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
8.27 score 55 stars 5 dependents 213 scripts 729 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.
Last updated
javajdemetraseasonal-adjustmentseasonalitytime-seriestimeseriesopenjdk
8.27 score 55 stars 5 dependents 213 scripts 729 downloads
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
7.90 score 10 stars 17 dependents 78 scripts 835 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
6.64 score 7 stars 4 dependents 19 scripts 584 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
6.32 score 7 stars 3 dependents 15 scripts 591 downloads
rjd3bench - Temporal Disaggregation and Benchmarking in 'JDemetra+' 3.x
Interface to 'JDemetra+' 3.x (<https://github.com/jdemetra>) time series analysis software. It provides a variety of methods for temporal disaggregation & interpolation, benchmarking, reconciliation and calendarization. It incorporates statistical methods described in the latest European Statistical System (ESS) guidelines on temporal disaggregation, benchmarking, and reconciliation (2018 edition). The package implements highly efficient algorithms for fast and reliable computation.
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openjdk
6.03 score 3 stars 13 scripts 193 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.
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openjdk
5.97 score 3 stars 32 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.
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ggplot2jdemetraopenjdk
5.94 score 12 stars 1 dependents 24 scripts 377 downloads
rjd3workspace - Wrangling 'JDemetra+ 3.x' Workspace
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
5.59 score 6 stars 1 dependents 12 scripts 616 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.
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filteringjavajdemetratime-seriestimeseriestrend-cycleopenjdk
5.52 score 3 stars 3 dependents 97 scriptsrjwsacruncher - 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
5.48 score 5 stars 30 scripts 223 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
4.92 score 1 stars 2 dependents 2 scripts 648 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
filteringjavajdemetratime-seriestimeseriestrend-cycleopenjdk
4.78 score 3 stars 3 dependents 89 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.
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openjdk
4.76 score 2 stars 1 dependents 46 scriptsrjdmarkdown - '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
4.74 score 5 stars 11 scripts 143 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
4.35 score 3 stars 1 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 2 scriptsrjd3x11plus - 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
3.95 score 1 stars 1 dependents 15 scripts
AQLTools - AQLT Toolkit
Boîte à outils de fonctions, surtout autour des séries temporelles.
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openjdk
3.34 score 2 stars 22 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
3.30 score 2 stars 9 scripts 183 downloadsrjd3stl - 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 scriptsAvionic24 - 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 starsAQLTrainings - Datasets for AQLT trainings
Package containing data for AQLT training courses.
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1.00 scoretvCoef - 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
2.00 score 2 stars 9 scripts