020 -10.30643641 70.5734028
#> May 2020 7.64734975 -79.0427631
#> Jun 2020 -5.14982604 75.8480158
#> Jul 2020 17.40986972 207.8375621
#> Aug 2020 10.05845241 191.9134900
#> Sep 2020 -11.07352945 7.5529822
#> Oct 2020 -6.27882790 26.7751527
#> Nov 2020 -14.79501948 43.6290736
#> Dec 2020 1.54343173 120.9748781
#>
#> $description
#> type coeff
#> var1 Undefined NA
#> var2 Undefined NA
#>
s_preVar(myreg3)
#> $series
#> var1 var2
#> Jan 1990 -10.67709165 -229.9484409
#> Feb 1990 -11.80488666 -43.8727684
#> Mar 1990 21.59175760 -64.9680607
#> Apr 1990 -4.17812648 42.4040947
#> May 1990 0.87654958 4.7049728
#> Jun 1990 -5.43709068 -128.5044066
#> Jul 1990 -1.19867022 4.5532358
#> Aug 1990 18.00624858 -144.9429700
#> Sep 1990 -7.94247350 -163.3704403
#> Oct 1990 -3.60360559 -51.7284962
#> Nov 1990 6.31460646 -99.1151430
#> Dec 1990 -16.63279352 -72.8485045
#> Jan 1991 -4.88005245 45.1951634
#> Feb 1991 -0.20752219 88.7181335
#> Mar 1991 9.33871038 126.4573401
#> Apr 1991 -2.32670878 -129.1419391
#> May 1991 -10.19630064 18.2510306
#> Jun 1991 -16.80328321 -8.9809675
#> Jul 1991 22.81394917 -11.2629276
#> Aug 1991 -10.42285303 16.2801338
#> Sep 1991 7.12307192 55.5861006
#> Oct 1991 12.20747981 85.3394680
#> Nov 1991 3.36018683 -19.4899361
#> Dec 1991 -2.79147937 -4.3411909
#> Jan 1992 0.76422131 -52.9438316
#> Feb 1992 -3.54509030 -59.8510599
#> Mar 1992 14.32658547 14.9297682
#> Apr 1992 0.02671474 125.5820916
#> May 1992 3.44012511 -23.4369528
#> Jun 1992 -8.30323380 142.2340276
#> Jul 1992 4.82115591 29.2127542
#> Aug 1992 -6.88660369 -73.6886751
#> Sep 1992 -10.93359720 -12.9996552
#> Oct 1992 8.41060978 220.0885652
#> Nov 1992 14.54136238 161.3081286
#> Dec 1992 1.37240272 -26.7499583
#> Jan 1993 3.25544925 12.7603168
#> Feb 1993 12.23728019 -37.0892736
#> Mar 1993 -10.53314136 -45.2402281
#> Apr 1993 18.40332640 119.7478248
#> May 1993 -22.31484275 96.1339696
#> Jun 1993 -5.95844719 109.9244552
#> Jul 1993 -2.30472754 5.3534542
#> Aug 1993 17.56315261 -7.1082557
#> Sep 1993 4.75705566 -26.5212622
#> Oct 1993 7.82644366 -108.7472787
#> Nov 1993 -11.46245649 11.2995341
#> Dec 1993 9.50180682 -36.8761608
#> Jan 1994 -3.45227990 -181.3818422
#> Feb 1994 -24.73551488 -72.7994368
#> Mar 1994 13.76264164 -32.3343456
#> Apr 1994 24.77145067 11.8178061
#> May 1994 -13.37234198 52.2721179
#> Jun 1994 20.24155203 -39.4712044
#> Jul 1994 8.59593181 -73.8262361
#> Aug 1994 7.28471344 131.9700103
#> Sep 1994 17.02971138 -54.7717472
#> Oct 1994 -13.49671966 211.6530743
#> Nov 1994 0.85960972 23.8889683
#> Dec 1994 2.04207089 -51.5969374
#> Jan 1995 -9.79050445 115.8752180
#> Feb 1995 5.94650797 -63.4357812
#> Mar 1995 10.39317096 86.2710827
#> Apr 1995 -12.78834279 -168.1573026
#> May 1995 -3.19978820 -163.6792119
#> Jun 1995 -18.72828606 143.0290161
#> Jul 1995 0.91322657 153.9376495
