Utility Functions Around 'JDemetra+ 3.0'


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Documentation for package ‘rjd3toolkit’ version 3.6.0

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A B C D E F G H I J K L M N O P R S T U W X misc

-- A --

ABS Retail trade statistics in Australia
add_outlier Manage Outliers/Ramps in Specification
add_ramp Manage Outliers/Ramps in Specification
add_usrdefvar Add a User-Defined Variable to Pre-Processing Specification.
aggregate Aggregation of time series
ao_variable Generating Outlier regressors
arima_difference Remove an arima model from an existing one.
arima_model ARIMA Model
arima_properties Properties of an ARIMA model
arima_sum Sum ARIMA Models
autocorrelations Autocorrelation Functions
autocorrelations_inverse Autocorrelation Functions
autocorrelations_partial Autocorrelation Functions

-- B --

Births Number of births registered in France from 1968 to 2024
bowmanshenton Normality Tests
bsplines B-Splines

-- C --

calendar_td Trading day regressors with pre-defined holidays
cdf_chi2 The Chi-Squared Distribution
cdf_gamma The Gamma Distribution
cdf_inverse_gamma The Inverse-Gamma Distribution
cdf_inverse_gaussian The Inverse-Gaussian Distribution
cdf_t The Student Distribution
chained_calendar Create a Chained Calendar
chi2distribution The Chi-Squared Distribution
clean_extremities Removal of missing values at the beginning/end
compare_annual_totals Compare the annual totals of two series
current_java_version Java Utility Functions

-- D --

data_to_ts Promote a R time series to a "full JDemetra+ time series"
daysOf Provides a list of dates corresponding to each period of the given time series
density_chi2 The Chi-Squared Distribution
density_gamma The Gamma Distribution
density_inverse_gamma The Inverse-Gamma Distribution
density_inverse_gaussian The Inverse-Gaussian Distribution
density_t The Student Distribution
deprecated-rjd3toolkit Deprecated functions
diagnostics Generic Diagnostics Function
diagnostics.JD3 Generic Diagnostics Function
dictionary Get Dictionary and Result
differences Differencing of a series
differencing_fast The series is differenced till its variance is decreasing.
doornikhansen Normality Tests
do_stationary Automatic stationary transformation

-- E --

easter_dates Display Easter Sunday dates in given period
easter_day Set a Holiday on an Easter related day
easter_variable Easter regressor
Electricity French national electricity consumtion
Exports Belgian exports to European countries

-- F --

fixed_day Set a holiday on a Fixed Day
fixed_week_day Set a Holiday on a Fixed Week Day

-- G --

gammadistribution The Gamma Distribution
get_date_max Java Utility Functions
get_date_min Java Utility Functions

-- H --

holidays Daily calendar regressors corresponding to holidays

-- I --

Imports Belgian imports from European countries
intervention_variable Intervention variable
invgammadistribution The Inverse-Gamma Distribution
invgaussiandistribution The Inverse-Gaussian Distribution

-- J --

jarquebera Normality Tests
jd3_print JD3 print functions
jd3_utilities Java Utility Functions
julianeaster_variable Easter regressor

-- K --

kurtosis Normality Tests

-- L --

ljungbox Ljung-Box Test
long_term_mean Display Long-term means for a set of calendar regressors
lp_variable Leap Year regressor
ls_variable Generating Outlier regressors

-- M --

mad Compute a robust median absolute deviation (MAD)
minimal_java_version Java Utility Functions
modelling_context Create modelling context
monotonic_cspline Monotonic cubic spline

-- N --

national_calendar Create a National Calendar
natural_cspline Natural cubic spline
normality_tests Normality Tests

-- O --

outliers_variables Generating Outlier regressors

-- P --

periodic_bsplines Periodic B-Splines
periodic_contrasts Periodic dummies and contrasts
periodic_cspline Periodic cubic spline
periodic_csplines Periodic cardinal cubic splines
periodic_dummies Periodic dummies and contrasts
plot.JD3_SADECOMPOSITION Generic Function for Seasonal Adjustment Decomposition
print.JD3_ARIMA JD3 print functions
print.JD3_CALENDAR Calendars Print Methods
print.JD3_CHAINEDCALENDAR Calendars Print Methods
print.JD3_EASTERDAY Calendars Print Methods
print.JD3_FIXEDDAY Calendars Print Methods
print.JD3_FIXEDWEEKDAY Calendars Print Methods
print.JD3_LIKELIHOOD JD3 print functions
print.JD3_REGARIMA_RSLTS JD3 print functions
print.JD3_SADECOMPOSITION Generic Function for Seasonal Adjustment Decomposition
print.JD3_SARIMA JD3 print functions
print.JD3_SARIMA_ESTIMATION JD3 print functions
print.JD3_SINGLEDAY Calendars Print Methods
print.JD3_SPAN JD3 print functions
print.JD3_SPECIALDAY Calendars Print Methods
print.JD3_TEST Generic Function For 'JDemetra+' Tests
print.JD3_UCARIMA JD3 print functions
print.JD3_WEIGHTEDCALENDAR Calendars Print Methods
print_calendars Calendars Print Methods

