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I think there is an error in the output of the decomposition of multiAirlineDecomposition() (more exported components than expected) https://github.com/rjdemetra/rjd3highfreq/blob/010dd15052736669018b9dd8c0ed58ff1220a2f3/R/jd3_fractionalairline.R#L298-L301 I think the irregular is the last object but then I don't know what is the penultimate. Moreover, I don't find the SA series using y and the seasonal component
multiAirlineDecomposition()
amb.multi <- rjd3highfreq::multiAirlineDecomposition( y = forecast::taylor, periods = c(2 * 24, 2*24*7), log = FALSE, ndiff = 2) decomp <- amb.multi$decomposition # Last name not defined names(decomp) #> [1] "y" "y_time" "sa" "t" "s_48" "s_336" "i" NA all.equal((decomp$t + decomp$i), decomp$sa) #> [1] "Mean relative difference: 0.004231776" all.equal((decomp$t + decomp[[8]]), decomp$sa) #> [1] TRUE # Should it be true ? all.equal((decomp$y - (decomp$s_48 + decomp$s_336)), decomp$sa) #> [1] "Mean relative difference: 0.004299653"
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@palatej shouldn't this function be removed and rewritten with iterations in R?
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I think there is an error in the output of the decomposition of
multiAirlineDecomposition()
(more exported components than expected)https://github.com/rjdemetra/rjd3highfreq/blob/010dd15052736669018b9dd8c0ed58ff1220a2f3/R/jd3_fractionalairline.R#L298-L301
I think the irregular is the last object but then I don't know what is the penultimate.
Moreover, I don't find the SA series using y and the seasonal component
The text was updated successfully, but these errors were encountered: