Package index
-
ABS
- Retail trade statistics in Australia
-
Exports
- Belgian exports to European countries
-
Imports
- Belgian imports from European countries
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add_outlier()
remove_outlier()
add_ramp()
remove_ramp()
- Manage Outliers/Ramps in Specification
-
add_usrdefvar()
- Add a User-Defined Variable to Pre-Processing Specification.
-
aggregate()
- Aggregation of time series
-
arima_difference()
- Remove an arima model from an existing one. More exactly, m_diff = m_left - m_right iff m_left = m_right + m_diff.
-
arima_model()
- ARIMA Model
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arima_properties()
- Properties of an ARIMA model; the (pseudo-)spectrum and the auto-covariances of the model are returned
-
arima_sum()
- Sum ARIMA Models
-
autocorrelations()
autocorrelations_partial()
autocorrelations_inverse()
- Autocorrelation Functions
-
calendar_td()
- Trading day regressors with pre-defined holidays
-
chained_calendar()
- Create a Chained Calendar
-
density_chi2()
cdf_chi2()
random_chi2()
- The Chi-Squared Distribution
-
clean_extremities()
- Removal of missing values at the beginning/end
-
compare_annual_totals()
- Compare the annual totals of two series (usually the raw series and the seasonally adjusted series)
-
data_to_ts()
- Promote a R time series to a "full"
ts
of JDemetra+
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daysOf()
- Provides a list of dates corresponding to each period of the given time series
-
sa.decomposition()
- Deprecated functions
-
diagnostics()
- Generic Diagnostics Function
-
dictionary()
result()
user_defined()
- Get Dictionary and Result
-
differences()
- Differencing of a series
-
differencing_fast()
- Automatic differencing
-
do_stationary()
- Automatic stationary transformation
-
.likelihood()
- Information on the (log-)likelihood
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.tsmoniker()
- Title
-
easter_dates()
- Display Easter Sunday dates in given period
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easter_day()
- Set a Holiday on an Easter related day
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easter_variable()
julianeaster_variable()
- Easter regressor
-
fixed_day()
- Set a holiday on a Fixed Day
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fixed_week_day()
- Set a Holiday on a Fixed Week Day
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density_gamma()
cdf_gamma()
random_gamma()
- The Gamma Distribution
-
holidays()
- Daily calendar regressors corresponding to holidays
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intervention_variable()
- Intervention variable
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density_inverse_gamma()
cdf_inverse_gamma()
random_inverse_gamma()
- The Inverse-Gamma Distribution
-
density_inverse_gaussian()
cdf_inverse_gaussian()
random_inverse_gaussian()
- The Inverse-Gaussian Distribution
-
print(<JD3_ARIMA>)
print(<JD3_UCARIMA>)
print(<JD3_SARIMA>)
print(<JD3_SARIMA_ESTIMATION>)
print(<JD3_SPAN>)
print(<JD3_LIKELIHOOD>)
print(<JD3_REGARIMA_RSLTS>)
- JD3 print functions
-
.r2jd_tsdata()
.r2jd_tsdomain()
.jd2r_tsdata()
.jd2r_mts()
.jd2r_lts()
.jd2r_matrix()
.r2jd_matrix()
.jdomain()
.enum_sextract()
.enum_sof()
.enum_extract()
.enum_of()
.r2p_parameter()
.p2r_parameter()
.r2p_parameters()
.r2p_lparameters()
.p2r_parameters()
.p2r_parameters_rslt()
.p2r_parameters_rsltx()
.p2r_test()
.p2r_matrix()
.p2r_tsdata()
.r2p_tsdata()
.p2r_parameters_estimation()
.p2r_likelihood()
.p2r_date()
.r2p_date()
.p2r_span()
.r2p_span()
.p2r_arima()
.p2r_ucarima()
.p2r_spec_sarima()
.r2p_spec_sarima()
.p2r_outliers()
.r2p_outliers()
.p2r_sequences()
.r2p_sequences()
.p2r_iv()
.r2p_iv()
.p2r_ivs()
.r2p_ivs()
.p2r_ramps()
.r2p_ramps()
.p2r_uservars()
.r2p_uservars()
.p2r_variables()
.p2r_sa_decomposition()
.p2r_sa_diagnostics()
.p2r_spec_benchmarking()
.r2p_spec_benchmarking()
.r2jd_sarima()
.jd2r_ucarima()
.p2jd_calendar()
.r2p_calendar()
.proc_numeric()
.proc_vector()
.proc_int()
.proc_bool()
.proc_ts()
.proc_str()
.proc_desc()
.proc_test()
.proc_parameter()
.proc_parameters()
.proc_matrix()
.proc_data()
.proc_dictionary()
.proc_dictionary2()
.proc_likelihood()
.r2p_moniker()
.p2r_moniker()
.r2p_datasupplier()
.p2r_metadata()
.r2p_metadata()
.p2r_ts()
.r2p_ts()
.p2r_tscollection()
.r2p_tscollection()
.r2jd_ts()
.jd2r_ts()
.r2jd_tscollection()
.jd2r_tscollection()
.p2r_datasupplier()
.r2p_datasuppliers()
.p2r_datasuppliers()
.p2jd_variables()
.jd2p_variables()
.jd2r_variables()
.r2jd_variables()
.p2r_context()
.r2p_context()
.p2jd_context()
.jd2p_context()
.jd2r_modellingcontext()
.r2jd_modellingcontext()
