Revisions History

Compute revisions history

Usage

tramoseats_revisions(
  ts,
  spec,
  data_ids = NULL,
  ts_ids = NULL,
  cmp_ids = NULL,
  context = NULL
)

Arguments

ts

The time series used for the estimation.

spec

The specification used.

data_ids

A list of list to specify the statistics to export. Each sub-list must contain two elements: start (first date to compute the history, in the format "YYYY-MM-DD") and id (the name of the statistics, see tramoseats_dictionary()). See example.

ts_ids

A list of list to specify the specific date of a component whose history is to be studied. Each sub-list must contain three elements: start (first date to compute the history, in the format "YYYY-MM-DD"), period (the date of the studied) and id (the name of the component, see tramoseats_dictionary()). See example.

cmp_ids

A list of list to specify the component whose history is to be studied. Each sub-list must contain three elements: start (first date to compute the history, in the format "YYYY-MM-DD"), end (last date to compute the history, in the format "YYYY-MM-DD") and id (the name of the component, see tramoseats_dictionary()). As many series as periods between start and end will be exported. See example.

context

The context of the specification.

Examples

s <- rjd3toolkit::ABS$X0.2.09.10.M
sa_mod <- tramoseats(s)
data_ids <- list(
    # Get the coefficient of the trading-day coefficient from 2005-jan
    list(start = "2005-01-01", id = "regression.td(1)"),
    # Get the ljung-box statistics on residuals from 2010-jan
    list(start = "2010-01-01", id = "residuals.lb")
)
ts_ids <- list(
    # Get the SA component estimates of 2010-jan from 2010-jan
    list(period = "2010-01-01", start = "2010-01-01", id = "sa"),
    # Get the irregular component estimates of 2010-jan from 2015-jan
    list(period = "2010-01-01", start = "2015-01-01", id = "i")
)
cmp_ids <- list(
    # Get the SA component estimates (full time series) 2010-jan to 2020-jan
    list(start = "2010-01-01", end = "2020-01-01", id = "sa"),
    # Get the trend component estimates (full time series)  2010-jan to 2020-jan
    list(start = "2010-01-01", end = "2020-01-01", id = "t")
)
rh <- tramoseats_revisions(s, sa_mod$result_spec, data_ids, ts_ids, cmp_ids)