RegARIMA/X-13 Default Specifications

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

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.

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

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

Identifier |	Log/level detection |	Outliers detection |	Calendar effects |	ARIMA	RSA0/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 |	automatic	RSA4c/RG4c |	automatic |	AO/LS/TC |
2 td vars + Easter |	automatic	RSA5c/RG5c |	automatic |	AO/LS/TC |	7 td vars + Easter |	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_x11().

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

Examples

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