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.

Last updated 22 days ago

jdemetraopenjdk

8.67 score 53 stars 5 dependents 128 scripts 1.2k 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.

Last updated 22 days ago

jdemetraopenjdk

8.67 score 53 stars 5 dependents 128 scripts 1.2k downloads

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.

Last updated 13 days ago

openjdk

6.56 score 2 stars 4 dependents 25 scripts

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, 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.

Last updated 16 hours ago

javajdemetraseasonal-adjustmenttime-seriestimeseriesopenjdk

6.51 score 6 stars 16 dependents 47 scripts

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.

Last updated 8 months ago

ggplot2jdemetraopenjdk

6.06 score 12 stars 1 dependents 16 scripts 443 downloads

rjd3filters - Trend-Cycle Extraction with Linear Filters based on JDemetra+ v3.x

This package provides functions to 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 developped in 'JDemetra+' (<https://github.com/jdemetra>), time series analysis software.

Last updated 13 days ago

openjdk

5.81 score 3 stars 4 dependents 80 scripts

rjd3highfreq - Seasonal Adjustment of High Frequency Data with 'JDemetra+ 3.x'

R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It provides functions for seasonal adjustment of high-frequency data displaying multiple, non integer periodicities. Pre-adjustment with extended airline model and Arima Model Based decomposition.

Last updated 13 days ago

openjdk

5.29 score 2 stars 3 dependents 33 scripts

rjwsacruncher - 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'.

Last updated 1 months ago

jdemetrajwsacruncher

5.23 score 5 stars 17 scripts 361 downloads

rjd3filters - Trend-Cycle Extraction with Linear Filters based on JDemetra+ v3.x

This package provides functions to 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 developped in 'JDemetra+' (<https://github.com/jdemetra>), time series analysis software.

Last updated 28 days ago

openjdk

5.19 score 3 stars 3 dependents 77 scripts

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 acces to options and outputs of X-13, including RegARIMA modelling (automatic ARIMA model with outlier detection and trading days adjustment) and X-11 decomposition.

Last updated 8 days ago

openjdk

5.08 score 5 stars 4 dependents 8 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.

Last updated 8 days ago

openjdk

5.01 score 3 stars 4 scripts

rjd3tramoseats - Seasonal Adjustment with TRAMO-SEATS in 'JDemetra+ 3.x'

R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It offers full acces 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 (automatic ARIMA model with outlier detection and trading days adjustment).

Last updated 8 days ago

openjdk

4.81 score 5 stars 3 dependents 12 scripts

rjdmarkdown - 'rmarkdown' Extension for Formatted 'RJDemetra' Outputs

Functions to have nice 'rmarkdown' outputs of the seasonal and trading day adjustment models made with 'RJDemetra'.

Last updated 8 months ago

rjdemetrarmarkdownopenjdk

4.60 score 4 stars 9 scripts 203 downloads

rjd3nowcasting - Nowcasting with 'JDemetra+ 3.0'

Interface around 'JDemetra+ 3.x' (<https://github.com/jdemetra/jdplus-nowcasting>), TSACE project. It defines and estimates Dynamic Factor Models with the purpose of Nowcasting. News analysis is included in this second version.

Last updated 13 days ago

openjdk

4.43 score 3 stars 1 scripts

ggdemetra3 - 'ggplot2' Extension for Seasonal and Trading Day Adjustment with 'JDemetra+' 3.0

Provides 'ggplot2' functions to return the results of seasonal and trading day adjustment made by the R interface to 'JDemetra+' 3.0.

Last updated 3 months ago

openjdk

4.26 score 4 stars 1 dependents 8 scripts

rjd3bench - Interface to 'JDemetra+ 3.x' time series analysis software

R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software.

Last updated 5 months ago

openjdk

4.25 score 2 stars 11 scripts

rjd3x11plus - Interface to 'JDemetra+ 3.x' time series analysis software

R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software.

Last updated 13 days ago

openjdk

3.98 score 1 stars 2 dependents 4 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.

Last updated 5 months ago

jdemetraquality-assessmentopenjdk

3.85 score 2 stars 8 scripts 273 downloads

rjd3workspace - Interface to 'JDemetra+ 3.x' time series analysis software

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.

Last updated 14 hours ago

javajdemetratime-seriestimeseriesworkspaceopenjdk

3.62 score 3 stars 1 scripts

rjd3stl - 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.

Last updated 13 days ago

openjdk

3.43 score 1 stars 1 scripts

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.

Last updated 13 days ago

openjdk

3.38 score 1 stars 1 dependents 2 scripts

Avionic24 - 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.

Last updated 7 months ago

openblascppopenjdk

3.00 score 1 stars

publishTC - Tools to help publish the trend-cycle

This package provides several functions to facilitate the computation of trend-cycle component. In particular, the computation can be done: using the Cascade Linear Filter (CLF) Dagum, E. B., & Luati, A. (2008); using the classical Henderson symmetric filter and the surrogate Musgrave asymmetric filters; using a local Parametrization of the Musgrave asymmetric filters (Quartier-la-Tente 2024); extending the Henderson symmetric fiter and the surrogate Musgrave asymmetric filters to take into account additive outliers and level shifts (Quartier-la-Tente 2025). Confidence intervals can be computed and several plots are available.

Last updated 9 days ago

openjdk

2.54 score

rjd3report - Quality Assessment and Reportiing for Seasonal Adjustment

Add-in to the 'RJDemetra' package on seasonal adjustments. It allows to produce quality assessments outputs (such as dashboards).

Last updated 4 months ago

openjdk

2.30 score 1 stars 2 scripts

tvCoef - Linear Time-Varying Coefficient Models

Convert linear model to a time-varying coefficient model using stepwise regressions, local regressions or state-space models.

Last updated 8 months ago

openjdk

2.30 score 2 stars 9 scripts

Rogctable - Interactive Table with LaTeX And OGC Layers

Who said PDF can't be interactive? This package allows to create some interactive tables with LaTeX using PDF Layers/Optional Content Groups (OCG).

Last updated 3 years ago

1.70 score 1 stars 3 scripts