RJDemetra 0.1.2

RJDemetra 0.1.2

Major changes

• All _def functions are now deprecated and replaced by the functions with the same name but without _def. Use: x13_spec instead of x13_spec_def, x13 instead of x13_def, tramoseats_spec instead of tramoseats_spec_def, tramoseats instead of tramoseats_def, regarima_spec_tramoseats instead of regarima_spec_def_tramoseats, regarima_tramoseats instead of regarima_def_tramoseats, regarima_x13 instead of regarima_def_x13 and regarima_spec_x13 instead of regarima_spec_def_x13.
• object argument renamed by spec in x13_spec, tramoseats_spec, regarima_spec_x13 and regarima_spec_tramoseats.

New functionalities

• Parameter preliminary.check added to the specifications functions (regarima_spec_tramoseats, tramoseats_spec, regarima_spec_x13 and x13_spec). By default (preliminary.check = TRUE), JDemetra+ checks the quality of the input series and exclude highly problematic ones: e.g. these with a number of identical observations and/or missing values above pre-specified threshold values. When preliminary.check = FALSE, the thresholds are ignored and process is performed, when possible. (issue #39)
• Error message returned when the seasonal adjustment fails due to the preliminary.check.
• Possibility to use user-defined calendar regressors. To do it use tradingdays.option = "UserDefined and add new regressors variables (usrdef.varEnabled = TRUE to enable user-defined regressors and usrdef.var to define the regressors) using usrdef.varType = "Calendar".
• usrdef.varType argument is recycled with the number of variables defined in the usrdef.var parameter.
• News functions to only get the Java object from a seasonal adjustment or a pre-ajustment method: jx13, jtramoseats, jregarima, jregarima_x13, jregarima_tramoseats and get_jmodel. Therefore, there is no formatting and the computation is faster than the non 'j' functions (x13, tramoseats, regarima, regarima_x13, regarima_tramoseats and get_model). To manipulate these objects, there are three functions: get_dictionary to get the indicators that can be extracted, get_indicators to extract these indicators and jSA2R to get the formatted R model.

Bug fixed

• x11.fcast can now be set to 0 or 1 (issue #42)