Skip to content
R interface to JDemetra+
R
Branch: master
Clone or download
Latest commit baa11eb Jun 26, 2019
Permalink
Type Name Latest commit message Commit time
Failed to load latest commit information.
R deprecated argument removed Jun 26, 2019
data logo, database, README Nov 30, 2018
docs index logo Jun 26, 2019
inst/java jaxb Jun 19, 2019
java Update to jdemetra https://github.com/jdemetra/ Feb 12, 2019
man deprecated argument removed Jun 26, 2019
pkgdown/favicon final logo Feb 14, 2019
.Rbuildignore Installation manual Jun 24, 2019
.gitignore Installation manual Jun 24, 2019
.travis.yml Installation manual Jun 24, 2019
DESCRIPTION deprecated argument removed Jun 26, 2019
NAMESPACE Deprecated functions removed Jun 19, 2019
NEWS.md
README.Rmd Vignette removed Jun 25, 2019
README.md README Jun 25, 2019
RJDemetra.Rproj jfunctions Apr 1, 2019
_pkgdown.yml Vignette removed Jun 25, 2019
cran-comments.md Installation manual Jun 24, 2019

README.md

RJDemetra

Build Status CRAN_Status_Badge CRAN last release CRAN monthly downloads CRAN downloads Mentioned in Awesome Official Statistics

RJDemetra is an R interface to JDemetra+, the seasonal adjustment software officially recommended to the members of the European Statistical System (ESS) and the European System of Central Banks. JDemetra+ implements the two leading seasonal adjustment methods TRAMO/SEATS+ and X-12ARIMA/X-13ARIMA-SEATS.

Besides seasonal adjustment, JDemetra+ bundles other time series models that are useful in the production or analysis of economic statistics, including for instance outlier detection, nowcasting, temporal disaggregation or benchmarking.

For more details on the JDemetra+ software see https://github.com/jdemetra/jdemetra-app.

RJDemetra offers full access to all options and outputs of JDemetra+.

Installation

RJDemetra relies on the rJava package and Java SE 8 or later version is required.

# Install release version from CRAN
install.packages("RJDemetra")

# Install development version from GitHub
# install.packages("devtools")
devtools::install_github("jdemetra/rjdemetra")

If you have troubles with the installation, check the installation manual.

Basic example

To seasonally adjust a time series with a pre-defined specification you can either use the x13() function for the X-13ARIMA method or the tramoseats() function for the TRAMO-SEATS method.

library(RJDemetra)
myseries <- ipi_c_eu[, "FR"]
x13_model <- x13(myseries) # X-13ARIMA method
ts_model <- tramoseats(myseries) # TRAMO-SEATS method

# Basic plot with the original series, the trend and the SA series
plot(x13_model, type_chart = "sa-trend")

# S-I ratio
plot(x13_model$decomposition)

You can’t perform that action at this time.