Package: publishTC 0.2.3

publishTC: Tools to Help to Publish the Trend-Cycle Component

Tools to facilitate the computation of the trend-cycle component of time series. In particular, the computation can be performed using: the Cascade Linear Filter ('CLF', Dagum and Luati, 2008), classical Henderson symmetric filters with surrogate Musgrave asymmetric filters, local parameterizations of Musgrave filters (Quartier-la-Tente, 2024), and robust extensions taking into account additive outliers and level shifts (Quartier-la-Tente, 2025). Computes confidence intervals and provides specialized plotting functions for publication.

Authors:Alain Quartier-la-Tente [aut, cre, cph]

publishTC_0.2.3.tar.gz
publishTC_0.2.3.zip(r-4.7-any)publishTC_0.2.3.zip(r-4.6-any)publishTC_0.2.3.zip(r-4.5-any)
publishTC_0.2.3.tgz(r-4.6-any)publishTC_0.2.3.tgz(r-4.5-any)
publishTC_0.2.3.tar.gz(r-4.7-any)publishTC_0.2.3.tar.gz(r-4.6-any)
publishTC_0.2.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
publishTC/json (API)

# Install 'publishTC' in R:
install.packages('publishTC', repos = c('https://aqlt.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/aqlt/publishtc/issues

Pkgdown/docs site:https://aqlt.github.io

Uses libs:
  • openjdk– OpenJDK Java runtime, using Hotspot JIT
Datasets:

On CRAN:

Conda:

openjdk

2.40 score 10 scripts 35 exports 29 dependencies

Last updated from:4739509a01. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK157
source / vignettesOK172
linux-releaseOK139
macos-releaseOK133
macos-oldrelOK127
windows-develOK73
windows-releaseOK100
windows-oldrelOK78
wasm-releaseOK118

Exports:autoplotbandwidthclf_smoothingconfint_plotdownturnfind_icrggconfint_plotgggrowthplotggimplicit_forecasts_plotgglollypopggsmoothing_plotggunderlying_forecasts_plotgrowthplothenderson_robust_smoothinghenderson_smoothingicricrsimplicit_forecastsimplicit_forecasts_plotis_tc_estimateslollypopmcdread.tssegmented_smoothingsmoothingsmoothnesstc_estimatesturning_pointsunderlying_forecastsunderlying_forecasts_plotunwanted_ripplesupturnwrite.tsx11_trend_selectionx13_regarima_outliers

Dependencies:backportscheckmateclicpp11farverggplot2gluegtableisobandlabelinglatticelifecycleMASSR6RColorBrewerRcpprJavarjd3filtersrjd3jarsrjd3toolkitrjd3x13rlangRProtoBufS7scalesvctrsviridisLitewithrzoo

Readme and manuals

Help Manual

Help pageTopics
Get Filter Bandwidthbandwidth
Classical Moving Averagesclassical-ma CLF CLF_CN henderson local_param_est
Trend-Cycle Estimation using the Cascade Linear Filterclf_smoothing
Plot Confidence Intervals for Trend-Cycle Estimatesconfint_plot ggconfint_plot
Confidence Intervals for Trend-Cycle Estimatesconfint.clf confint.henderson confint.robust_henderson confint_tc
Plot Multiple Trend-Cycle Visualizationsggsmoothing_plot
Plot Growth Rates for Trend-Cycle Estimatesgggrowthplot growthplot
Robust Trend-Cycle Estimation using the Henderson Filterhenderson_robust_smoothing
Trend-Cycle Estimation using the Henderson Filterhenderson_smoothing
Compute Irregular-to-Trend-Cycle (I/C) Ratiosicr icrs
Plot Implicit Forecasts for Trend-Cycle Estimatesggimplicit_forecasts_plot implicit_forecasts_plot
Implicit Forecasts Methodsimplicit_forecasts.clf implicit_forecasts.henderson implicit_forecasts.robust_henderson
Lollipop Plot for Trend-Cycle Estimatesgglollypop lollypop
Month of Cyclical Dominance (MCD)mcd
Plotting Methods for Trend-Cycle Estimatesautoplot.tc_estimates autoplot.ts lines.tc_estimates plot.tc_estimates
Segmented Smoothing around Breakpointssegmented_smoothing
Multi-Method Trend-Cycle Estimationsmoothing
Measure Smoothness of Trend-Cycle Estimatessmoothness
Trend-Cycle Estimates Classis_tc_estimates summary.tc_estimates tc_estimates
Example Datasetscars_registrations etip fred french_ipi simulated_data ts-exemple
Detect Turning Points and Unwanted Ripples in a Time Seriesdownturn turning_points unwanted_ripples upturn
Plot Underlying Forecasts for Trend-Cycle Estimatesggunderlying_forecasts_plot underlying_forecasts_plot
Underlying Forecasts Methodsunderlying_forecasts.clf underlying_forecasts.henderson underlying_forecasts.robust_henderson
Export and Import Time Series to and from CSVread.ts write.ts
X-11 Selection of Trend-Cycle Filterfind_icr x11_trend_selection
Outlier Detection with RegARIMA Modelx13_regarima_outliers