create_specs_set.RdConstruit un jeu de spécifications X13 à partir d'une date de début, d'un contexte (variables explicatives) et éventuellement d'outliers.
create_specs_set(context, outliers = NULL, span_start = NULL)list Contexte de modélisation créé par
rjd3toolkit::modelling_context().
[list or NULL] Liste optionnelle avec les éléments :
type : vecteur de types d'outliers (ex. "AO", "LS", "TC")
date : vecteur de dates correspondantes
character Date de début de l'estimation (format "YYYY-MM-DD").
Une liste de spécifications X13 nommées (CJO et variantes).
my_context <- create_insee_context()
create_specs_set(context = my_context)
#> $Pas_CJO
#> Specification
#>
#> Series
#> Serie span: All
#> Preliminary Check: Yes
#>
#> Estimate
#> Model span: All
#>
#> Tolerance: 1e-07
#>
#> Transformation
#> Function: AUTO
#> AIC difference: -2
#> Adjust: NONE
#>
#> Regression
#> No calendar regressor
#>
#> Easter: No
#>
#> Pre-specified outliers: 0
#> Ramps: No
#>
#> Outliers
#> Detection span: All
#> Outliers type:
#> - AO, critical value : 0 (Auto)
#> - LS, critical value : 0 (Auto)
#> - TC, critical value : 0 (Auto)
#> TC rate: 0.7 (Auto)
#> Method: ADDONE (Auto)
#>
#> ARIMA
#> SARIMA model: (0,1,1) (0,1,1)
#>
#> SARIMA coefficients:
#> theta(1) btheta(1)
#> 0 0
#>
#> Specification X11
#> Seasonal component: Yes
#> Length of the Henderson filter: 0
#> Seasonal filter: FILTER_MSR
#> Boundaries used for extreme values correction :
#> lower_sigma: 1.5
#> upper_sigma: 2.5
#> Nb of forecasts: -1
#> Nb of backcasts: 0
#> Calendar sigma: NONE
#>
#> Benchmarking
#> Is enabled: No
#>
#> $REG1
#> Specification
#>
#> Series
#> Serie span: All
#> Preliminary Check: Yes
#>
#> Estimate
#> Model span: All
#>
#> Tolerance: 1e-07
#>
#> Transformation
#> Function: AUTO
#> AIC difference: -2
#> Adjust: NONE
#>
#> Regression
#> Calendar regressor: user-defined calendar
#> Test: NO
#>
#> Easter: No
#>
#> Pre-specified outliers: 0
#> Ramps: No
#>
#> Outliers
#> Detection span: All
#> Outliers type:
#> - AO, critical value : 0 (Auto)
#> - LS, critical value : 0 (Auto)
#> - TC, critical value : 0 (Auto)
#> TC rate: 0.7 (Auto)
#> Method: ADDONE (Auto)
#>
#> ARIMA
#> SARIMA model: (0,1,1) (0,1,1)
#>
#> SARIMA coefficients:
#> theta(1) btheta(1)
#> 0 0
#>
#> Specification X11
#> Seasonal component: Yes
#> Length of the Henderson filter: 0
#> Seasonal filter: FILTER_MSR
#> Boundaries used for extreme values correction :
#> lower_sigma: 1.5
#> upper_sigma: 2.5
#> Nb of forecasts: -1
#> Nb of backcasts: 0
#> Calendar sigma: NONE
#>
#> Benchmarking
#> Is enabled: No
#>
#> $REG2
#> Specification
#>
#> Series
#> Serie span: All
#> Preliminary Check: Yes
#>
#> Estimate
#> Model span: All
#>
#> Tolerance: 1e-07
#>
#> Transformation
#> Function: AUTO
#> AIC difference: -2
#> Adjust: NONE
#>
#> Regression
#> Calendar regressor: user-defined calendar
#> Test: NO
#>
#> Easter: No
#>
#> Pre-specified outliers: 0
#> Ramps: No
#>
#> Outliers
#> Detection span: All
#> Outliers type:
#> - AO, critical value : 0 (Auto)
#> - LS, critical value : 0 (Auto)
#> - TC, critical value : 0 (Auto)
#> TC rate: 0.7 (Auto)
