Showing 20 of total 20 results (show query)
rjdverse
RJDemetra:Interface to 'JDemetra+' Seasonal Adjustment Software
Interface around 'JDemetra+' (<https://github.com/jdemetra/jdemetra-app>), the seasonal adjustment software officially recommended to the members of the European Statistical System (ESS) and the European System of Central Banks. It offers full access to all options and outputs of 'JDemetra+', including the two leading seasonal adjustment methods TRAMO/SEATS+ and X-12ARIMA/X-13ARIMA-SEATS.
Maintained by Alain Quartier-la-Tente. Last updated 9 days ago.
16.8 match 53 stars 8.67 score 128 scripts 5 dependentsrjdverse
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.
jdemetraseasonal-adjustmenttimeseriesopenjdk
18.2 match 5 stars 5.81 score 48 scripts 15 dependents
aqlt
rjwsacruncher:Interface to the 'JWSACruncher' of 'JDemetra+'
'JDemetra+' (<https://github.com/jdemetra/jdemetra-app>) is the seasonal adjustment software officially recommended to the members of the European Statistical System and the European System of Central Banks. Seasonal adjustment models performed with 'JDemetra+' can be stored into workspaces. 'JWSACruncher' (<https://github.com/jdemetra/jwsacruncher/releases> for v2 and <https://github.com/jdemetra/jdplus-main/releases> for v3) is a console tool that re-estimates all the multi-processing defined in a workspace and to export the result. 'rjwsacruncher' allows to launch easily the 'JWSACruncher'.
Maintained by Alain Quartier-la-Tente. Last updated 29 days ago.
15.2 match 5 stars 5.23 score 17 scriptsaqlt
ggdemetra:'ggplot2' Extension for Seasonal and Trading Day Adjustment with 'RJDemetra'
Provides 'ggplot2' functions to return the results of seasonal and trading day adjustment made by 'RJDemetra'. 'RJDemetra' is an 'R' interface around 'JDemetra+' (<https://github.com/jdemetra/jdemetra-app>), the seasonal adjustment software officially recommended to the members of the European Statistical System and the European System of Central Banks.
Maintained by Alain Quartier-la-Tente. Last updated 7 months ago.
11.9 match 12 stars 6.06 score 16 scripts 1 dependents
inseefr
JDCruncheR:Interface Between the 'JDemetra+' Cruncher and R, and Quality Report Generator
Tool for generating quality reports from cruncher outputs (and calculating series scores). The latest version of the cruncher can be downloaded here: <https://github.com/jdemetra/jwsacruncher/releases>.
Maintained by Tanguy Barthelemy. Last updated 19 days ago.
extensionjdemetrajwsacruncherquality-assessment
14.3 match 5 stars 4.92 score 16 scripts
inseefrlab
rjdworkspace:Manipulate 'JDemetra+' Workspaces
Set of tools to manipulate the 'JDemetra+' workspaces. Based on the 'RJDemetra' package (which interfaces with version 2 of the 'JDemetra+' (<https://github.com/jdemetra/jdemetra-app>), the seasonal adjustment software officially recommended to the members of the European Statistical System (ESS) and the European System of Central Banks). This package provides access to additional workspace manipulation functions such as metadata manipulation, raw paths and wrangling of several workspaces simultaneously. These additional functionalities are useful as part of a CVS data production chain.
Maintained by Tanguy Barthelemy. Last updated 2 months ago.
jdemetrarjdemetraworkspace-managementopenjdk
15.1 match 1 stars 4.08 score 2 scriptsrjdverse
rjd3sts:State Space Framework and Structural Time Series with 'JDemetra+ 3.x'
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It offers access to several functions on state space models and structural time series.
Maintained by Jean Palate. Last updated 8 months ago.
6.6 match 2 stars 6.64 score 25 scripts 4 dependentsaqlt
rjdqa:Quality Assessment for Seasonal Adjustment
Add-in to the 'RJDemetra' package on seasonal adjustments. It allows to produce dashboards to summarise models and quickly check the quality of the seasonal adjustment.
Maintained by Alain Quartier-la-Tente. Last updated 4 months ago.
jdemetraquality-assessmentopenjdk
11.0 match 2 stars 3.85 score 8 scriptsrjdverse
rjd3revisions:Revision analysis with 'JDemetra+ 3.x'
Revision analysis tool part of 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It performs a battery of tests on revisions and submit a report with the results. The various tests enable the users to detect potential bias and sources of inefficiency in preliminary estimates.
