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https://github.com/statisticsnorway/ssb-pickmdl
PICKMDL for RJDemetra, An X-12-ARIMA procedure not yet available in RJDemetra. See https://github.com/jdemetra/jdemetra-app/issues/504
https://github.com/statisticsnorway/ssb-pickmdl
Last synced: 6 days ago
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PICKMDL for RJDemetra, An X-12-ARIMA procedure not yet available in RJDemetra. See https://github.com/jdemetra/jdemetra-app/issues/504
- Host: GitHub
- URL: https://github.com/statisticsnorway/ssb-pickmdl
- Owner: statisticsnorway
- License: other
- Created: 2022-03-02T09:10:06.000Z (almost 3 years ago)
- Default Branch: main
- Last Pushed: 2024-06-24T08:21:43.000Z (6 months ago)
- Last Synced: 2024-08-16T12:26:00.282Z (4 months ago)
- Language: R
- Size: 487 KB
- Stars: 1
- Watchers: 5
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
- Security: SECURITY.md
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README
# R package pickmdl
The package relies on the R package
[RJDemetra](https://CRAN.R-project.org/package=RJDemetra)
and provides additional functionality used in the production of statistics at Statistics Norway.
-----------
## Installation
Since *pickmdl* depends on *RJDemetra*, refer to the
[installation instructions](https://github.com/rjdverse/rjdemetra/blob/main/README.md#Installation)
on its GitHub page and note the availability of
[the installation manual](https://github.com/jdemetra/rjdemetra/wiki/Installation-manual).
Usual installation from GitHub:
```r
# install.packages("devtools")
devtools::install_github("statisticsnorway/pickmdl")
```
If you know that the dependencies listed under *Imports* and *Depends* in the
[DESCRIPTION file](https://github.com/statisticsnorway/ssb-pickmdl/blob/main/DESCRIPTION)
are already installed, an alternative is:
```r
devtools::install_github("statisticsnorway/pickmdl", dependencies = FALSE)
```
-----------
# Functionality
### PICKMDL specification
The x13 function in RJDemetra can be run as usual (automdl) or with a PICKMDL specification.
* PICKMDL is an X-12-ARIMA procedure not yet available in RJDemetra.
* See https://github.com/jdemetra/jdemetra-app/issues/504
### Partial concurrent adjustment
The package has also possibilities for partial concurrent adjustment.
* The ARIMA model, outliers and filters can be identified at a certain date and then held fixed (with a new outlier-span).
### Multiple series specifications
Specifications for multiple series can be managed through parameter settings in a table.
* The table may, for example, be stored as a CSV file.
* See the function `x13_text_frame()`.
### The corona period
Handling the corona period according to
[Statistics Norway's recommendation](https://github.com/statisticsnorway/ssb-seasonaladjustment-corona)
can be done easily.
* By specifying the parameter `corona_outliers` as `TRUE` or `"SSB"`.
### Norwegian calendar regressors
A function for constructing user-defined calendar regressors is included.
* See the function `konstruksjon()`.
-----------
# Detailed documentation
More detailed documentation can be found at the [reference site for pickmdl](https://statisticsnorway.github.io/ssb-pickmdl/reference/index.html)