Showing 9 of total 9 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 21 days ago.
53 stars 8.67 score 128 scripts 5 dependents
aqlt
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 8 months ago.
12 stars 6.06 score 16 scripts 1 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.
javajdemetraseasonal-adjustmenttime-seriestimeseriesopenjdk
6 stars 5.74 score 48 scripts 16 dependentsaqlt
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 1 months ago.
5 stars 5.23 score 17 scripts
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 23 hours ago.
extensionjdemetrajwsacruncherquality-assessment
5 stars 4.98 score 16 scriptsrjdverse
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.
javajdemetraseasonal-adjustmenttime-seriestimeseriesx13openjdk
5 stars 4.48 score 8 scripts 4 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.
javajdemetraseasonal-adjustmenttime-seriestimeseriestramoseatsopenjdk
5 stars 4.33 score 12 scripts 3 dependents
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
1 stars 3.95 score 2 scriptsaqlt
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 5 months ago.
jdemetraquality-assessmentopenjdk
2 stars 3.85 score 8 scripts