An open API service indexing awesome lists of open source software.

https://github.com/rjdverse/rjd3tramoseats

R access to Tramo-Seats algorithm in JDemetra+ version 3.x
https://github.com/rjdverse/rjd3tramoseats

java jdemetra r r-package rstats seasonal-adjustment time-series timeseries tramoseats

Last synced: 4 months ago
JSON representation

R access to Tramo-Seats algorithm in JDemetra+ version 3.x

Awesome Lists containing this project

README

          

---
output: github_document
---

```{r, echo = FALSE, include=FALSE}
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
fig.path = "man/figures/README-",
fig.align = "center",
fig.width = 8L
)
library("rjd3tramoseats")
```

# {rjd3tramoseats}

[![CRAN status](https://www.r-pkg.org/badges/version/rjd3tramoseats)](https://cran.r-project.org/package=rjd3tramoseats)
[![Mentioned in Awesome Official Statistics ](https://awesome.re/mentioned-badge.svg)](https://github.com/SNStatComp/awesome-official-statistics-software)

[![R-CMD-check](https://github.com/rjdverse/rjd3tramoseats/actions/workflows/R-CMD-check.yaml/badge.svg)](https://github.com/rjdverse/rjd3tramoseats/actions/workflows/R-CMD-check.yaml)
[![lint](https://github.com/rjdverse/rjd3tramoseats/actions/workflows/lint.yaml/badge.svg)](https://github.com/rjdverse/rjd3tramoseats/actions/workflows/lint.yaml)

[![GH Pages built](https://github.com/rjdverse/rjd3tramoseats/actions/workflows/pkgdown.yaml/badge.svg)](https://github.com/rjdverse/rjd3tramoseats/actions/workflows/pkgdown.yaml)

{rjd3tramoseats} offers full access to options and outputs of TRAMO-SEATS (`rjd3tramoseats::tramoseats()`), including TRAMO modelling (`rjd3tramoseats::tramo()`) and SEATS decomposition (`rjd3tramoseats::seats_decompose()`).

A specification can be created with `rjd3tramoseats::tramo_spec()` or `rjd3tramoseats::tramoseats_spec()` and can be modified with the following functions:

- for pre-processing: `rjd3tramoseats::set_arima()`, `rjd3tramoseats::set_automodel()`, `rjd3tramoseats::set_basic()`, `rjd3tramoseats::set_easter()`, `rjd3tramoseats::set_estimate()`, `rjd3tramoseats::set_outlier()`, `rjd3tramoseats::set_tradingdays()`, `rjd3tramoseats::set_transform()`, `rjd3tramoseats::add_outlier()`, `rjd3tramoseats::remove_outlier()`, `rjd3tramoseats::add_ramp()`, `rjd3tramoseats::remove_ramp()`, `rjd3tramoseats::add_usrdefvar()`;

- for decomposition: `rjd3tramoseats::set_seats()`;

- for benchmarking: `rjd3toolkit::set_benchmarking()`.

## Installation

Running rjd3 packages requires **Java 17 or higher**. How to set up such a configuration in R is explained [here](https://jdemetra-new-documentation.netlify.app/#Rconfig)

### Latest release

To get the current stable version (from the latest release):

- From GitHub:

```{r, echo = TRUE, eval = FALSE}
# install.packages("remotes")
remotes::install_github("rjdverse/rjd3toolkit@*release")
remotes::install_github("rjdverse/rjd3tramoseats@*release")
```

- From [r-universe](https://rjdverse.r-universe.dev/rjd3tramoseats):

```{r, echo = TRUE, eval = FALSE}
install.packages("rjd3tramoseats", repos = c("https://rjdverse.r-universe.dev", "https://cloud.r-project.org"))
```

### Development version

You can install the development version of **{rjd3tramoseats}** from [GitHub](https://github.com/) with:

```{r, echo = TRUE, eval = FALSE}
# install.packages("remotes")
remotes::install_github("rjdverse/rjd3tramoseats")
```

## Usage

```{r ts-final}
library("rjd3tramoseats")
y <- rjd3toolkit::ABS$X0.2.09.10.M
ts_model <- tramoseats(y)
summary(ts_model$result$preprocessing) # Summary of tramo model
plot(ts_model) # Plot of the final decomposition
```

To get the final components you can use the function `rjd3toolkit::sa_decomposition()`:

```{r ts-fin-comp}
rjd3toolkit::sa_decomposition(ts_model)
```

## Package Maintenance and contributing

Any contribution is welcome and should be done through pull requests and/or issues.
pull requests should include **updated tests** and **updated documentation**. If functionality is changed, docstrings should be added or updated.

## Licensing

The code of this project is licensed under the [European Union Public Licence (EUPL)](https://interoperable-europe.ec.europa.eu:443/collection/eupl/eupl-text-eupl-12).