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Set Easter effect correction in Pre-Processing Specification

Source: R/spec_regarima.R
set_easter.Rd

Set Easter effect correction in Pre-Processing Specification

Usage

set_easter(
  x,
  enabled = NA,
  julian = NA,
  duration = NA,
  test = c(NA, "Add", "Remove", "None"),
  coef = NA,
  coef.type = c(NA, "Estimated", "Fixed"),
  type = c(NA, "Unused", "Standard", "IncludeEaster", "IncludeEasterMonday")
)

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 of n 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.

Value

The modified specification (with new easter parameters)

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

See also

easter_variable, easter_day

Examples


# Customize a default specification
init_spec <- x13_spec_default
new_spec <- set_easter(
    x = init_spec,
    enabled = TRUE,
    duration = 12,
    test = "None",
    type = "IncludeEasterMonday"
)