Releases: rjdverse/rjdemetra
Releases · rjdverse/rjdemetra
RJDemetra 0.1.6
Bug fixed
-
x11.seasonalma
argument wasn't taken into account (issue #78). -
ipi_c_eu
updated: the previous data were calendar adjusted data, they are now unadjusted (neither seasonally adjusted nor calendar adjusted data). -
the print result of the combined test was incorrect.
RJDemetra 0.1.5
RJDemetra 0.1.4
RJDemetra 0.1.4
Bug fixed
- Error while loading a workspace with metadata (issue #53).
- The degree of freedom were wrong with the
summary
functions. jregarima
function is now exported.- The message was not complete when there was an error importing a model with
get_model
. - The trading-days specification was not correctly specified with TRAMO-SEATS.
New functionalities
- Parameter
seats.predictionLength
added totramoseats_spec
. - Parameters
x11.calendarSigma
andx11.sigmaVector
added tox13_spec
. - Parameter
ylim
added toplot
functions (issue #60). - New generic functions:
logLik
,vcov
,df.residual
,nobs
,residuals
(linked to issue #56). - New pre-specified specification "X11" (no pre-processing; linked to issue #59).
- Ramp effects are now imported.
add_sa_item
now compatible withjSA
object.- When a model is added to a workspace with
add_sa_item
, the external regressors are renamed only if they don't already exist in the workspace. - Warning added when
tradingdays.option = "UserDefined"
andtradingdays.autoadjust
,tradingdays.leapyear
ortradingdays.stocktdtradingdays
are defined in a new specification (because they are currently ignored). (issue #67)
RJDemetra 0.1.3
NEWS
Bug fixed
- When the multiprocessing is empty,
get_model
no longer produces an error. - Correction of the option setOutliers in TRAMO-SEATS.
- jaxb.jar files added:
save_workspace
now works on Java 9 and higher (jaxb is no longer provided by default since Java 9). - deprecated functions removed.
Documentation
jSA
documentation improved.
Other
- Error added while loading the package if you don't have Java 8 or higher.
RJDemetra 0.1.2
RJDemetra 0.1.2
Major changes
- All _def functions are now deprecated and replaced by the functions with the same name but without _def. Use:
x13_spec
instead ofx13_spec_def
,x13
instead ofx13_def
,tramoseats_spec
instead oftramoseats_spec_def
,tramoseats
instead oftramoseats_def
,regarima_spec_tramoseats
instead ofregarima_spec_def_tramoseats
,regarima_tramoseats
instead ofregarima_def_tramoseats
,regarima_x13
instead ofregarima_def_x13
andregarima_spec_x13
instead ofregarima_spec_def_x13
. object
argument renamed byspec
inx13_spec
,tramoseats_spec
,regarima_spec_x13
andregarima_spec_tramoseats
.
New functionalities
- Parameter
preliminary.check
added to the specifications functions (regarima_spec_tramoseats
,tramoseats_spec
,regarima_spec_x13
andx13_spec
). By default (preliminary.check = TRUE
), JDemetra+ checks the quality of the input series and exclude highly problematic ones: e.g. these with a number of identical observations and/or missing values above pre-specified threshold values. Whenpreliminary.check = FALSE
, the thresholds are ignored and process is performed, when possible. (issue #39) - Error message returned when the seasonal adjustment fails due to the preliminary.check.
- Possibility to use user-defined calendar regressors. To do it use
tradingdays.option = "UserDefined
and add new regressors variables (usrdef.varEnabled = TRUE
to enable user-defined regressors andusrdef.var
to define the regressors) usingusrdef.varType = "Calendar"
. usrdef.varType
argument is recycled with the number of variables defined in theusrdef.var
parameter.- News functions to only get the Java object from a seasonal adjustment or a pre-ajustment method:
jx13
,jtramoseats
,jregarima
,jregarima_x13
,jregarima_tramoseats
andget_jmodel
. Therefore, there is no formatting and the computation is faster than the non 'j' functions (x13
,tramoseats
,regarima
,regarima_x13
,regarima_tramoseats
andget_model
). To manipulate these objects, there are three functions:get_dictionary
to get the indicators that can be extracted,get_indicators
to extract these indicators andjSA2R
to get the formatted R model.
Bug fixed
x11.fcast
can now be set to 0 or 1 (issue #42)
v0.1.1
v0.1.1-beta.1: Merge pull request #20 from AQLT/master
Printing options
Initial release
Merge pull request #19 from AQLT/master Travis, summary.regarima correction, doc improvement