TRAMO model, pre-adjustment in TRAMO-SEATS

allows to model the series with a Reg-Arima model, estimate outlier, calendar or other regression effects and produce forecasts

Usage

tramo(
  ts,
  spec = c("trfull", "tr0", "tr1", "tr2", "tr3", "tr4", "tr5"),
  context = NULL,
  userdefined = NULL
)

tramo_fast(
  ts,
  spec = c("trfull", "tr0", "tr1", "tr2", "tr3", "tr4", "tr5"),
  context = NULL,
  userdefined = NULL
)

Arguments

ts

a univariate time series.

spec

the model specification. Can be either the name of a predefined specification or a user-defined specification.

context

the dictionary of variables.

userdefined

a vector containing the additional output variables (see tramoseats_dictionary()).

Value

the tramo() function returns a list with the results ("JD3_tramo_rslts" object), the estimation specification and the result specification, while tramo_fast() is a faster function that only returns the results.

Examples

if (FALSE) { # current_java_version >= minimal_java_version
library("rjd3toolkit")

y <- rjd3toolkit::ABS$X0.2.09.10.M
sp <- tramo_spec("trfull")
sp <- add_outlier(sp,
    type = c("AO"), c("2015-01-01", "2010-01-01")
)
# \donttest{
tramo_fast(y, spec = sp)
# }
sp <- set_transform(
    set_tradingdays(
        set_easter(sp, enabled = FALSE),
        option = "workingdays"
    ),
    fun = "None"
)
# \donttest{
tramo_fast(y, spec = sp)
# }
sp <- set_outlier(sp, outliers.type = c("AO"))

# \donttest{
tramo_fast(y, spec = sp)
# }
}