Package index • rjd3toolkit

All functions

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

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

likelihood(): Title

ljungbox(): Ljung-Box Test

long_term_mean(): Display Long-term means for a set of calendar regressors

lp_variable(): Leap Year regressor

mad(): Title

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

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_periodogram(): Periodogram Seasonality Test

seasonality_qs(): QS Seasonality 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 Trading Days test

td_f(): Residual Trading Days Test

to_ts(): Title

to_tscollection(): Title

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

tsmoniker(): 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