#> Aug 1995 7.12363770 -7.7210862
#> Sep 1995 -1.10119494 72.2232423
#> Oct 1995 -10.51575816 76.2012389
#> Nov 1995 -8.91401342 -110.5216744
#> Dec 1995 -6.19138043 -146.1168585
#> Jan 1996 2.55199046 29.5561895
#> Feb 1996 -4.39315917 65.8526506
#> Mar 1996 14.68149212 64.5142725
#> Apr 1996 8.32506126 62.3653458
#> May 1996 -9.13787407 231.5849301
#> Jun 1996 -2.72595426 -38.1598877
#> Jul 1996 7.51086555 3.1688164
#> Aug 1996 -0.76856255 77.6625400
#> Sep 1996 1.47101528 -198.3047831
#> Oct 1996 -3.21238201 -0.5446710
#> Nov 1996 -17.03140073 70.2411713
#> Dec 1996 -7.61038444 122.3164016
#> Jan 1997 -7.59025393 -14.1397453
#> Feb 1997 2.92608648 -49.5379010
#> Mar 1997 3.32236386 84.0522626
#> Apr 1997 -2.31934768 56.0050141
#> May 1997 -8.15807168 113.7045939
#> Jun 1997 2.16074797 47.3801310
#> Jul 1997 -11.38865785 -15.0440355
#> Aug 1997 1.40105007 213.8995235
#> Sep 1997 -6.62133906 21.7996549
#> Oct 1997 -5.34391766 -189.5969181
#> Nov 1997 -14.12830881 -14.2738393
#> Dec 1997 12.17203500 146.2425734
#> Jan 1998 4.25531888 107.4657122
#> Feb 1998 -1.20928613 65.5056672
#> Mar 1998 6.51430723 -12.3133658
#> Apr 1998 4.90205565 -92.9721805
#> May 1998 7.05192456 151.6556529
#> Jun 1998 8.05650671 -7.6792959
#> Jul 1998 -1.79990583 -36.9791935
#> Aug 1998 10.72861877 60.6232668
#> Sep 1998 -0.82523465 152.6737997
#> Oct 1998 10.72598758 -8.1510851
#> Nov 1998 -0.02079741 142.8358850
#> Dec 1998 -8.59905321 101.3571835
#> Jan 1999 7.48074130 -67.6577827
#> Feb 1999 13.56515448 -23.6565665
#> Mar 1999 4.00001599 50.5599115
#> Apr 1999 6.36256611 -252.7752928
#> May 1999 -18.66035907 -70.0668673
#> Jun 1999 -5.80927235 9.1607577
#> Jul 1999 10.93896134 85.2173585
#> Aug 1999 -5.32691097 112.3909322
#> Sep 1999 6.83984092 82.7869298
#> Oct 1999 -6.84263667 -136.8112810
#> Nov 1999 16.25943271 18.9759677
#> Dec 1999 -6.31734454 196.0755931
#> Jan 2000 -13.53779986 -80.6017715
#> Feb 2000 3.87122228 24.7350268
#> Mar 2000 -9.67667515 50.7828231
#> Apr 2000 -3.58785321 -49.5801751
#> May 2000 -5.86397434 -90.2102368
#> Jun 2000 16.12913478 101.2532538
#> Jul 2000 5.05671343 163.6540567
#> Aug 2000 0.24106090 -82.5520511
#> Sep 2000 2.95359647 -130.1284005
#> Oct 2000 12.75350360 -48.4042607
#> Nov 2000 2.04477180 -19.1561941
#> Dec 2000 1.86747913 -120.3991350
#> Jan 2001 7.09749842 -155.4565833
#> Feb 2001 3.75846729 -14.9289700
#> Mar 2001 4.05413237 -98.8248953
#> Apr 2001 3.30985753 -130.0530931
#> May 2001 15.93760511 76.4001921
#> Jun 2001 5.55075757 -76.4220023
#> Jul 2001 -12.09478318 105.9842219
#> Aug 2001 -2.25557951 57.4400444
#> Sep 2001 -3.42381835 145.4354816
#> Oct 2001 -17.36559496 192.6606505
#> Nov 2001 1.63560903 37.7693133
#> Dec 2001 2.98293513 45.7817317
#> Jan 2002 1.75870029 -31.4478166
#> Feb 2002 -14.05601011 -19.6337224
