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All functions

ABS
Retail trade statistics in Australia
Exports
Belgian exports to European countries
Imports
Belgian imports from European countries
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
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+
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
.tsmoniker()
Title
easter_dates()
Display Easter Sunday dates in given period
easter_day()
Set a Holiday on an Easter related day
easter_variable() julianeaster_variable()
Easter regressor
fixed_day()
Set a holiday on a Fixed Day
fixed_week_day()
Set a Holiday on a Fixed Week Day
density_gamma() cdf_gamma() random_gamma()
The Gamma Distribution
holidays()
Daily calendar regressors corresponding to holidays
intervention_variable()
Intervention variable
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
ljungbox()
Ljung-Box Test
long_term_mean()
Display Long-term means for a set of calendar regressors
lp_variable()
Leap Year regressor
mad()
Compute a robust median absolute deviation (MAD)
modelling_context()
Create context
national_calendar()
Create a National Calendar
bowmanshenton() doornikhansen() jarquebera() skewness() kurtosis()
Normality Tests
ao_variable() tc_variable() ls_variable() so_variable()
Generating Outlier regressors
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
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