-- R --

r2jd_calendarts Create Java CalendarTimeSeries
ramp_variable Ramp regressor
random_chi2 The Chi-Squared Distribution
random_gamma The Gamma Distribution
random_inverse_gamma The Inverse-Gamma Distribution
random_inverse_gaussian The Inverse-Gaussian Distribution
random_t The Student Distribution
rangemean_tstat Range-Mean Regression
reload_dictionaries Reload dictionaries
remove_outlier Manage Outliers/Ramps in Specification
remove_ramp Manage Outliers/Ramps in Specification
result Get Dictionary and Result
Retail US Retail trade statistics
runstests Runs Tests around the mean or the median

-- S --

sa.decomposition Deprecated functions
sadecomposition Generic Function for Seasonal Adjustment Decomposition
sarima_decompose Decompose SARIMA Model into three components trend, seasonal, irregular
sarima_estimate Estimate SARIMA Model
sarima_hannan_rissanen Estimate ARIMA Model with Hannan-Rissanen method
sarima_model Seasonal ARIMA model (Box-Jenkins)
sarima_properties SARIMA Properties
sarima_random Simulate Seasonal ARIMA
sa_decomposition Generic Function for Seasonal Adjustment Decomposition
sa_preprocessing Generic Preprocessing Function
seasonality_canovahansen Canova-Hansen seasonality test
seasonality_canovahansen_trigs Canova-Hansen test using trigonometric variables
seasonality_combined "X12" Test On Seasonality
seasonality_f F-test on seasonal dummies
seasonality_friedman Friedman Seasonality Test
seasonality_kruskalwallis Kruskall-Wallis Seasonality Test
seasonality_modified_qs Modified QS Seasonality Test (Maravall)
seasonality_periodogram Periodogram Seasonality Test
seasonality_qs QS (seasonal Ljung-Box) test.
set_arima Set ARIMA Model Structure in Pre-Processing Specification
set_automodel Set Arima Model Identification in Pre-Processing Specification
set_basic Set estimation sub-span and quality check specification
set_benchmarking Set Benchmarking Specification
set_easter Set Easter effect correction in Pre-Processing Specification
set_estimate Set Numeric Estimation Parameters and Modelling Span
set_outlier Set Outlier Detection Parameters
set_tradingdays Set Calendar effects correction in Pre-Processing Specification
set_transform Set Log-level Transformation and Decomposition scheme in Pre-Processing Specification
single_day Set a holiday on a Single Day
skewness Normality Tests
so_variable Generating Outlier regressors
special_day List of Pre-Defined Holidays to choose from
statisticaltest Generic Function For 'JDemetra+' Tests
stock_td Trading day Regressor for Stock series
studentdistribution The Student Distribution

-- T --

tc_variable Generating Outlier regressors
td Trading day regressors without holidays
td_canovahansen Canova-Hansen test for stable trading days
td_f Residual Trading Days Test
td_timevarying Likelihood ratio test on time varying trading days
testofruns Runs Tests around the mean or the median
testofupdownruns Runs Tests around the mean or the median
to_ts Creates a time series object
to_tscollection Creates a collection of time series
tramoseats_spec_default Default Tramo-Seats specification
trigonometric_variables Trigonometric variables
tsdata_of Create ts object with values and dates
ts_adjust Multiplicative adjustment of a time series for leap year / length of periods
ts_interpolate Interpolation of a time series with missing values

-- U --

ucarima_canonical Makes a UCARIMA model canonical
ucarima_estimate Estimate UCARIMA Model
ucarima_model Creates an UCARIMA model, which is composed of ARIMA models with independent innovations.
ucarima_wk Wiener Kolmogorov Estimators
user_defined Get Dictionary and Result

