Set Log-level Transformation and Decomposition scheme in Pre-Processing Specification
Source:R/spec_regarima.R
set_transform.Rd
Set Log-level Transformation and Decomposition scheme in Pre-Processing Specification
Arguments
- x
the specification to customize, must be a "SPEC" class object (see details).
- fun
the transformation of the input series:
"None"
= no transformation of the series;"Log"
= takes the log of the series;"Auto"
= the program tests for the log-level specification.- adjust
pre-adjustment of the input series for the length of period or leap year effects:
"None"
= no adjustment;"LeapYear"
= leap year effect;"LengthOfPeriod"
= length of period. Modifications of this variable are taken into account only whenfunction = "Log"
.- outliers
Boolean indicating if a pre-correction for large outliers (AO and LS only) should be done in the test for the log-level specification (
fun = "Auto"
). By default toFALSE
.- aicdiff
(REGARIMA/X-13 specific) a numeric defining the difference in AICC needed to accept no transformation when the automatic transformation selection is chosen (considered only when
fun = "Auto"
). Default= -2.- fct
(TRAMO specific)
numeric
controlling the bias in the log/level pre-test:transform.fct
> 1 favours levels,transform.fct
< 1 favours logs. Considered only whenfun = "Auto"
.
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 in JDemetra+ online documentation: https://jdemetra-new-documentation.netlify.app/