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Changelog

Source: NEWS.md

RJDemetra 0.2.8.9000

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

Unreleased

Changed

  • Add test on the frequency of the input time series to avoid misleading error (#165).

0.2.8 - 2024-12-12

Changed

  • Improvement of warning message importing the model when no data in a SaItem (#61).

  • get_model, get_jmodel and get_jspec.sa_item have now an argument type to define which specification to import (domain, estimation or point). By default the domain specification is extracted (as before).

Fixed

  • Correction of bug of add_sa_item() of models created by jtramoseats() with external variables.

  • Correction of bug of get_jmodel() when model contains user-defined regressors (calendar or regressors) with fixed coefficients (#157).

  • Correction of bug for annual data for regarima() functions.

0.2.7 - 2024-10-09

Changed

  • URL to github repository updated (github.com/jdemetra replaced by github.com/rjdverse).

  • results of user_defined_variables() updated.

  • .jars updated.

Fixed

  • README correction.

Added

0.2.6 - 2024-03-20

Added

  • possibility to export last msr for monthly data (issue #122).

  • possibility to export X-11 some components: y_cmp, y_cmp_f, t_cmp, t_cmp_f, sa_cmp, s_cmp, s_cmp_f, and i_cmp.

Fixed

  • correction when importing models containing ramp regressors when the frequency is not 12 (monthly).

  • correction of get_jmodel() with empty multiprocessings.

0.2.5 - 2024-02-04

Changed

  • proc_data() update to export more data from Java object.

Fixed

  • seasonality Kurskal-Wallis test corrected (issue #128).

  • vcov() correction when matrix NULL and new parameter component.

  • some corrections in print() methods.

0.2.4 - 2023-10-18

Added

Fixed

0.2.3 - 2023-06-04

Fixed

  • Typo in printed arima coefficients : BPhi and Theta were inverted.

0.2.2 - 2023-04-27

Changed

  • update documentation.

  • SystemRequirements update for CRAN policies.

Removed

  • removes extra argument print tramo.

0.2.1 - 2022-11-15

Fixed

  • Fix complete_dictionary.SA() to avoid warning.

0.2.0 - 2022-11-15

Changed

  • Java 17 compatibility.

  • Change of javanamespace to avoid name clashes with jd+ 3.0.

  • Default parameters of the span specification d0 and d1 as NA for clarity (issue #102).

Fixed

  • Bug with x11 introduced in RJDemetra 0.1.9 (issue #99).

  • easter.enabled not working since RJDemetra 0.1.9.

0.1.9 - 2021-11-17

Changed

  • SystemRequirement update: only Java JRE is needed.

Fixed

  • Easter specification was not working.

  • Some typos in the documentation.

0.1.8 - 2021-11-17

Fixed

  • Java version restriction: JDemetra+ and RJDemetra are not compatible with Java 16 and higher. The compatibility with those versions of Java will be possible from next release of JDemetra+.

Added

  • java_ncore option added to limit the number of cores used in Java to two to be sure to respect CRAN policies (to remove the option, use options(java_ncore = NULL)). However, it should not be necessary since RJDemetra shouldn’t use multithread (issue #89).

0.1.7 - 2021-06-07

Fixed

  • fixed coefficients with user-defined calendar regressors can now correctly be used (issue #87).

  • there was a bug in add_sa_item (more precisely in complete_dictionary.SA) when a userdefined variable was already in the workspace but with a different suffix.

0.1.6 - 2020-08-11

Fixed

  • x11.seasonalma argument wasn’t taken into account (issue #78).

  • ipi_c_eu updated: the previous data were calendar adjusted data, they are now unadjusted (neither seasonally adjusted nor calendar adjusted data).

  • the print result of the combined test was incorrect.

0.1.5 - 2020-03-12

Fixed

  • Henderson filter was not correctly selected (issue #73).
  • Bug in the selection of TD with tramoseats (issue #71).

Added

  • Function get_jspec, to get the Java object that contains the specification, is now exported.

0.1.4 - 2020-01-10

Fixed

  • Error while loading a workspace with metadata (issue #53).
  • The degree of freedom were wrong with the summary functions.
  • jregarima function is now exported.
  • The message was not complete when there was an error importing a model with get_model.
  • The trading-days specification was not correctly specified with TRAMO-SEATS.

Added

  • Parameter seats.predictionLength added to tramoseats_spec.
  • Parameters x11.calendarSigma and x11.sigmaVector added to x13_spec.
  • Parameter ylim added to plot functions (issue #60).
  • New generic functions: logLik, vcov, df.residual, nobs, residuals (linked to issue #56).
  • New pre-specified specification “X11” (no pre-processing; linked to issue #59).
  • Ramp effects are now imported.
  • add_sa_item now compatible with jSA object.
  • When a model is added to a workspace with add_sa_item, the external regressors are renamed only if they don’t already exist in the workspace.
  • Warning added when tradingdays.option = "UserDefined" and tradingdays.autoadjust, tradingdays.leapyear or tradingdays.stocktdtradingdays are defined in a new specification (because they are currently ignored). (issue #67)

0.1.3 - 2019-06-26

Fixed

  • When the multiprocessing is empty, get_model no longer produces an error.
  • Correction of the option setOutliers in TRAMO-SEATS.
  • jaxb.jar files added: save_workspace now works on Java 9 and higher (jaxb is no longer provided by default since Java 9).
  • Deprecated functions removed.

Changed

  • jSA documentation improved.

Security

  • Error added while loading the package if you don’t have Java 8 or higher.

0.1.2 - 2019-04-18

Changed

  • All _def functions are now deprecated and replaced by the functions with the same name but without _def. Use: x13_spec instead of x13_spec_def, x13 instead of x13_def, tramoseats_spec instead of tramoseats_spec_def, tramoseats instead of tramoseats_def, regarima_spec_tramoseats instead of regarima_spec_def_tramoseats, regarima_tramoseats instead of regarima_def_tramoseats, regarima_x13 instead of regarima_def_x13 and regarima_spec_x13 instead of regarima_spec_def_x13.
  • object argument renamed by spec in x13_spec, tramoseats_spec, regarima_spec_x13 and regarima_spec_tramoseats.

Added

  • Parameter preliminary.check added to the specifications functions (regarima_spec_tramoseats, tramoseats_spec, regarima_spec_x13 and x13_spec). By default (preliminary.check = TRUE), JDemetra+ checks the quality of the input series and exclude highly problematic ones: e.g. these with a number of identical observations and/or missing values above pre-specified threshold values. When preliminary.check = FALSE, the thresholds are ignored and process is performed, when possible. (issue #39)
  • Error message returned when the seasonal adjustment fails due to the preliminary.check.
  • Possibility to use user-defined calendar regressors. To do it use tradingdays.option = "UserDefined and add new regressors variables (usrdef.varEnabled = TRUE to enable user-defined regressors and usrdef.var to define the regressors) using usrdef.varType = "Calendar".
  • usrdef.varType argument is recycled with the number of variables defined in the usrdef.var parameter.
  • News functions to only get the Java object from a seasonal adjustment or a pre-adjustment method: jx13, jtramoseats, jregarima, jregarima_x13, jregarima_tramoseats and get_jmodel. Therefore, there is no formatting and the computation is faster than the non ‘j’ functions (x13, tramoseats, regarima, regarima_x13, regarima_tramoseats and get_model). To manipulate these objects, there are three functions: get_dictionary to get the indicators that can be extracted, get_indicators to extract these indicators and jSA2R to get the formatted R model.

Fixed

  • x11.fcast can now be set to 0 or 1 (issue #42).

0.1.1 - 2019-03-22