Package 'ggdemetra'

Title: 'ggplot2' Extension for Seasonal and Trading Day Adjustment with 'RJDemetra'
Description: Provides 'ggplot2' functions to return the results of seasonal and trading day adjustment made by 'RJDemetra'. 'RJDemetra' is an 'R' interface around 'JDemetra+' (<https://github.com/jdemetra/jdemetra-app>), the seasonal adjustment software officially recommended to the members of the European Statistical System and the European System of Central Banks.
Authors: Alain Quartier-la-Tente [aut, cre]
Maintainer: Alain Quartier-la-Tente <[email protected]>
License: EUPL
Version: 0.2.9
Built: 2024-11-11 04:45:17 UTC
Source: https://github.com/AQLT/ggdemetra

Help Index

Plot 'RJDemetra' model

Description

Plot 'RJDemetra' model

Usage

## S3 method for class 'SA'
autoplot(
  object,
  components = c("y", "sa", trend = "t", seasonal = "s", irregular = "i"),
  forecast = FALSE,
  ...
)

Arguments

object

a "SA" or "jSA" model.
components

components to print, can be "y" (input time series), "sa" (seasonal adjusted), "t" (trend-cycle), "y_cal" (calendar adjusted), "s" (seasonal), "i" (irregular), "cal" (calendar). The vector can be named to change the label
forecast

boolean indicating if the forecast series should be printed.
...

unused arguments.

Examples

x = RJDemetra::jx13(ipi_c_eu[,"FR"])
ggplot2::autoplot(x)

Extract Component from 'RJDemetra' model

Description

Extract Component from 'RJDemetra' model

Usage

seasonal(x, forecast = FALSE)

trendcycle(x, forecast = FALSE)

irregular(x, forecast = FALSE)

seasonaladj(x, forecast = FALSE)

calendaradj(x, forecast = FALSE)

calendar(x, forecast = FALSE)

raw(x, forecast = FALSE)

Arguments

x

a "SA" or "jSA" model.
forecast

boolean indicating if the forecast series should be returned.

ARIMA model

Description

Function to add directly to the plot the ARIMA model used in the pre-adjustment process of the seasonal adjustment.

Usage

geom_arima(
  mapping = NULL,
  data = NULL,
  stat = "arima",
  geom = c("text", "label"),
  position = "identity",
  ...,
  method = c("x13", "tramoseats"),
  spec = NULL,
  frequency = NULL,
  message = TRUE,
  x_arima = NULL,
  y_arima = NULL,
  show.legend = NA,
  inherit.aes = TRUE
)

Arguments

mapping

Set of aesthetic mappings created by aes() or aes_(). If specified and inherit.aes = TRUE (the default), it is combined with the default mapping at the top level of the plot. You must supply mapping if there is no plot mapping.
data

A data.frame that contains the data used for the seasonal adjustment.
stat

The statistical transformation to use on the data for this layer, as a string.
geom

character. The geometric to use to display the data: GeomText (geom = "text", the default, see geom_text()) or GeomLabel (geom = "label", see geom_label()).
position

Position adjustment, either as a string, or the result of a call to a position adjustment function.
...

Other arguments passed on to layer(). These are often aesthetics, used to set an aesthetic to a fixed value, like colour = "red" or size = 3.
method

the method used for the seasonal adjustment. "x13" (by default) for the X-13ARIMA method and "tramoseats" for TRAMO-SEATS.
spec

the specification used for the seasonal adjustment. See x13() or tramoseats().
frequency

the frequency of the time series. By default (frequency = NULL), the frequency is computed automatically.
message

a boolean indicating if a message is printed with the frequency used.
x_arima, y_arima

position of the text of the ARIMA model. By default, the first position of the data is used.
show.legend

logical. Should this layer be included in the legends? NA, the default, includes if any aesthetics are mapped. FALSE never includes, and TRUE always includes. It can also be a named logical vector to finely select the aesthetics to display.
inherit.aes

If FALSE, overrides the default aesthetics, rather than combining with them.

Details

With the parameter geom = "text", the ARIMA model used in the pre-adjustment process of the seasonal adjustment are directly added to the plot. With geom = "label" a rectangle is drawn behind the ARIMA model, making it easier to read.