#> Method: ADDONE (Auto)
#>
#> ARIMA
#> SARIMA model: (0,1,1) (0,1,1)
#>
#> SARIMA coefficients:
#> theta(1) btheta(1)
#> 0 0
#>
#> Specification X11
#> Seasonal component: Yes
#> Length of the Henderson filter: 0
#> Seasonal filter: FILTER_MSR
#> Boundaries used for extreme values correction :
#> lower_sigma: 1.5
#> upper_sigma: 2.5
#> Nb of forecasts: -1
#> Nb of backcasts: 0
#> Calendar sigma: NONE
#>
#> Benchmarking
#> Is enabled: No
#>
#> $REG3
#> Specification
#>
#> Series
#> Serie span: All
#> Preliminary Check: Yes
#>
#> Estimate
#> Model span: All
#>
#> Tolerance: 1e-07
#>
#> Transformation
#> Function: AUTO
#> AIC difference: -2
#> Adjust: NONE
#>
#> Regression
#> Calendar regressor: user-defined calendar
#> Test: NO
#>
#> Easter: No
#>
#> Pre-specified outliers: 0
#> Ramps: No
#>
#> Outliers
#> Detection span: All
#> Outliers type:
#> - AO, critical value : 0 (Auto)
#> - LS, critical value : 0 (Auto)
#> - TC, critical value : 0 (Auto)
#> TC rate: 0.7 (Auto)
#> Method: ADDONE (Auto)
#>
#> ARIMA
#> SARIMA model: (0,1,1) (0,1,1)
#>
#> SARIMA coefficients:
#> theta(1) btheta(1)
#> 0 0
#>
#> Specification X11
#> Seasonal component: Yes
#> Length of the Henderson filter: 0
#> Seasonal filter: FILTER_MSR
#> Boundaries used for extreme values correction :
#> lower_sigma: 1.5
#> upper_sigma: 2.5
#> Nb of forecasts: -1
#> Nb of backcasts: 0
#> Calendar sigma: NONE
#>
#> Benchmarking
#> Is enabled: No
#>
#> $REG5
#> Specification
#>
#> Series
#> Serie span: All
#> Preliminary Check: Yes
#>
#> Estimate
#> Model span: All
#>
#> Tolerance: 1e-07
#>
#> Transformation
#> Function: AUTO
#> AIC difference: -2
#> Adjust: NONE
#>
#> Regression
#> Calendar regressor: user-defined calendar
#> Test: NO
#>
#> Easter: No
#>
#> Pre-specified outliers: 0
#> Ramps: No
#>
#> Outliers
#> Detection span: All
#> Outliers type:
#> - AO, critical value : 0 (Auto)
#> - LS, critical value : 0 (Auto)
#> - TC, critical value : 0 (Auto)
#> TC rate: 0.7 (Auto)
#> Method: ADDONE (Auto)
#>
#> ARIMA
#> SARIMA model: (0,1,1) (0,1,1)
#>
#> SARIMA coefficients:
#> theta(1) btheta(1)
#> 0 0
#>
#> Specification X11
#> Seasonal component: Yes
#> Length of the Henderson filter: 0
#> Seasonal filter: FILTER_MSR
#> Boundaries used for extreme values correction :
#> lower_sigma: 1.5
#> upper_sigma: 2.5
#> Nb of forecasts: -1
#> Nb of backcasts: 0
#> Calendar sigma: NONE
#>
#> Benchmarking
#> Is enabled: No
#>
#> $REG6
#> Specification
#>
#> Series
#> Serie span: All
#> Preliminary Check: Yes
#>
#> Estimate
#> Model span: All
#>
#> Tolerance: 1e-07
#>
#> Transformation
#> Function: AUTO
#> AIC difference: -2
#> Adjust: NONE
#>
#> Regression
#> Calendar regressor: user-defined calendar
#> Test: NO
#>
#> Easter: No
#>
#> Pre-specified outliers: 0
#> Ramps: No
#>
#> Outliers
#> Detection span: All
#> Outliers type:
#> - AO, critical value : 0 (Auto)
#> - LS, critical value : 0 (Auto)
#> - TC, critical value : 0 (Auto)
#> TC rate: 0.7 (Auto)
#> Method: ADDONE (Auto)
#>
#> ARIMA
#> SARIMA model: (0,1,1) (0,1,1)
#>
#> SARIMA coefficients:
#> theta(1) btheta(1)
#> 0 0
#>
#> Specification X11
