Set Easter effect correction in Pre-Processing Specification
Source:R/spec_regarima.R
set_easter.Rd
Set Easter effect correction in Pre-Processing Specification
Arguments
- x
the specification to customize, must be a "SPEC" class object (see details).
- enabled
a logical indicating if the program considers the Easter effect in the pre-processing model. Default = TRUE.
- julian
a logical indicating if the program uses the Julian Easter (expressed in Gregorian calendar).
- duration
a numeric indicating the duration of the Easter effect (length in days, between 1 and 20). Default value = 8 in REGARIMA/X-13 and 6 in TRAMO.
- test
defines the pre-tests for the significance of the Easter effect based on the t-statistic (the Easter effect is considered as significant if the t-statistic is greater than 1.96):
"Add"
= the Easter effect variable is not included in the initial regression model but can be added to the RegARIMA model after the test;"Remove"
= the Easter effect variable belongs to the initial regression model but can be removed from the RegARIMA model after the test;"None"
= the Easter effect variable is not pre-tested and is included in the model.- coef
to set the coefficient of the easter regressor.(Test parameter has to be set to
"None"
)- coef.type
a character defining the easter regressor coefficient estimation procedure. Possible procedures are:
"Estimated"
= coefficient is estimated,"Fixed"
= the coefficients is fixed. By default the coefficient is estimated.- type
(TRAMO specific) a
character
that specifies the presence and the length of the Easter effect:"Unused"
= the Easter effect is not considered;"Standard"
= influences the period ofn
days strictly before Easter Sunday;"IncludeEaster"
= influences the entire period (n
) up to and including Easter Sunday;"IncludeEasterMonday"
= influences the entire period (n
) up to and including Easter Monday.
Details
x
specification parameter must be a JD3_X13_SPEC" class object generated with rjd3x13::x13_spec()
(or "JD3_REGARIMA_SPEC" generated with rjd3x13::spec_regarima()
or "JD3_TRAMOSEATS_SPEC"
generated with rjd3tramoseats::spec_tramoseats()
or "JD3_TRAMO_SPEC" generated with
rjd3tramoseats::spec_tramo()
).
References
More information on calendar correction in JDemetra+ online documentation: https://jdemetra-new-documentation.netlify.app/a-calendar-correction