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Set of functions to create default specification objects associated with the X-13ARIMA seasonal adjustment method.

Usage

regarima_spec(name = c("rg4", "rg0", "rg1", "rg2c", "rg3", "rg5c"))

x13_spec(name = c("rsa4", "rsa0", "rsa1", "rsa2c", "rsa3", "rsa5c"))

x11_spec()

Arguments

name

the name of a predefined specification.

Value

an object of class "JD3_X13_SPEC" (x13_spec()), "JD3_REGARIMA_SPEC" (regarima_spec()) or "JD3_X11_SPEC" (x11_spec()).

Details

Specification setting of sheer X-11 decomposition method (without reg-arima pre-adjustment) is supported by the x11_spec() function only and doesn't appear among the possible X13-Arima default specifications

Specification setting can be restricted to the reg-arima part with the regarima_spec() function, without argument regarima_spec() yields a RG5c specification

When setting a complete X13-Arima spec, x13_spec() without argument yields a RSA5c specification

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

Identifier |Log/level detection |Outliers detection |Calendar effects |ARIMARSA0/RG0 |NA |
NA |NA |Airline(+mean)RSA1/RG1 |automatic |AO/LS/TC |NA |
Airline(+mean)RSA2c/RG2c |automatic |AO/LS/TC |2 td vars + Easter |Airline(+mean)RSA3/RG3 |
automatic |AO/LS/TC |NA |automaticRSA4c/RG4c |automatic |AO/LS/TC |
2 td vars + Easter |automaticRSA5c/RG5c |automatic |AO/LS/TC |7 td vars + Easter |automatic

#' @seealso

Examples

init_spec <- x11_spec()
init_spec <- regarima_spec("rg4")
init_spec <- x13_spec("rsa5c")