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rjdverse
rjd3toolkit: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, 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.
Maintained by Tanguy Barthelemy. Last updated 5 months ago.
javajdemetraseasonal-adjustmenttime-seriestimeseriesopenjdk
6 stars 5.74 score 48 scripts 16 dependents
macroeconomicdata
dateutils:Date Utils
Utilities for mixed frequency data. In particular, use to aggregate and normalize tabular mixed frequency data, index dates to end of period, and seasonally adjust tabular data.
Maintained by Seth Leonard. Last updated 3 years ago.
data-processingeconometricstime-seriesopenblascpp
3 stars 5.17 score 49 scripts