.p2r_calendars()
.r2p_calendars()
.p2jd_calendars()
.jd2p_calendars()
.jd2r_calendars()
.r2jd_calendars()
.jd3_object()
.p2r_regarima_rslts()
.r2jd_tmp_ts()
.r2jd_make_ts()
.r2jd_make_tscollection()
DATE_MIN
DATE_MAX
- Java Utility Functions
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ljungbox()
- Ljung-Box Test
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long_term_mean()
- Display Long-term means for a set of calendar regressors
-
lp_variable()
- Leap Year regressor
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mad()
- Compute a robust median absolute deviation (MAD)
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modelling_context()
- Create context
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national_calendar()
- Create a National Calendar
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bowmanshenton()
doornikhansen()
jarquebera()
skewness()
kurtosis()
- Normality Tests
-
ao_variable()
tc_variable()
ls_variable()
so_variable()
- Generating Outlier regressors
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periodic.dummies()
periodic.contrasts()
- Periodic dummies and contrasts
-
periodic_splines()
- Period splines
-
print(<JD3_FIXEDDAY>)
print(<JD3_FIXEDWEEKDAY>)
print(<JD3_EASTERDAY>)
print(<JD3_SPECIALDAY>)
print(<JD3_SINGLEDAY>)
print(<JD3_CALENDAR>)
- Calendars Print Methods
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r2jd_calendarts()
- Create Java CalendarTimeSeries
-
ramp_variable()
- Ramp regressor
-
rangemean_tstat()
- Range-Mean Regression
-
reload_dictionaries()
- Title
-
retail
- US Retail trade statistics
-
testofruns()
testofupdownruns()
- Runs Tests around the mean or the median
-
sadecomposition()
print(<JD3_SADECOMPOSITION>)
plot(<JD3_SADECOMPOSITION>)
sa_decomposition()
- Generic Function for Seasonal Adjustment Decomposition
-
sa_preprocessing()
- Generic Preprocessing Function
-
sarima_decompose()
- Decompose SARIMA Model into three components trend, seasonal, irregular
-
sarima_estimate()
- Estimate SARIMA Model
-
sarima_hannan_rissanen()
- Title
-
sarima_model()
- Seasonal ARIMA model (Box-Jenkins)
-
sarima_properties()
- SARIMA Properties
-
sarima_random()
- Simulate Seasonal ARIMA
-
seasonality_canovahansen()
- Canova-Hansen seasonality test
-
seasonality_canovahansen_trigs()
- Canova-Hansen test using trigonometric variables
-
seasonality_combined()
- "X12" Test On Seasonality
-
seasonality_f()
- F-test on seasonal dummies
-
seasonality_friedman()
- Friedman Seasonality Test
-
seasonality_kruskalwallis()
- Kruskall-Wallis Seasonality Test
-
seasonality_modified_qs()
- Modified QS Seasonality Test (Maravall)
-
seasonality_periodogram()
- Periodogram Seasonality Test
-
seasonality_qs()
- QS (seasonal Ljung-Box) test.
-
set_arima()
- Set ARIMA Model Structure in Pre-Processing Specification
-
set_automodel()
- Set Arima Model Identification in Pre-Processing Specification
-
set_basic()
- Set estimation sub-span and quality check specification
-
set_benchmarking()
- Set Benchmarking Specification
-
set_easter()
- Set Easter effect correction in Pre-Processing Specification
-
set_estimate()
- Set Numeric Estimation Parameters and Modelling Span
-
set_outlier()
- Set Outlier Detection Parameters
-
set_tradingdays()
- Set Calendar effects correction in Pre-Processing Specification
-
set_transform()
- Set Log-level Transformation and Decomposition scheme in Pre-Processing Specification
-
single_day()
- Set a holiday on a Single Day
-
special_day()
- List of Pre-Defined Holidays to choose from
-
statisticaltest()
print(<JD3_TEST>)
- Generic Function For 'JDemetra+' Tests
-
stock_td()
- Trading day Regressor for Stock series
-
density_t()
cdf_t()
random_t()
- The Student Distribution
-
td()
- Trading day regressors without holidays
-
td_canovahansen()
- Canova-Hansen test for stable trading days
-
td_f()
- Residual Trading Days Test
-
td_timevarying()
- Likelihood ratio test on time varying trading days
-
to_ts()
- Creates a time series object
-
to_tscollection()
- Creates a collection of time series
-
trigonometric_variables()
- Trigonometric variables
-
ts_adjust()
- Multiplicative adjustment of a time series for leap year / length of periods
-
ts_interpolate()
- Interpolation of a time series with missing values
-
tsdata_of()
- Title
-
ucarima_canonical()
- Makes a UCARIMA model canonical; more specifically, put all the noise of the components in one dedicated component
-
ucarima_estimate()
- Estimate UCARIMA Model
-
ucarima_model()
- Creates an UCARIMA model, which is composed of ARIMA models with independent innovations.
-
ucarima_wk()
- Wiener Kolmogorov Estimators
-
weighted_calendar()
- Create a Composite Calendar