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aqlt
ggdemetra3:'ggplot2' Extension for Seasonal and Trading Day Adjustment with 'JDemetra+' 3.0
Provides 'ggplot2' functions to return the results of seasonal and trading day adjustment made by the R interface to 'JDemetra+' 3.0.
Maintained by Alain Quartier-la-Tente. Last updated 3 months ago.
4 stars 4.26 score 8 scripts 1 dependents
rjdverse
rjd3workspace:Interface to 'JDemetra+ 3.x' time series analysis software.
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>). It offers several functions to manipulate 'JDemetra+' workspaces, which can be read by the software and can store several seasonal adjusted series along with user-defined calendars or regression variables.
Maintained by Tanguy Barthelemy. Last updated 2 months ago.
3 stars 3.62 scoreaqlt
publishTC:Tools to help publish the trend-cycle
This package provides several functions to facilitate the computation of trend-cycle component. In particular, the computation can be done: using the Cascade Linear Filter (CLF) Dagum, E. B., & Luati, A. (2008); using the classical Henderson symmetric filter and the surrogate Musgrave asymmetric filters; using a local Parametrization of the Musgrave asymmetric filters (Quartier-la-Tente 2024); extending the Henderson symmetric fiter and the surrogate Musgrave asymmetric filters to take into account additive outliers and level shifts (Quartier-la-Tente 2025). Confidence intervals can be computed and several plots are available.
Maintained by Alain Quartier-la-Tente. Last updated 10 days ago.
2.54 scoreaqlt
rjd3report:Quality Assessment and Reportiing for Seasonal Adjustment
Add-in to the 'RJDemetra' package on seasonal adjustments. It allows to produce quality assessments outputs (such as dashboards).
Maintained by Alain Quartier-la-Tente. Last updated 4 months ago.
1 stars 2.30 score 2 scripts