Examples

p_sa_ipi_fr <- ggplot(data = ipi_c_eu_df, mapping = aes(x = date, y = FR)) +
    geom_line(color =  "#F0B400") +
    labs(title = "Seasonal adjustment of the French industrial production index",
         x = "time", y = NULL) +
    geom_sa(color = "#155692", message = FALSE)
         
# To add the ARIMA model
p_sa_ipi_fr + 
    geom_arima(geom = "label",
               x_arima = - Inf, y_arima = -Inf, 
               vjust = -1, hjust = -0.1,
               message = FALSE)

Table of diagnostics

Description

Adds a table of diagnostics to the plot

Usage

geom_diagnostics(
  mapping = NULL,
  data = NULL,
  position = "identity",
  ...,
  method = c("x13", "tramoseats"),
  spec = NULL,
  frequency = NULL,
  message = TRUE,
  diagnostics = NULL,
  digits = 2,
  xmin = -Inf,
  xmax = Inf,
  ymin = -Inf,
  ymax = Inf,
  table_theme = ttheme_default(),
  inherit.aes = TRUE
)

Arguments

mapping

Set of aesthetic mappings created by aes() or aes_(). If specified and inherit.aes = TRUE (the default), it is combined with the default mapping at the top level of the plot. You must supply mapping if there is no plot mapping.
data

A data.frame that contains the data used for the seasonal adjustment.
position

Position adjustment, either as a string, or the result of a call to a position adjustment function.
...

Other arguments passed on to layer(). These are often aesthetics, used to set an aesthetic to a fixed value, like colour = "red" or size = 3.
method

the method used for the seasonal adjustment. "x13" (by default) for the X-13ARIMA method and "tramoseats" for TRAMO-SEATS.
spec

the specification used for the seasonal adjustment. See x13() or tramoseats().
frequency

the frequency of the time series. By default (frequency = NULL), the frequency is computed automatically.
message

a boolean indicating if a message is printed with the frequency used.
diagnostics

vector of character containing the name of the diagnostics to plot. See user_defined_variables() for the available parameters.
digits

integer indicating the number of decimal places to be used for numeric diagnostics. By default digits = 2.
xmin, xmax

x location (in data coordinates) giving horizontal location of raster.
ymin, ymax

y location (in data coordinates) giving vertical location of raster.
table_theme

list of theme parameters for the table of diagnostics (see ttheme_default()).
inherit.aes

If FALSE, overrides the default aesthetics, rather than combining with them.

Examples

p_sa_ipi_fr <- ggplot(data = ipi_c_eu_df, mapping = aes(x = date, y = FR)) +
    geom_line(color =  "#F0B400") +
    labs(title = "Seasonal adjustment of the French industrial production index",
         x = "time", y = NULL) +
    geom_sa(color = "#155692", message = FALSE)

# To add of diagnostics with result of the X-11 combined test and the p-values 
# of the residual seasonality qs and f tests:
diagnostics <- c("diagnostics.combined.all.summary", "diagnostics.qs", "diagnostics.ftest")
p_sa_ipi_fr + 
    geom_diagnostics(diagnostics = diagnostics,
                     ymin = 58, ymax = 72, xmin = 2010,
                     table_theme = gridExtra::ttheme_default(base_size = 8),
                     message = FALSE)

# To customize the names of the diagnostics in the plot:
    
diagnostics <- c(`Combined test` = "diagnostics.combined.all.summary",
                 `Residual qs-test (p-value)` = "diagnostics.qs",
                 `Residual f-test (p-value)` = "diagnostics.ftest")
p_sa_ipi_fr + 
    geom_diagnostics(diagnostics = diagnostics,
                     ymin = 58, ymax = 72, xmin = 2010,
                     table_theme = gridExtra::ttheme_default(base_size = 8),
                     message = FALSE)

# To add the table below the plot: 

p_diag <- ggplot(data = ipi_c_eu_df, mapping = aes(x = date, y = FR)) +
    geom_diagnostics(diagnostics = diagnostics,
                     table_theme = gridExtra::ttheme_default(base_size = 8),
                     message = FALSE) + 
    theme_void()

gridExtra::grid.arrange(p_sa_ipi_fr, p_diag,
                        nrow = 2, heights  = c(4, 1))

Outliers texts

Description

Function to add directly to the plot the outliers used in the pre-adjustment process of the seasonal adjustment.

Usage

geom_outlier(
  mapping = NULL,
  data = NULL,
  stat = "outlier",
  geom = c("text", "label", "text_repel", "label_repel"),
  position = "identity",
  ...,
  method = c("x13", "tramoseats"),
  spec = NULL,
  frequency = NULL,
  message = TRUE,
  first_date = NULL,
  last_date = NULL,
  coefficients = FALSE,
  digits = 1,
  show.legend = NA,
  inherit.aes = TRUE
)

Arguments

mapping

Set of aesthetic mappings created by aes() or aes_(). If specified and inherit.aes = TRUE (the default), it is combined with the default mapping at the top level of the plot. You must supply mapping if there is no plot mapping.
data

A data.frame that contains the data used for the seasonal adjustment.
stat

The statistical transformation to use on the data for this layer, as a string.
geom

character. The geometric to use to display the data: GeomText (geom = "text", the default, see geom_text()); GeomLabel (geom = "label", see geom_label()); GeomTextRepel (geom = "text_repel", the default, see geom_text_repel()); GeomLabelRepel (geom = "label_repel", the default, see geom_label_repel()).
position

Position adjustment, either as a string, or the result of a call to a position adjustment function.
...

