TRAMO/TRAMO-SEATS Default Specification

Set of functions(tramoseats_spec(),tramo_spec()) to create default specifications associated with the TRAMO-SEATS seasonal adjustment method. Specification creation can be restricted to the tramo part with the tramo_spec() function.

Usage

tramo_spec(name = c("trfull", "tr0", "tr1", "tr2", "tr3", "tr4", "tr5"))

tramoseats_spec(
  name = c("rsafull", "rsa0", "rsa1", "rsa2", "rsa3", "rsa4", "rsa5")
)

Arguments

name

the name of a predefined specification.

Value

an object of class "JD3_TRAMOSEATS_SPEC" (tramoseats_spec()) or "JD3_TRAMO_SPEC" (tramo_spec()).

Details

Without argument tramo_spec() yields a TR5 specification

without argument tramoseats_spec() yields a RSA5 specification

The available predefined 'JDemetra+' model specifications are described in the table below:

Identifier |	Log/level detection |	Outliers detection |	Calendar effects |	ARIMA	RSA0/TR0 |	NA |	NA |
NA |	Airline(+mean)	RSA1/TR1 |	automatic |	AO/LS/TC |	NA |	Airline(+mean)	RSA2/TR2 |
automatic |	AO/LS/TC |	2 td vars + Easter |	Airline(+mean)	RSA3/TR3 |	automatic |	AO/LS/TC |	NA |
automatic	RSA4/TR3 |	automatic |	AO/LS/TC |	2 td vars + Easter |	automatic	RSA5/TR5 |	automatic |
AO/LS/TC |	7 td vars + Easter |	automatic	RSAfull/TRfull |	automatic |	AO/LS/TC |	automatic |	automatic

See also

• To set the pre-processing parameters: rjd3toolkit::set_arima(), rjd3toolkit::set_automodel(), rjd3toolkit::set_basic(), rjd3toolkit::set_easter(), rjd3toolkit::set_estimate(), rjd3toolkit::set_outlier(), rjd3toolkit::set_tradingdays(), rjd3toolkit::set_transform(), rjd3toolkit::add_outlier(), rjd3toolkit::remove_outlier(), rjd3toolkit::add_ramp(), rjd3toolkit::remove_ramp(), rjd3toolkit::add_usrdefvar().

• To set the decomposition parameters: set_seats().

• To set the benchmarking parameters: rjd3toolkit::set_benchmarking().

Examples

init_spec <- tramoseats_spec()
init_spec <- tramo_spec()
init_spec <- tramoseats_spec("rsa3")
init_spec <- tramo_spec("tr3")