#> Seasonal component: Yes
#> Length of the Henderson filter: 0
#> Seasonal filter: FILTER_MSR
#> Boundaries used for extreme values correction :
#> lower_sigma: 1.5
#> upper_sigma: 2.5
#> Nb of forecasts: -1
#> Nb of backcasts: 0
#> Calendar sigma: NONE
#>
#> Benchmarking
#> Is enabled: No
#>
#> $LY
#> Specification
#>
#> Series
#> Serie span: All
#> Preliminary Check: Yes
#>
#> Estimate
#> Model span: All
#>
#> Tolerance: 1e-07
#>
#> Transformation
#> Function: AUTO
#> AIC difference: -2
#> Adjust: NONE
#>
#> Regression
#> Calendar regressor: user-defined calendar
#> Test: NO
#>
#> Easter: No
#>
#> Pre-specified outliers: 0
#> Ramps: No
#>
#> Outliers
#> Detection span: All
#> Outliers type:
#> - AO, critical value : 0 (Auto)
#> - LS, critical value : 0 (Auto)
#> - TC, critical value : 0 (Auto)
#> TC rate: 0.7 (Auto)
#> Method: ADDONE (Auto)
#>
#> ARIMA
#> SARIMA model: (0,1,1) (0,1,1)
#>
#> SARIMA coefficients:
#> theta(1) btheta(1)
#> 0 0
#>
#> Specification X11
#> Seasonal component: Yes
#> Length of the Henderson filter: 0
#> Seasonal filter: FILTER_MSR
#> Boundaries used for extreme values correction :
#> lower_sigma: 1.5
#> upper_sigma: 2.5
#> Nb of forecasts: -1
#> Nb of backcasts: 0
#> Calendar sigma: NONE
#>
#> Benchmarking
#> Is enabled: No
#>
#> $REG1_LY
#> Specification
#>
#> Series
#> Serie span: All
#> Preliminary Check: Yes
#>
#> Estimate
#> Model span: All
#>
#> Tolerance: 1e-07
#>
#> Transformation
#> Function: AUTO
#> AIC difference: -2
#> Adjust: NONE
#>
#> Regression
#> Calendar regressor: user-defined calendar
#> Test: NO
#>
#> Easter: No
#>
#> Pre-specified outliers: 0
#> Ramps: No
#>
#> Outliers
#> Detection span: All
#> Outliers type:
#> - AO, critical value : 0 (Auto)
#> - LS, critical value : 0 (Auto)
#> - TC, critical value : 0 (Auto)
#> TC rate: 0.7 (Auto)
#> Method: ADDONE (Auto)
#>
#> ARIMA
#> SARIMA model: (0,1,1) (0,1,1)
#>
#> SARIMA coefficients:
#> theta(1) btheta(1)
#> 0 0
#>
#> Specification X11
#> Seasonal component: Yes
#> Length of the Henderson filter: 0
#> Seasonal filter: FILTER_MSR
#> Boundaries used for extreme values correction :
#> lower_sigma: 1.5
#> upper_sigma: 2.5
#> Nb of forecasts: -1
#> Nb of backcasts: 0
#> Calendar sigma: NONE
#>
#> Benchmarking
#> Is enabled: No
#>
#> $REG2_LY
#> Specification
#>
#> Series
#> Serie span: All
#> Preliminary Check: Yes
#>
#> Estimate
#> Model span: All
#>
#> Tolerance: 1e-07
#>
#> Transformation
#> Function: AUTO
#> AIC difference: -2
#> Adjust: NONE
#>
#> Regression
#> Calendar regressor: user-defined calendar
#> Test: NO
#>
#> Easter: No
#>
#> Pre-specified outliers: 0
#> Ramps: No
#>
#> Outliers
#> Detection span: All
#> Outliers type:
#> - AO, critical value : 0 (Auto)
#> - LS, critical value : 0 (Auto)
#> - TC, critical value : 0 (Auto)
#> TC rate: 0.7 (Auto)
#> Method: ADDONE (Auto)
#>
#> ARIMA
#> SARIMA model: (0,1,1) (0,1,1)
#>
#> SARIMA coefficients:
#> theta(1) btheta(1)
#> 0 0
#>
#> Specification X11
#> Seasonal component: Yes
#> Length of the Henderson filter: 0
#> Seasonal filter: FILTER_MSR
#> Boundaries used for extreme values correction :