Maintained by Corentin Lemasson. Last updated 7 months ago.
6.6 match 3 stars 4.89 score 4 scriptsrjdverse
rjd3nowcasting:Nowcasting with 'JDemetra+ 3.0'
Interface around 'JDemetra+ 3.x' (<https://github.com/jdemetra/jdplus-nowcasting>), TSACE project. It defines and estimates Dynamic Factor Models with the purpose of Nowcasting. News analysis is included in this second version.
Maintained by Corentin Lemasson. Last updated 8 months ago.
7.1 match 3 stars 4.13 score 1 scriptsrjdverse
rjd3bench:Interface to 'JDemetra+ 3.x' time series analysis software
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software.
Maintained by Corentin Lemasson. Last updated 8 months ago.
6.5 match 2 stars 3.94 score 11 scriptsrjdverse
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 1 months ago.
5.6 match 3 stars 3.62 scorerjdverse
rjd3highfreq:Seasonal Adjustment of High Frequency Data with 'JDemetra+ 3.x'
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It provides functions for seasonal adjustment of high-frequency data displaying multiple, non integer periodicities. Pre-adjustment with extended airline model and Arima Model Based decomposition.
Maintained by Jean Palate. Last updated 8 months ago.
3.6 match 2 stars 5.15 score 33 scripts 3 dependentsrjdverse
rjd3filters:Trend-Cycle Extraction with Linear Filters based on JDemetra+ v3.x
This package provides functions to build and apply symmetric and asymmetric moving averages (= linear filters) for trend-cycle extraction. In particular, it implements several modern approaches for real-time estimates from the viewpoint of revisions and time delay in detecting turning points. It includes the local polynomial approach of Proietti and Luati (2008), the Reproducing Kernel Hilbert Space (RKHS) of Dagum and Bianconcini (2008) and the Fidelity-Smoothness-Timeliness approach of Grun-Rehomme, Guggemos, and Ladiray (2018). It is based on Java libraries developped in 'JDemetra+' (<https://github.com/jdemetra>), time series analysis software.
Maintained by Alain Quartier-la-Tente. Last updated 15 days ago.
3.6 match 3 stars 5.19 score 77 scripts 3 dependentsrjdverse
rjd3x13:Seasonal Adjustment with X-13 in 'JDemetra+ 3.x'
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It offers full acces to options and outputs of X-13, including RegARIMA modelling (automatic ARIMA model with outlier detection and trading days adjustment) and X-11 decomposition.
Maintained by Tanguy Barthelemy. Last updated 5 months ago.
3.7 match 5 stars 4.53 score 8 scripts 3 dependentsrjdverse
rjd3tramoseats:Seasonal Adjustment with TRAMO-SEATS in 'JDemetra+ 3.x'
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It offers full acces to options and outputs of TRAMO-SEATS (Time series Regression with ARIMA noise, Missing values and Outliers - Signal Extraction in ARIMA Time Series), including TRAMO modelling (automatic ARIMA model with outlier detection and trading days adjustment).
Maintained by Tanguy Barthelemy. Last updated 5 months ago.
3.6 match 5 stars 4.51 score 12 scripts 3 dependentsrjdverse
rjd3x11plus:Interface to 'JDemetra+ 3.x' time series analysis software
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software.
Maintained by Jean Palate. Last updated 8 months ago.
3.7 match 1 stars 4.16 score 4 scripts 2 dependentsaqlt
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.
3.3 match 4 stars 4.26 score 8 scripts 1 dependentsrjdverse
rjd3providers:Interface to 'JDemetra+ 3.x' time series analysis software.
Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It offers full acces to txt, csv, xml and spreadsheets files whicha are meant to be read by JDemetra+ Graphical User Interface.
Maintained by Alessandro Piovani. Last updated 8 months ago.
3.8 match 1 stars 3.68 score 2 scripts 1 dependentsrjdverse
rjd3stl:R Interface to 'JDemetra+ 3.x' time series analysis software.
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It provides functions allowing to decompose a time series, including high-frequency data with multiple periodicities.
Maintained by Jean Palate. Last updated 8 months ago.
3.6 match 1 stars 3.38 score 1 scripts