-- W --

weighted_calendar Create a Composite Calendar

-- X --

x13_spec_default Default X13 specification

-- misc --

.add_ud_var Add user-defined variable to a SA model
.enum_extract Java Utility Functions
.enum_of Java Utility Functions
.enum_sextract Java Utility Functions
.enum_sof Java Utility Functions
.jd2p_calendars Java Utility Functions
.jd2p_context Java Utility Functions
.jd2p_variables Java Utility Functions
.jd2r_calendars Java Utility Functions
.jd2r_lts Java Utility Functions
.jd2r_matrix Java Utility Functions
.jd2r_modellingcontext Java Utility Functions
.jd2r_mts Java Utility Functions
.jd2r_ts Java Utility Functions
.jd2r_tscollection Java Utility Functions
.jd2r_tsdata Java Utility Functions
.jd2r_ucarima Java Utility Functions
.jd2r_variables Java Utility Functions
.jd3_object Java Utility Functions
.jdomain Java Utility Functions
.likelihood Information on the (log-)likelihood
.p2jd_calendar Java Utility Functions
.p2jd_calendars Java Utility Functions
.p2jd_context Java Utility Functions
.p2jd_variables Java Utility Functions
.p2r_arima Java Utility Functions
.p2r_calendars Java Utility Functions
.p2r_context Java Utility Functions
.p2r_datasupplier Java Utility Functions
.p2r_datasuppliers Java Utility Functions
.p2r_date Java Utility Functions
.p2r_iv Java Utility Functions
.p2r_ivs Java Utility Functions
.p2r_likelihood Java Utility Functions
.p2r_matrix Java Utility Functions
.p2r_metadata Java Utility Functions
.p2r_moniker Java Utility Functions
.p2r_outliers Java Utility Functions
.p2r_parameter Java Utility Functions
.p2r_parameters Java Utility Functions
.p2r_parameters_estimation Java Utility Functions
.p2r_parameters_rslt Java Utility Functions
.p2r_parameters_rsltx Java Utility Functions
.p2r_ramps Java Utility Functions
.p2r_regarima_rslts Java Utility Functions
.p2r_sa_decomposition Java Utility Functions
.p2r_sa_diagnostics Java Utility Functions
.p2r_sequences Java Utility Functions
.p2r_span Java Utility Functions
.p2r_spec_benchmarking Java Utility Functions
.p2r_spec_sarima Java Utility Functions
.p2r_test Java Utility Functions
.p2r_ts Java Utility Functions
.p2r_tscollection Java Utility Functions
.p2r_tsdata Java Utility Functions
.p2r_ucarima Java Utility Functions
.p2r_uservars Java Utility Functions
.p2r_variables Java Utility Functions
.proc_bool Java Utility Functions
.proc_data Java Utility Functions
.proc_desc Java Utility Functions
.proc_dictionary Java Utility Functions
.proc_dictionary2 Java Utility Functions
.proc_int Java Utility Functions
.proc_likelihood Java Utility Functions
.proc_matrix Java Utility Functions
.proc_numeric Java Utility Functions
.proc_parameter Java Utility Functions
.proc_parameters Java Utility Functions
.proc_str Java Utility Functions
.proc_test Java Utility Functions
.proc_ts Java Utility Functions
.proc_vector Java Utility Functions
.r2jd_calendars Java Utility Functions
.r2jd_make_ts Java Utility Functions
.r2jd_make_tscollection Java Utility Functions
.r2jd_matrix Java Utility Functions
.r2jd_modellingcontext Java Utility Functions
.r2jd_sarima Java Utility Functions
.r2jd_tmp_ts Java Utility Functions
.r2jd_ts Java Utility Functions
.r2jd_tscollection Java Utility Functions
.r2jd_tsdata Java Utility Functions
.r2jd_tsdomain Java Utility Functions
.r2jd_variables Java Utility Functions
.r2p_calendar Java Utility Functions
.r2p_calendars Java Utility Functions
.r2p_context Java Utility Functions
.r2p_datasupplier Java Utility Functions
.r2p_datasuppliers Java Utility Functions
.r2p_date Java Utility Functions
.r2p_iv Java Utility Functions
.r2p_ivs Java Utility Functions
.r2p_lparameters Java Utility Functions
.r2p_metadata Java Utility Functions
.r2p_moniker Java Utility Functions
.r2p_outliers Java Utility Functions
.r2p_parameter Java Utility Functions
.r2p_parameters Java Utility Functions
.r2p_ramps Java Utility Functions
.r2p_sequences Java Utility Functions
.r2p_span Java Utility Functions
.r2p_spec_benchmarking Java Utility Functions
.r2p_spec_sarima Java Utility Functions
.r2p_ts Java Utility Functions
.r2p_tscollection Java Utility Functions
.r2p_tsdata Java Utility Functions
.r2p_uservars Java Utility Functions
.tsmoniker Create a Moniker