Other arguments passed on to layer(). They may be parameters of geom_text() (if geom = "text"), geom_label() (if geom = "label"), geom_text_repel() (if geom = "text_repel") or geom_label_repel() (if geom = "label_repel").
method

the method used for the seasonal adjustment. "x13" (by default) for the X-13ARIMA method and "tramoseats" for TRAMO-SEATS.
spec

the specification used for the seasonal adjustment. See x13() or tramoseats().
frequency

the frequency of the time series. By default (frequency = NULL), the frequency is computed automatically.
message

a boolean indicating if a message is printed with the frequency used.
first_date

A numeric specifying the first date from which the outliers are plotted. By default (first_date = NULL) the outliers are plotted from the beginning of the time series.
last_date

A numeric specifying the first date from which the outliers are plotted. By default (first_date = NULL) the outliers are plotted until the end of the time series.
coefficients

boolean indicating if the estimates coefficients are printed. By default coefficients = FALSE.
digits

integer indicating the number of decimal places to be used for numeric diagnostics. By default digits = 1.
show.legend

logical. Should this layer be included in the legends? NA, the default, includes if any aesthetics are mapped. FALSE never includes, and TRUE always includes. It can also be a named logical vector to finely select the aesthetics to display.
inherit.aes

If FALSE, overrides the default aesthetics, rather than combining with them.

Details

With the parameter geom = "text", the outliers used in the pre-adjustment process of the seasonal adjustment are directly added to the plot. With geom = "label" a rectangle is drawn behind the names of the outliers, making them easier to read. The same with geom = "text_repel" or geom = "label_repel" but text labels are also repeled away from each other and away from the data points (see geom_label_repel()).

Examples

p_sa_ipi_fr <- ggplot(data = ipi_c_eu_df, mapping = aes(x = date, y = FR)) +
    geom_line(color =  "#F0B400") +
    labs(title = "Seasonal adjustment of the French industrial production index",
         x = "time", y = NULL)  +
    geom_sa(color = "#155692", message = FALSE)
         
# To add the outliers:
p_sa_ipi_fr + geom_outlier(geom = "label",
                    message = FALSE)


# To have a more readable plot with outliers names that repeled away from each other 
# and from the data points:
p_sa_ipi_fr + 
    geom_outlier(geom = "label_repel",
                 message = FALSE,
                 ylim = c(NA, 65),
                 arrow = arrow(length = unit(0.03, "npc"),
                               type = "closed", ends = "last"))

# To only plot the outliers from a specific date (2009):
p_sa_ipi_fr + 
    geom_outlier(geom = "label_repel",
                 message = FALSE,
                 first_date = 2009,
                 ylim = c(NA, 65), 
                 arrow = arrow(length = unit(0.03, "npc"),
                               type = "closed", ends = "last"))

Seasonal adjustment time series

Description

Performs a seasonal adjustment and plots a time series. geom_sa() and stat_sa() are aliases: they both use the same arguments. Use stat_sa() if you want to display the results with a non-standard geom.

Usage

geom_sa(
  mapping = NULL,
  data = NULL,
  stat = "sa",
  position = "identity",
  ...,
  method = c("x13", "tramoseats"),
  spec = NULL,
  frequency = NULL,
  message = TRUE,
  component = "sa",
  show.legend = NA,
  inherit.aes = TRUE
)

stat_sa(
  mapping = NULL,
  data = NULL,
  geom = "line",
  position = "identity",
  ...,
  method = c("x13", "tramoseats"),
  spec = NULL,
  frequency = NULL,
  message = TRUE,
  component = "sa",
  show.legend = NA,
  inherit.aes = TRUE
)

Arguments

mapping

Set of aesthetic mappings created by aes() or aes_(). If specified and inherit.aes = TRUE (the default), it is combined with the default mapping at the top level of the plot. You must supply mapping if there is no plot mapping.
data

A data.frame that contains the data used for the seasonal adjustment.
stat

The statistical transformation to use on the data for this layer, as a string.
position

Position adjustment, either as a string, or the result of a call to a position adjustment function.
...