#> Mar 2002 -2.15255891 53.2207247
#> Apr 2002 -5.02680266 -129.6930815
#> May 2002 16.83881702 -11.6459881
#> Jun 2002 -17.25036625 -179.1435814
#> Jul 2002 -2.52554758 103.7638450
#> Aug 2002 -16.04868007 -75.1737315
#> Sep 2002 11.53376302 144.3320207
#> Oct 2002 -12.66363058 73.4189087
#> Nov 2002 -2.50127880 -105.4557986
#> Dec 2002 -5.38988584 3.0424727
#> Jan 2003 -6.11159385 -62.0591656
#> Feb 2003 8.07837347 -19.3502015
#> Mar 2003 13.57967557 39.3606874
#> Apr 2003 10.00928446 -3.3226158
#> May 2003 -12.58705305 -52.8722573
#> Jun 2003 -13.95429138 307.1007147
#> Jul 2003 3.26775093 -142.4723774
#> Aug 2003 -5.66269784 33.0701264
#> Sep 2003 -0.40093207 -175.9479023
#> Oct 2003 10.07425936 -101.6384201
#> Nov 2003 -13.73520862 103.6862040
#> Dec 2003 3.30858231 3.4712279
#> Jan 2004 11.43623543 -169.3691356
#> Feb 2004 -13.81713624 -37.4082127
#> Mar 2004 -8.44069552 -125.8362453
#> Apr 2004 -18.36583479 -60.8105630
#> May 2004 10.44170831 -136.8707861
#> Jun 2004 2.15210107 -94.2163446
#> Jul 2004 8.00349614 73.9857730
#> Aug 2004 7.14933031 2.2094341
#> Sep 2004 -3.17171209 54.8882732
#> Oct 2004 -22.52045124 -135.0698058
#> Nov 2004 15.05248197 -64.4467633
#> Dec 2004 -4.19147872 104.7844734
#> Jan 2005 -2.08179987 -32.1393364
#> Feb 2005 10.25008622 3.4325883
#> Mar 2005 -21.09352248 106.3948370
#> Apr 2005 5.81155983 -158.7608154
#> May 2005 4.27476044 -158.3462404
#> Jun 2005 3.09712183 11.0531327
#> Jul 2005 -3.48680801 24.6298837
#> Aug 2005 4.72684011 5.7149917
#> Sep 2005 7.02742649 -108.3303495
#> Oct 2005 -15.43797498 21.6301111
#> Nov 2005 -11.39419424 -82.3685525
#> Dec 2005 3.70802634 -150.0780397
#> Jan 2006 2.49291812 122.6567010
#> Feb 2006 12.40415284 -21.5867461
#> Mar 2006 -3.71594045 173.3784762
#> Apr 2006 9.08843016 -143.2535684
#> May 2006 7.72073385 -17.6478952
#> Jun 2006 3.66647135 75.6314868
#> Jul 2006 2.34063054 -98.0007712
#> Aug 2006 -8.24637494 -38.6424379
#> Sep 2006 7.93613760 38.1516254
#> Oct 2006 8.15375576 134.5768539
#> Nov 2006 -6.40412559 98.3748677
#> Dec 2006 1.54668564 8.6637298
#> Jan 2007 -13.19062104 46.9669925
#> Feb 2007 -5.59444239 -89.2900170
#> Mar 2007 -12.78683713 0.2229617
#> Apr 2007 -1.61854635 15.0747679
#> May 2007 -12.12698055 -57.4554552
#> Jun 2007 13.71345622 23.5160435
#> Jul 2007 0.82627704 126.5858408
#> Aug 2007 -12.65853773 -139.0298039
#> Sep 2007 11.74275795 11.5795724
#> Oct 2007 6.95991675 89.2577296
#> Nov 2007 8.00070376 3.8752879
#> Dec 2007 -10.02196891 -3.8372698
#> Jan 2008 -6.77115667 81.1453346
#> Feb 2008 7.20963599 3.3486905
#> Mar 2008 9.60168144 66.3318866
#> Apr 2008 -1.45665667 -22.0091795
#> May 2008 15.05255540 -1.5736545
#> Jun 2008 6.78180406 208.7713501
#> Jul 2008 -2.65552196 149.6586647
#> Aug 2008 -4.58132537 -30.9764025
#> Sep 2008 17.38431533 158.4290933
