MyNixOS website logo
Description

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'.

{rjd3toolkit}

CRANstatus Mentioned in Awesome OfficialStatistics

R-CMD-check lint

GH Pagesbuilt

Utility package in JDemetra+ 3.x R ecosystem. Contains functions used in other rjd3 packages and has to be systematically installed before using any other rjd3 package.

Main Functions

  • customize specifications in {rjd3x13} and {rjd3tramoseats}

  • generate user-defined regressors for calendar correction

  • generate auxiliary variables (outliers, ramps..)

  • run arima model estimations

  • perform tests (seasonality, normality, independence)

  • access general functions such as auto-correlations, distributions

Installation

Running rjd3 packages requires Java 21 or higher. How to set up such a configuration in R is explained here

🎉 {rjd3toolkit} is now available on CRAN! 🎉

To install it, you have to launch the following command line:

install.packages("rjd3toolkit")

To get the current development version of {rjd3toolkit} from GitHub with:

# install.packages("remotes")
remotes::install_github("rjdverse/rjd3toolkit")

Package Maintenance and contributing

Any contribution is welcome and should be done through pull requests and/or issues. pull requests should include updated tests and updated documentation. If functionality is changed, docstrings should be added or updated.

Licensing

The code of this project is licensed under the European Union Public Licence (EUPL).

Metadata

Version

3.7.1

License

Unknown

Platforms (78)

    Darwin
    FreeBSD
    Genode
    GHCJS
    Linux
    MMIXware
    NetBSD
    none
    OpenBSD
    Redox
    Solaris
    uefi
    WASI
    Windows
Show all
  • aarch64-darwin
  • aarch64-freebsd
  • aarch64-genode
  • aarch64-linux
  • aarch64-netbsd
  • aarch64-none
  • aarch64-uefi
  • aarch64-windows
  • aarch64_be-none
  • arm-none
  • armv5tel-linux
  • armv6l-linux
  • armv6l-netbsd
  • armv6l-none
  • armv7a-linux
  • armv7a-netbsd
  • armv7l-linux
  • armv7l-netbsd
  • avr-none
  • i686-cygwin
  • i686-freebsd
  • i686-genode
  • i686-linux
  • i686-netbsd
  • i686-none
  • i686-openbsd
  • i686-windows
  • javascript-ghcjs
  • loongarch64-linux
  • m68k-linux
  • m68k-netbsd
  • m68k-none
  • microblaze-linux
  • microblaze-none
  • microblazeel-linux
  • microblazeel-none
  • mips-linux
  • mips-none
  • mips64-linux
  • mips64-none
  • mips64el-linux
  • mipsel-linux
  • mipsel-netbsd
  • mmix-mmixware
  • msp430-none
  • or1k-none
  • powerpc-linux
  • powerpc-netbsd
  • powerpc-none
  • powerpc64-linux
  • powerpc64le-linux
  • powerpcle-none
  • riscv32-linux
  • riscv32-netbsd
  • riscv32-none
  • riscv64-linux
  • riscv64-netbsd
  • riscv64-none
  • rx-none
  • s390-linux
  • s390-none
  • s390x-linux
  • s390x-none
  • vc4-none
  • wasm32-wasi
  • wasm64-wasi
  • x86_64-cygwin
  • x86_64-darwin
  • x86_64-freebsd
  • x86_64-genode
  • x86_64-linux
  • x86_64-netbsd
  • x86_64-none
  • x86_64-openbsd
  • x86_64-redox
  • x86_64-solaris
  • x86_64-uefi
  • x86_64-windows