rjd3toolkit - Utility Functions Around 'JDemetra+ 3.0'
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It provides functions allowing to model time series (create outlier regressors, user-defined calendar regressors, Unobserved Components AutoRegressive Integrated Moving Average (UCARIMA) models...), to test the presence of trading days or seasonal effects and also to set specifications in pre-adjustment and benchmarking when using 'rjd3x13' or 'rjd3tramoseats'.
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javajdemetraseasonal-adjustmenttime-seriestimeseriesopenjdk
8.25 score 10 stars 18 dependents 70 scripts 841 downloads
RJDemetra - Interface to 'JDemetra+' Seasonal Adjustment Software
Interface around 'JDemetra+' (<https://github.com/jdemetra/jdemetra-app>), the seasonal adjustment software officially recommended to the members of the European Statistical System (ESS) and the European System of Central Banks. It offers full access to all options and outputs of 'JDemetra+', including the two leading seasonal adjustment methods TRAMO/SEATS+ and X-12ARIMA/X-13ARIMA-SEATS.
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javajdemetraseasonal-adjustmentseasonalitytime-seriestimeseriesopenjdk
7.84 score 55 stars 6 dependents 198 scripts 824 downloadsRJDemetra - Interface to 'JDemetra+' Seasonal Adjustment Software
Interface around 'JDemetra+' (<https://github.com/jdemetra/jdemetra-app>), the seasonal adjustment software officially recommended to the members of the European Statistical System (ESS) and the European System of Central Banks. It offers full access to all options and outputs of 'JDemetra+', including the two leading seasonal adjustment methods TRAMO/SEATS+ and X-12ARIMA/X-13ARIMA-SEATS.
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javajdemetraseasonal-adjustmentseasonalitytime-seriestimeseriesopenjdk
7.84 score 55 stars 6 dependents 198 scripts 834 downloads
rjd3highfreq - Seasonal Adjustment of High Frequency Data with 'JDemetra+ 3.x'
R interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>), the time series analysis software. It provides functions for seasonal adjustment of higher-frequency data, including those with multiple or non-integer periodicities. It includes pre-adjustment via the extended airline model and several seasonal decomposition methods: extended airline model based decomposition, extended X-11, and augmented STL.
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openjdk
7.29 score 2 stars 1 dependents 45 scripts 175 downloads
rjd3x13 - Seasonal Adjustment with 'X-13' in 'JDemetra+' 3.x
R Interface to 'JDemetra+' 3.x (<https://github.com/jdemetra>) time series analysis software. It offers full access to options and outputs of 'X-13', including Reg-ARIMA modelling (automatic AutoRegressive Integrated Moving Average (ARIMA) model with outlier detection and trading days adjustment) and X-11 decomposition.
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javajdemetraseasonal-adjustmenttime-seriestimeseriesx13openjdk
7.14 score 7 stars 5 dependents 21 scripts 507 downloads
rjd3tramoseats - Seasonal Adjustment with TRAMO-SEATS in 'JDemetra+' 3.x
Interface to 'JDemetra+' 3.x (<https://github.com/jdemetra>) time series analysis software. It offers full access to options and outputs of 'TRAMO-SEATS' (Time series Regression with ARIMA noise, Missing values and Outliers - Signal Extraction in ARIMA Time Series), including 'TRAMO' modelling (ARIMA model with outlier detection and trading days adjustment). ARIMA = AutoRegressive Integrated Moving Average.
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javajdemetraseasonal-adjustmenttime-seriestimeseriestramoseatsopenjdk
6.73 score 7 stars 4 dependents 15 scripts 634 downloads
rjd3filters - Trend-Cycle Extraction with Linear Filters with 'JDemetra+ 3.x'
Build and apply symmetric and asymmetric moving averages (= linear filters) for trend-cycle extraction. In particular, it implements several modern approaches for real-time estimates from the viewpoint of revisions and time delay in detecting turning points. It includes the local polynomial approach of Proietti and Luati (2008), the Reproducing Kernel Hilbert Space (RKHS) of Dagum and Bianconcini (2008) and the Fidelity-Smoothness-Timeliness approach of Grun-Rehomme, Guggemos, and Ladiray (2018). It is based on 'Java' libraries developed in 'JDemetra+' (<https://github.com/jdemetra>), time series analysis software.
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filteringjavajdemetratime-seriestimeseriestrend-cycleopenjdk
6.64 score 3 stars 3 dependents 92 scripts 318 downloadsrjd3filters - Trend-Cycle Extraction with Linear Filters with 'JDemetra+ 3.x'
Build and apply symmetric and asymmetric moving averages (= linear filters) for trend-cycle extraction. In particular, it implements several modern approaches for real-time estimates from the viewpoint of revisions and time delay in detecting turning points. It includes the local polynomial approach of Proietti and Luati (2008), the Reproducing Kernel Hilbert Space (RKHS) of Dagum and Bianconcini (2008) and the Fidelity-Smoothness-Timeliness approach of Grun-Rehomme, Guggemos, and Ladiray (2018). It is based on 'Java' libraries developed in 'JDemetra+' (<https://github.com/jdemetra>), time series analysis software.