#> Oct 2008 -0.13105949 -114.7278380
#> Nov 2008 -7.94353354 93.7994138
#> Dec 2008 2.55333393 -117.6473378
#> Jan 2009 -8.78777648 140.2133012
#> Feb 2009 -5.02384014 -17.7175377
#> Mar 2009 9.18235108 -65.0604263
#> Apr 2009 -4.15556110 -122.9364408
#> May 2009 -4.97454127 25.1325895
#> Jun 2009 1.22983974 -156.3215351
#> Jul 2009 -9.94093841 81.3079991
#> Aug 2009 4.85937859 -11.0848678
#> Sep 2009 -5.51041758 -76.1172061
#> Oct 2009 1.66600822 82.9512582
#> Nov 2009 0.95564919 -105.5171964
#> Dec 2009 9.37361737 22.2967963
#> Jan 2010 -7.78592244 244.1195038
#> Feb 2010 -3.46014963 200.0641700
#> Mar 2010 1.45927947 -75.4805825
#> Apr 2010 -6.79378277 -130.3238961
#> May 2010 -6.13698253 24.6026158
#> Jun 2010 22.02935147 54.8893707
#> Jul 2010 -3.28772531 48.6414289
#> Aug 2010 17.51776850 -85.7244463
#> Sep 2010 -9.71651737 -20.8889627
#> Oct 2010 -16.89546894 -2.1828351
#> Nov 2010 -14.81386178 37.1728862
#> Dec 2010 24.26894783 -230.0614875
#> Jan 2011 -2.28460020 -68.6391490
#> Feb 2011 11.13283521 82.3954712
#> Mar 2011 -4.37063852 67.1560953
#> Apr 2011 12.64884610 -13.6811085
#> May 2011 14.36597731 -32.4855419
#> Jun 2011 -9.18664322 116.5364420
#> Jul 2011 -19.14602512 -90.3741440
#> Aug 2011 1.14969531 98.5612115
#> Sep 2011 15.10348121 -12.6323527
#> Oct 2011 -0.09052613 -144.3967173
#> Nov 2011 -1.35856744 3.2154077
#> Dec 2011 -3.36250668 -211.7716447
#> Jan 2012 3.57796527 166.5816928
#> Feb 2012 3.40498580 57.5671055
#> Mar 2012 30.97230704 -0.2235961
#> Apr 2012 6.77352741 -72.2014992
#> May 2012 3.85994964 44.8672361
#> Jun 2012 -8.38842632 5.1736240
#> Jul 2012 -5.30027590 -125.3649454
#> Aug 2012 -22.93182084 55.8374959
#> Sep 2012 18.55263642 29.8702402
#> Oct 2012 -6.24714964 -41.5528828
#> Nov 2012 1.75872582 -162.5374469
#> Dec 2012 -13.65788853 29.9647475
#> Jan 2013 -13.45518474 -14.6007948
#> Feb 2013 9.47265271 33.0470436
#> Mar 2013 -1.15739671 -34.4358479
#> Apr 2013 -4.29404494 89.1762344
#> May 2013 0.79631976 -13.6294335
#> Jun 2013 10.06463994 28.1191185
#> Jul 2013 17.54518747 -11.0812460
#> Aug 2013 -1.19361311 -3.6247432
#> Sep 2013 16.43998625 2.4977216
#> Oct 2013 -13.10997765 13.1053564
#> Nov 2013 3.62701424 259.5523922
#> Dec 2013 13.69665491 41.9283992
#> Jan 2014 -3.48512400 -28.1698421
#> Feb 2014 -5.45470652 54.4863114
#> Mar 2014 -0.20519678 86.8230689
#> Apr 2014 -3.38849889 -20.6675268
#> May 2014 1.85592100 7.4947320
#> Jun 2014 3.45862657 -225.0901330
#> Jul 2014 -7.93332374 150.0961160
#> Aug 2014 -7.48631612 -48.2768943
#> Sep 2014 -18.46666644 60.5210639
#> Oct 2014 -15.56824415 80.0685483
#> Nov 2014 0.02354941 31.8362191
#> Dec 2014 14.70206284 10.3472107
#> Jan 2015 -7.77484495 -65.7636600
#> Feb 2015 7.04613433 3.3874701
#> Mar 2015 6.96606398 -64.9756559
#> Apr 2015 9.31972929 91.1239650
#> May 2015 26.16178688 -4.7272921
