rjd3toolkit3.6.0 package

Manage Outliers/Ramps in Specification

Add a User-Defined Variable to Pre-Processing Specification.

Aggregation of time series

Remove an arima model from an existing one.

ARIMA Model

Properties of an ARIMA model

Sum ARIMA Models

Autocorrelation Functions

B-Splines

Trading day regressors with pre-defined holidays

Create a Chained Calendar

The Chi-Squared Distribution

Removal of missing values at the beginning/end

Compare the annual totals of two series

Promote a R time series to a "full JDemetra+ time series"

Provides a list of dates corresponding to each period of the given tim...

Deprecated functions

Generic Diagnostics Function

Get Dictionary and Result

Differencing of a series

The series is differenced till its variance is decreasing.

Automatic stationary transformation

Add user-defined variable to a SA model

Information on the (log-)likelihood

Create a Moniker

Display Easter Sunday dates in given period

Set a Holiday on an Easter related day

Easter regressor

Set a holiday on a Fixed Day

Set a Holiday on a Fixed Week Day

The Gamma Distribution

Daily calendar regressors corresponding to holidays

Intervention variable

The Inverse-Gamma Distribution

The Inverse-Gaussian Distribution

JD3 print functions

Java Utility Functions

Ljung-Box Test

Display Long-term means for a set of calendar regressors

Leap Year regressor

Compute a robust median absolute deviation (MAD)

Create modelling context

Monotonic cubic spline

Create a National Calendar

Natural cubic spline

Normality Tests

Generating Outlier regressors

Periodic B-Splines

Periodic cubic spline

Periodic cardinal cubic splines

Periodic dummies and contrasts

Calendars Print Methods

Create Java CalendarTimeSeries

Ramp regressor

Range-Mean Regression

Reload dictionaries

Runs Tests around the mean or the median

Generic Function for Seasonal Adjustment Decomposition

Generic Preprocessing Function

Decompose SARIMA Model into three components trend, seasonal, irregula...

Estimate SARIMA Model

Estimate ARIMA Model with Hannan-Rissanen method

Seasonal ARIMA model (Box-Jenkins)

SARIMA Properties

Simulate Seasonal ARIMA

Canova-Hansen test using trigonometric variables

Canova-Hansen seasonality test

"X12" Test On Seasonality

F-test on seasonal dummies

Friedman Seasonality Test

Kruskall-Wallis Seasonality Test

Modified QS Seasonality Test (Maravall)

Periodogram Seasonality Test

QS (seasonal Ljung-Box) test.

Set ARIMA Model Structure in Pre-Processing Specification

Set Arima Model Identification in Pre-Processing Specification

Set estimation sub-span and quality check specification

Set Benchmarking Specification

Set Easter effect correction in Pre-Processing Specification

Set Numeric Estimation Parameters and Modelling Span

Set Outlier Detection Parameters

Set Calendar effects correction in Pre-Processing Specification

Set Log-level Transformation and Decomposition scheme in Pre-Processin...

Set a holiday on a Single Day

List of Pre-Defined Holidays to choose from

Generic Function For 'JDemetra+' Tests

Trading day Regressor for Stock series

The Student Distribution

Canova-Hansen test for stable trading days

Residual Trading Days Test

Likelihood ratio test on time varying trading days

Trading day regressors without holidays

Creates a time series object

Creates a collection of time series

Trigonometric variables

Multiplicative adjustment of a time series for leap year / length of p...

Interpolation of a time series with missing values

Create ts object with values and dates

Makes a UCARIMA model canonical

Estimate UCARIMA Model

Creates an UCARIMA model, which is composed of ARIMA models with indep...

Wiener Kolmogorov Estimators

Create a Composite Calendar