'X11' Extreme Values Corrector

Usage

extreme_values_correction(
  series,
  period,
  corrected_s,
  lsigma = 1.5,
  usigma = 2.5,
  multiplicative = FALSE,
  start = 0,
  clean_extremities = TRUE
)

Arguments

series: the analysed time series.
period: the period of the input time series if `series` is not a `"ts"` object.
corrected_s: other time series if the series being corrected is different from series.
lsigma: the lower sigma boundaries for the detection of extreme values.
usigma: the upper sigma boundaries for the detection of extreme values.
multiplicative: boolean indicating if the decomposition is multiplicative or additive.
start: position of the first "complete" considered period.
clean_extremities: boolean indicating if the extremities should be cleaned.

Details

The 'X11' Extreme Values Corrector is used to compute the tables b4, b4g, b9, b9g, b17, b20, c17 and c20.

#' The returned correction contains the following columns:

obs_weight: Extreme value corrections weight of each observation
correction_factors: Extreme value correction factors

Examples

extreme_values_correction(rjd3toolkit::ABS$X0.2.09.10.M, 12)
#> Error in rJava::.jcall("jdplus/sa/base/api/DecompositionMode", "Ljdplus/sa/base/api/DecompositionMode;",     "valueOf", ifelse(multiplicative, "Multiplicative", "Additive")): RcallMethod: cannot determine object class