#> Jun 2015 -14.77492275 -117.8515013
#> Jul 2015 0.74677229 224.2660967
#> Aug 2015 -6.40770175 146.7485607
#> Sep 2015 1.14925465 55.2061735
#> Oct 2015 7.47021300 35.9622515
#> Nov 2015 -11.18479256 183.7521669
#> Dec 2015 3.41004819 88.3273304
#> Jan 2016 1.25031186 -171.3201462
#> Feb 2016 3.11369721 29.3728600
#> Mar 2016 4.26443804 133.0807535
#> Apr 2016 -12.69579318 0.1025496
#> May 2016 8.69811052 94.4012124
#> Jun 2016 -0.23574630 -16.3110155
#> Jul 2016 6.46068260 2.0936334
#> Aug 2016 12.32672999 55.1059233
#> Sep 2016 -12.80410543 75.4814726
#> Oct 2016 -1.76086170 -101.7904646
#> Nov 2016 11.48912321 -32.0525550
#> Dec 2016 1.06409425 -45.7239570
#> Jan 2017 10.52599358 -216.8675688
#> Feb 2017 0.63508668 6.6409650
#> Mar 2017 7.60288668 151.3114967
#> Apr 2017 -5.83391234 24.2563643
#> May 2017 -8.33176971 19.6097401
#> Jun 2017 -9.55279258 -65.6023781
#> Jul 2017 4.68197456 -47.8355050
#> Aug 2017 14.89361598 56.8878744
#> Sep 2017 8.45637803 -210.2626810
#> Oct 2017 -0.90330359 -0.3301496
#> Nov 2017 -7.60974092 41.6918015
#> Dec 2017 -4.22703485 47.3867599
#> Jan 2018 -11.16990551 -6.2925119
#> Feb 2018 -13.73205437 -163.6219349
#> Mar 2018 -4.64627202 116.8229652
#> Apr 2018 -7.51982369 -40.8686195
#> May 2018 -4.07974543 -9.4117059
#> Jun 2018 1.77182569 46.7589309
#> Jul 2018 9.99326344 -82.8195377
#> Aug 2018 1.16269256 39.6813229
#> Sep 2018 -18.35065315 24.4475509
#> Oct 2018 -2.98695682 62.7437586
#> Nov 2018 3.14652720 -80.5206472
#> Dec 2018 -10.82466160 -193.2053070
#> Jan 2019 2.21793014 71.7082011
#> Feb 2019 -0.49851303 179.2486559
#> Mar 2019 11.07534869 112.3194865
#> Apr 2019 -9.93360619 160.9947684
#> May 2019 19.24843474 173.2799496
#> Jun 2019 -5.56762404 127.5703717
#> Jul 2019 3.29474662 42.4007988
#> Aug 2019 17.58286351 -13.7778131
#> Sep 2019 12.73909790 -59.7937324
#> Oct 2019 -5.83885195 -72.2073272
#> Nov 2019 -3.27692378 7.2762483
#> Dec 2019 1.45241262 147.3362511
#> Jan 2020 2.14101138 -31.6206077
#> Feb 2020 0.11554669 -141.4721408
#> Mar 2020 12.19699084 -198.6179040
#> Apr 2020 -10.30643641 70.5734028
#> May 2020 7.64734975 -79.0427631
#> Jun 2020 -5.14982604 75.8480158
#> Jul 2020 17.40986972 207.8375621
#> Aug 2020 10.05845241 191.9134900
#> Sep 2020 -11.07352945 7.5529822
#> Oct 2020 -6.27882790 26.7751527
#> Nov 2020 -14.79501948 43.6290736
#> Dec 2020 1.54343173 120.9748781
#>
#> $description
#> type coeff
#> var1 Undefined NA
#> var2 Undefined NA
#>
s_td(myreg1)
#> option autoadjust leapyear stocktd test
#> TradingDays TRUE LeapYear 0 Remove
s_td(myspec1)
#> option autoadjust leapyear stocktd test
#> TradingDays TRUE LeapYear 0 Remove
s_easter(myreg1)
#> enabled julian duration test
#> TRUE FALSE 8 Add
s_easter(myspec1)
#> enabled julian duration test
#> TRUE FALSE 8 Add
s_out(myreg1)
