Package 'rjd3bridge'

Convert 'rjd3' Objects to 'RJDemetra' (v2) Format

Description

Converts seasonal adjustment models, outputs, or specifications from the modern 'rjd3' ecosystem ('JDemetra+' v3) back to legacy 'RJDemetra' ('JDemetra+' v2) objects for backward compatibility and legacy reporting workflows.

Usage

as_rjd2(x, ...)

## S3 method for class 'JD3_TRAMOSEATS_SPEC'
as_rjd2(x, context = NULL, ...)

## S3 method for class 'JD3_TRAMO_SPEC'
as_rjd2(x, context = NULL, ...)

## S3 method for class 'JD3_TRAMOSEATS_OUTPUT'
as_rjd2(
  x,
  context = NULL,
  specification = c("estimation_spec", "result_spec"),
  ...
)

## S3 method for class 'JD3_TRAMO_OUTPUT'
as_rjd2(
  x,
  context = NULL,
  specification = c("estimation_spec", "result_spec"),
  y = NULL,
  ...
)

## S3 method for class 'JD3_X13_SPEC'
as_rjd2(x, context = NULL, ...)

## S3 method for class 'JD3_REGARIMA_SPEC'
as_rjd2(x, context = NULL, ...)

## S3 method for class 'JD3_X11_SPEC'
as_rjd2(x, context = NULL, ...)

## S3 method for class 'JD3_X13_OUTPUT'
as_rjd2(
  x,
  context = NULL,
  specification = c("estimation_spec", "result_spec"),
  ...
)

## S3 method for class 'JD3_REGARIMA_OUTPUT'
as_rjd2(
  x,
  context = NULL,
  specification = c("estimation_spec", "result_spec"),
  y = NULL,
  ...
)

Arguments

x	An object from the 'rjd3' ecosystem (e.g., from packages rjd3x13 or rjd3tramoseats).
...	Additional arguments passed to specific methods.
context	Optional rjd3toolkit::modelling_context() containing user-defined variables.
specification	The specification of the seasonal adjustment model to use for the conversion. Can be "estimation_spec" (the default, specification used to estimate the model), or "result_spec" (the specification used to produce the final results).
y	Input time series data. Needed for as_rjd2.JD3_REGARIMA_OUTPUT() and as_rjd2.JD3_TRAMO_OUTPUT(). If not provided, the default year will by default be equal to 1.

Details

The parameters ub1 and ub2 are not translated since it seems to have a different convention between versions.

Value

An equivalent object compatible with the 'RJDemetra' package (v2 structure).

Examples

spec_v3 <- rjd3x13::x13_spec()
spec_v2 <- as_rjd2(spec_v3)


# Specify the modelling context with user-defined variables
y <- rjd3toolkit::ABS$X0.2.09.10.M
regs_td <- rjd3toolkit::td(
  s = y,
  groups = c(1, 2, 0, 4, 5, 6, 3),
  contrasts = TRUE
)
colnames(regs_td) <- c("Monday", "Tuesday", "Wednesday", "Thursday", "Friday", "Saturday")
context <- rjd3toolkit::modelling_context(variables = list(regs_td))
spec_v3 <- rjd3tramoseats::tramoseats_spec() |>
  rjd3toolkit::set_tradingdays(
    option = "UserDefined",
    uservariable = c("r.Monday", "r.Tuesday", "r.Wednesday",
                     "r.Thursday", "r.Friday", "r.Saturday"),
    test = "None"
  )
spec_v2 <- as_rjd2(spec_v3, context = context)

# For preprocessing models (RegARIMA or TRAMO),
# the input time series `y` should be provided
# to avoid defaulting the start date of the time series to year 1
model_v3 <- rjd3tramoseats::tramo(y)
as_rjd2(model_v3)
as_rjd2(model_v3, y = y)

---

Convert 'RJDemetra' (v2) Objects to 'rjd3' (v3) Format

Description

Converts seasonal adjustment models, outputs, or specification objects from legacy 'RJDemetra' ('JDemetra+' v2) to the modern 'rjd3' ecosystem (such as packages rjd3x13 or rjd3tramoseats for 'JDemetra+' v3).

Usage

as_rjd3(x, new_spec = NULL, ...)

## S3 method for class 'SA_spec'
as_rjd3(x, new_spec = NULL, ...)

## S3 method for class 'regarima'
as_rjd3(x, new_spec = NULL, ...)

## S3 method for class 'SA'
as_rjd3(x, new_spec = NULL, ...)

## S3 method for class 'regarima_spec'
as_rjd3(x, new_spec = NULL, ...)

Arguments

x	An object from the 'RJDemetra' package (v2, e.g., of class SA, SA_spec).
new_spec	An optional specification object from the 'rjd3' ecosystem (v3) to be used as a base for conversion. If NULL, a default specification will be created based on the type of model being converted.
...	Additional arguments passed to specific methods.

Details

The parameters ub1 and ub2 are not translated since it seems to have a different convention between versions.

Value

An equivalent object compatible with the 'rjd3' ecosystem (v3 structure).

A list with two elements:

• context: An object of class rjd3toolkit::modelling_context() containing any user-defined variables.

• result: The converted object in the 'rjd3' format.

Examples

# Convert only a specification object
spec_v2 <- RJDemetra::regarima_spec_tramoseats()
spec_v3 <- as_rjd3(spec_v2)


# Convert a full seasonal adjustment model
y <- RJDemetra::ipi_c_eu[, "FR"]
model_v2 <- RJDemetra::x13(y, spec = "RSA5c")
model_v3 <- as_rjd3(model_v2)

---