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filteringjavajdemetratime-seriestimeseriestrend-cycleopenjdk
6.64 score 3 stars 3 dependents 92 scripts 318 downloads
rjd3workspace - Wrangling 'JDemetra+ 3.x' Workspaces
R Interface to 'JDemetra+ 3.x'(<https://github.com/jdemetra>). It offers several functions to manipulate 'JDemetra+' workspaces, which can be read by the software and can store several seasonal adjusted series along with user-defined calendars or regression variables.
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javajdemetratime-seriestimeseriesworkspaceopenjdk
6.28 score 6 stars 2 dependents 15 scripts 498 downloads
ggdemetra - 'ggplot2' Extension for Seasonal and Trading Day Adjustment with 'RJDemetra'
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.
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ggplot2jdemetraopenjdk
6.02 score 12 stars 1 dependents 29 scripts 418 downloadsrjwsacruncher - Interface to the 'JWSACruncher' of 'JDemetra+'
'JDemetra+' (<https://github.com/jdemetra/jdemetra-app>) is the seasonal adjustment software officially recommended to the members of the European Statistical System and the European System of Central Banks. Seasonal adjustment models performed with 'JDemetra+' can be stored into workspaces. 'JWSACruncher' (<https://github.com/jdemetra/jwsacruncher/releases> for v2 and <https://github.com/jdemetra/jdplus-main/releases> for v3) is a console tool that re-estimates all the multi-processing defined in a workspace and to export the result. 'rjwsacruncher' allows to launch easily the 'JWSACruncher'.
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jdemetrajwsacruncher
5.28 score 6 stars 32 scripts 317 downloads
rjd3providers - Interface to 'JDemetra+' 3.x Time Series Analysis Software
Interface to 'JDemetra+' 3.x (<https://github.com/jdemetra>) time series analysis software. It offers full access to txt, csv, xml and spreadsheets files which are meant to be read by 'JDemetra+' Graphical User Interface.
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openjdk
5.26 score 1 stars 2 dependents 1 scripts 454 downloadsrjdmarkdown - 'rmarkdown' Extension for Formatted 'RJDemetra' Outputs
Functions to have nice 'rmarkdown' outputs of the seasonal and trading day adjustment models made with 'RJDemetra'.
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rjdemetrarmarkdownopenjdk
4.81 score 5 stars 13 scripts 253 downloads
rjd3nowcasting - Nowcasting with Dynamic Factors Models in 'JDemetra+' 3.x
Interface to 'JDemetra+' 3.x (<https://github.com/jdemetra>), time series analysis software. The package enables the specification and estimation of Dynamic Factor Models for nowcasting, and includes news analysis to interpret forecast revisions. It implements highly efficient algorithms for fast and reliable computation.
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openjdk
4.43 score 3 stars 2 scripts
rjd3revisions - Revision analysis with 'JDemetra+ 3.x'
Revision analysis tool part of 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It performs a battery of tests on revisions and submit a report with the results. The various tests enable the users to detect potential bias and sources of inefficiency in preliminary estimates.
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openjdk
4.20 score 4 stars 1 scripts
rjd3sts - State Space Framework and Structural Time Series with 'JDemetra+ 3.x'
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It offers access to several functions on state space models and structural time series.
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openjdk
4.07 score 3 stars 33 scripts
rjd3bridge - Bridge Between 'RJDemetra' (V2) and 'rjd3' (V3)
Provides bidirectional tools to convert seasonal adjustment models and specifications between 'RJDemetra' ('JDemetra+' v2) and the 'rjd3' ecosystem ('JDemetra+' v3, packages 'rjd3x13' and 'rjd3tramoseats'). Facilitates workflow migration and backward compatibility analysis.
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openjdk
3.60 score 2 stars 2 scripts 134 downloadsrjd3x11plus - Interface to 'JDemetra+ 3.x' time series analysis software
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software.
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openjdk
3.48 score 1 stars 15 scripts
rjdqa - Quality Assessment for Seasonal Adjustment
Add-in to the 'RJDemetra' package on seasonal adjustments. It allows to produce dashboards to summarise models and quickly check the quality of the seasonal adjustment.
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jdemetraquality-assessmentopenjdk
3.34 score 2 stars 11 scripts 262 downloadsAQLTools - AQLT Toolkit
Boîte à outils de fonctions, surtout autour des séries temporelles.
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openjdk
3.34 score 2 stars 22 scriptsrjd3stl - R Interface to 'JDemetra+ 3.x' time series analysis software
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It provides functions allowing to decompose a time series, including high-frequency data with multiple periodicities.
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openjdk
3.08 score 1 stars 7 scripts
fable.rjd3 - 'JDemetra+' Seasonal Adjustment Models for 'fable'
Provides an interface to JDemetra+ v3 seasonal adjustment algorithms (X-13ARIMA-SEATS and TRAMO-SEATS) for use with the 'fable' forecasting and decomposition framework. It enables seasonal adjustment on 'tsibble' objects using the standard 'model()' and 'components()' workflow.
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openjdk
2.70 score 1 stars 4 scriptstvCoef - Linear Time-Varying Coefficient Models
Convert linear model to a time-varying coefficient model using stepwise regressions, local regressions or state-space models.
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openjdk
2.18 score 3 stars 9 scriptsAQLTrainings - Datasets for AQLT trainings
Package containing data for AQLT training courses.
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1.00 scoreAvionic24 - What the Package Does (Title Case)
More about what it does (maybe more than one line) Use four spaces when indenting paragraphs within the Description.
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openblascppopenjdk
2.70 score 1 stars