#> lower_sigma: 1.5
#> upper_sigma: 2.5
#> Nb of forecasts: -1
#> Nb of backcasts: 0
#> Calendar sigma: NONE
#>
#> Benchmarking
#> Is enabled: No
#>
#> $REG3_LY
#> Specification
#>
#> Series
#> Serie span: All
#> Preliminary Check: Yes
#>
#> Estimate
#> Model span: All
#>
#> Tolerance: 1e-07
#>
#> Transformation
#> Function: AUTO
#> AIC difference: -2
#> Adjust: NONE
#>
#> Regression
#> Calendar regressor: user-defined calendar
#> Test: NO
#>
#> Easter: No
#>
#> Pre-specified outliers: 0
#> Ramps: No
#>
#> Outliers
#> Detection span: All
#> Outliers type:
#> - AO, critical value : 0 (Auto)
#> - LS, critical value : 0 (Auto)
#> - TC, critical value : 0 (Auto)
#> TC rate: 0.7 (Auto)
#> Method: ADDONE (Auto)
#>
#> ARIMA
#> SARIMA model: (0,1,1) (0,1,1)
#>
#> SARIMA coefficients:
#> theta(1) btheta(1)
#> 0 0
#>
#> Specification X11
#> Seasonal component: Yes
#> Length of the Henderson filter: 0
#> Seasonal filter: FILTER_MSR
#> Boundaries used for extreme values correction :
#> lower_sigma: 1.5
#> upper_sigma: 2.5
#> Nb of forecasts: -1
#> Nb of backcasts: 0
#> Calendar sigma: NONE
#>
#> Benchmarking
#> Is enabled: No
#>
#> $REG5_LY
#> Specification
#>
#> Series
#> Serie span: All
#> Preliminary Check: Yes
#>
#> Estimate
#> Model span: All
#>
#> Tolerance: 1e-07
#>
#> Transformation
#> Function: AUTO
#> AIC difference: -2
#> Adjust: NONE
#>
#> Regression
#> Calendar regressor: user-defined calendar
#> Test: NO
#>
#> Easter: No
#>
#> Pre-specified outliers: 0
#> Ramps: No
#>
#> Outliers
#> Detection span: All
#> Outliers type:
#> - AO, critical value : 0 (Auto)
#> - LS, critical value : 0 (Auto)
#> - TC, critical value : 0 (Auto)
#> TC rate: 0.7 (Auto)
#> Method: ADDONE (Auto)
#>
#> ARIMA
#> SARIMA model: (0,1,1) (0,1,1)
#>
#> SARIMA coefficients:
#> theta(1) btheta(1)
#> 0 0
#>
#> Specification X11
#> Seasonal component: Yes
#> Length of the Henderson filter: 0
#> Seasonal filter: FILTER_MSR
#> Boundaries used for extreme values correction :
#> lower_sigma: 1.5
#> upper_sigma: 2.5
#> Nb of forecasts: -1
#> Nb of backcasts: 0
#> Calendar sigma: NONE
#>
#> Benchmarking
#> Is enabled: No
#>
#> $REG6_LY
#> Specification
#>
#> Series
#> Serie span: All
#> Preliminary Check: Yes
#>
#> Estimate
#> Model span: All
#>
#> Tolerance: 1e-07
#>
#> Transformation
#> Function: AUTO
#> AIC difference: -2
#> Adjust: NONE
#>
#> Regression
#> Calendar regressor: user-defined calendar
#> Test: NO
#>
#> Easter: No
#>
#> Pre-specified outliers: 0
#> Ramps: No
#>
#> Outliers
#> Detection span: All
#> Outliers type:
#> - AO, critical value : 0 (Auto)
#> - LS, critical value : 0 (Auto)
#> - TC, critical value : 0 (Auto)
#> TC rate: 0.7 (Auto)
#> Method: ADDONE (Auto)
#>
#> ARIMA
#> SARIMA model: (0,1,1) (0,1,1)
#>
#> SARIMA coefficients:
#> theta(1) btheta(1)
#> 0 0
#>
#> Specification X11
#> Seasonal component: Yes
#> Length of the Henderson filter: 0
#> Seasonal filter: FILTER_MSR
#> Boundaries used for extreme values correction :
#> lower_sigma: 1.5
#> upper_sigma: 2.5
#> Nb of forecasts: -1
#> Nb of backcasts: 0
#> Calendar sigma: NONE
#>
#> Benchmarking
#> Is enabled: No
#>