Other arguments passed on to layer(). These are often aesthetics, used to set an aesthetic to a fixed value, like colour = "red" or size = 3.
method

the method used for the seasonal adjustment. "x13" (by default) for the X-13ARIMA method and "tramoseats" for TRAMO-SEATS.
spec

the specification used for the seasonal adjustment. See x13() or tramoseats().
frequency

the frequency of the time series. By default (frequency = NULL), the frequency is computed automatically.
message

a boolean indicating if a message is printed with the frequency used.
component

a character equals to the component to plot. The result must be a time series. See user_defined_variables() for the available parameters. By default (component = 'sa') the seasonal adjusted component is plotted.
show.legend

logical. Should this layer be included in the legends? NA, the default, includes if any aesthetics are mapped. FALSE never includes, and TRUE always includes. It can also be a named logical vector to finely select the aesthetics to display.
inherit.aes

If FALSE, overrides the default aesthetics, rather than combining with them.
geom

The geometric object to use to display the data

Examples

p_ipi_fr <- ggplot(data = ipi_c_eu_df, mapping = aes(x = date, y = FR)) +
    geom_line(color =  "#F0B400") +
    labs(title = "Seasonal adjustment of the French industrial production index",
         x = "time", y = NULL)

# To add the seasonal adjusted series:
p_ipi_fr +
    geom_sa(color = "#155692")

# To add the forecasts of the input data and the seasonal adjusted series:
p_sa <- p_ipi_fr +
    geom_sa(component = "y_f", linetype = 2, message = FALSE, color =  "#F0B400") + 
    geom_sa(component = "sa", color = "#155692", message = FALSE) +
    geom_sa(component = "sa_f", color = "#155692", linetype = 2, message = FALSE)
p_sa

Initialise 'ggplot2' with 'SA' model

Description

Initialise 'ggplot2' with 'SA' model

Usage

init_ggplot(x, ...)

Arguments

x

A "SA" or "jsA" model created with 'RJDemetra'.
...

Other parameters passes to ggplot2::ggplot()

Examples

mod <- RJDemetra::x13(ipi_c_eu[, "FR"])
init_ggplot(mod) +
    geom_line(color =  "#F0B400") +
    geom_sa(component = "sa", color = "#155692")

Industrial Production Indices in manufacturing in the European Union

Description

A dataset containing on monthly industrial production indices in manufacturing in the European Union (from sts_inpr_m dataset of Eurostat). Data are based 100 in 2015 and are unadjusted, i.e. neither seasonally adjusted nor calendar adjusted.

Usage

ipi_c_eu

ipi_c_eu_df

Format

A monthly ts object from january 1990 to december 2017 with 34 variables for ipi_c_eu and a data.frame for ipi_c_eu_df.

An object of class data.frame with 360 rows and 35 columns.

Details

The dataset contains 34 time series corresponding to the following geographical area

BE Belgium
BG Bulgaria
CZ Czechia
DK Denmark
DE Germany (until 1990 former territory of the FRG)
EE Estonia
IE Ireland
EL Greece
ES Spain
FR France
HR Croatia
IT Italy
CY Cyprus
LV Latvia
LT Lithuania
LU Luxembourg
HU Hungary
MT Malta
NL Netherlands
AT Austria
PL Poland
PT Portugal
RO Romania
SI Slovenia
SK Slovakia
FI Finland
SE Sweden
UK United Kingdom
NO Norway
CH Switzerland
ME Montenegro
MK Former Yugoslav Republic of Macedonia, the
RS Serbia
TR Turkey
BA Bosnia and Herzegovina

Source

Eurostat, 'sts_inpr_m' database.

SI-ratio

Description

SI-ratio

Usage

siratio(x, ...)

siratioplot(
  x,
  labels = NULL,
  add = FALSE,
  box = TRUE,
  col.s = "darkblue",
  col.i = "gray",
  col.mean = "red",
  cex.i = 0.1,
  lwd.s = par("lwd"),
  lwd.mean = lwd.s,
  main = "SI ratio",
  xlab = NULL,
  ylab = NULL,
  xlim = NULL,
  ylim = NULL,
  start = NULL,
  end = NULL,
  ...
)

ggsiratioplot(
  x,
  labels = NULL,
  col.s = "darkblue",
  col.i = "gray",
  col.mean = "red",
  cex.i = 0.5,
  lwd.s = 1,
  lwd.mean = lwd.s,
  main = "SI ratio",
  xlab = NULL,
  ylab = NULL,
  start = NULL,
  end = NULL,
  ...
)

Arguments

x

input model or data.
...

unused parameters.
labels

labels.
add

boolean indicating whether a new plot should be drawn.
box

boolean indicating a box around the current plot should be drawn.
col.s, col.i, col.mean

colors of the different components.
cex.i, lwd.s, lwd.mean

graphical parameters.
main, xlab, ylab

title, X and Y axis label.
xlim, ylim

X and Y axis limits.
start, end

first and last dates plotted.

Examples

x <- RJDemetra::x13(ipi_c_eu[,"FR"])
siratioplot(x)
ggsiratioplot(x)

Convert 'ts' object to 'data.frame'

Description

Function to a ts or mts object to a data.frame that can be directly used in the plot functions.

Usage

ts2df(x)

Arguments

x

a ts or mts object.

Value

a data.frame object.

Examples

# To get the ipi_c_eu_df object:
ts2df(ipi_c_eu)