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

Bug fixed

• Henderson filter was not correctly selected (issue #73).
• Bug in the selection of TD with tramoseats (issue #71).

New functionalities

• Function get_jspec, to get the Java object that contains the specification, is now exported.

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 to tramoseats_spec.
• Parameters x11.calendarSigma and x11.sigmaVector added to x13_spec.
• Parameter ylim added to plot 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 with jSA 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" and tradingdays.autoadjust, tradingdays.leapyear or tradingdays.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 of x13_spec_def, x13 instead of x13_def, tramoseats_spec instead of tramoseats_spec_def, tramoseats instead of tramoseats_def, regarima_spec_tramoseats instead of regarima_spec_def_tramoseats, regarima_tramoseats instead of regarima_def_tramoseats, regarima_x13 instead of regarima_def_x13 and regarima_spec_x13 instead of regarima_spec_def_x13.
• object argument renamed by spec in x13_spec, tramoseats_spec, regarima_spec_x13 and regarima_spec_tramoseats.

New functionalities

• Parameter preliminary.check added to the specifications functions (regarima_spec_tramoseats, tramoseats_spec, regarima_spec_x13 and x13_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. When preliminary.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 and usrdef.var to define the regressors) using usrdef.varType = "Calendar".
• usrdef.varType argument is recycled with the number of variables defined in the usrdef.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 and get_jmodel. Therefore, there is no formatting and the computation is faster than the non 'j' functions (x13, tramoseats, regarima, regarima_x13, regarima_tramoseats and get_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 and jSA2R to get the formatted R model.

Bug fixed

• x11.fcast can now be set to 0 or 1 (issue #42)

v0.1.1

First release of the package on CRAN

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