#> enabled span ao tc ls so usedefcv cv method tcrate
#> TRUE All TRUE TRUE TRUE FALSE TRUE 4 AddOne 0.7
s_out(myspec1)
#> enabled span ao tc ls so usedefcv cv method tcrate
#> TRUE From 2010-03-01 TRUE TRUE TRUE FALSE TRUE 4 AddOne 0.7
s_arima(myreg1)
#> enabled automdl.acceptdefault automdl.cancel automdl.ub1 automdl.ub2
#> TRUE FALSE 0.1 1.041667 0.88
#> automdl.mixed automdl.balanced automdl.armalimit automdl.reducecv
#> TRUE FALSE 1 0.14286
#> automdl.ljungboxlimit automdl.ubfinal arima.mu arima.p arima.d arima.q
#> 0.95 1.05 FALSE 0 1 1
#> arima.bp arima.bd arima.bq arima.coef
#> 0 1 1 FALSE
s_arima(myspec1)
#> enabled automdl.acceptdefault automdl.cancel automdl.ub1 automdl.ub2
#> TRUE FALSE 0.1 1.041667 0.88
#> automdl.mixed automdl.balanced automdl.armalimit automdl.reducecv
#> TRUE FALSE 1 0.14286
#> automdl.ljungboxlimit automdl.ubfinal arima.mu arima.p arima.d arima.q
#> 0.95 1.05 FALSE 0 1 1
#> arima.bp arima.bd arima.bq arima.coef
#> 0 1 1 FALSE
myspec4 <- regarima_spec_x13(myreg1, automdl.enabled = FALSE,
arima.coefEnabled = TRUE,
arima.p = 1,arima.q = 1, arima.bp = 1, arima.bq = 1,
arima.coef = rep(0.2, 4),
arima.coefType = rep("Initial", 4))
myreg4 <- regarima(myseries, myspec4)
s_arimaCoef(myreg4)
#> Type Value
#> Phi(1) Initial 0.2
#> Theta(1) Initial 0.2
#> BPhi(1) Initial 0.2
#> BTheta(1) Initial 0.2
s_arimaCoef(myspec4)
#> Type Value
#> Phi(1) Initial 0.2
#> Theta(1) Initial 0.2
#> BPhi(1) Initial 0.2
#> BTheta(1) Initial 0.2
s_fcst(myreg1)
#> horizon
#> -2
s_fcst(myspec1)
#> horizon
#> -2
s_span(myreg1)
#> type d0 d1 n0 n1
#> estimate All NA NA 0 0
#> outlier All NA NA 0 0
s_span(myspec1)
#> type d0 d1 n0 n1
#> estimate From 2005-10-01 NA 0 0
#> outlier From 2010-03-01 NA 0 0
myspec5 <- x13_spec(spec = "RSA5c", x11.seasonalComp = FALSE)
mysa5 <- x13(myseries, myspec5)
s_x11(mysa5)
#> x11.mode x11.seasonalComp x11.lsigma x11.usigma x11.trendAuto x11.trendma
#> Undefined FALSE 1.5 2.5 TRUE 13
#> x11.seasonalma x11.fcasts x11.bcasts x11.calendarSigma x11.sigmaVector
#> Msr -1 0 None NA
#> x11.excludeFcasts
#> FALSE
s_x11(myspec5)
#> x11.mode x11.seasonalComp x11.lsigma x11.usigma x11.trendAuto x11.trendma
#> Undefined FALSE 1.5 2.5 TRUE 13
#> x11.seasonalma x11.fcasts x11.bcasts x11.calendarSigma x11.sigmaVector
#> Msr -1 0 None NA
#> x11.excludeFcasts
#> FALSE
myspec6 <- tramoseats_spec(spec = "RSAfull", seats.approx = "Noisy")
mysa6 <- tramoseats(myseries, myspec6)
s_seats(mysa6)
#> seats.predictionLength seats.approx seats.maBoundary seats.trendBoundary
#> -1 Noisy 0.95 0.5
#> seats.seasdBoundary seats.seasdBoundary1 seats.seasTol seats.method
#> 0.8 0.8 2 Burman
s_seats(mysa6)
#> seats.predictionLength seats.approx seats.maBoundary seats.trendBoundary
#> -1 Noisy 0.95 0.5
#> seats.seasdBoundary seats.seasdBoundary1 seats.seasTol seats.method
#> 0.8 0.8 2 Burman
# }