URL to github repository updated (github.com/jdemetra replaced by github.com/rjdverse).
results of user_defined_variables()
updated.
README correction.
benchmarking option added to x13_spec()
and
tramoseats_spec()
and in output of x13()
and
tramoseats()
.
.jars updated.
possibility to export last msr for monthly data (issue #122).
possibility to export X-11 some components: y_cmp
,
y_cmp_f
, t_cmp
, t_cmp_f
,
sa_cmp
, s_cmp
, s_cmp_f
, and
i_cmp
.
correction when importing models containing ramp regressors when the frequency is not 12 (monthly).
correction of get_jmodel()
with empty
multiprocessings.
proc_data()
update to export more data from Java
object.
seasonality Kurskal-Wallis test corrected (issue #128).
vcov()
correction when matrix NULL and new parameter
component
.
some corrections in print()
methods.
New function get_all_names()
and
get_position()
.
correction of save_workspace()
and
load_workspace()
when using relative path.
update documentation.
removes extra argument print tramo.
SystemRequirements update for CRAN policies.
complete_dictionary.SA()
to avoid warning.Bug with x11 introduced in RJDemetra 0.1.9 (issue #99).
Java 17 compatibility.
Change of javanamespace to avoid name clashes with jd+ 3.0.
easter.enabled
not working since RJDemetra
0.1.9.
Default parameters of the span specification d0
and
d1
as NA for clarity (issue #102).
Easter specification was not working.
Some typos in the documentation.
SystemRequirement update: only Java JRE is needed.
Java version restriction: JDemetra+ and RJDemetra are not compatible with Java 16 and higher. The compatibility with those versions of Java will be possible from next release of JDemetra+.
java_ncore
option added to limit the number of cores
used in Java to two to be sure to respect CRAN policies (to remove the
option, use options(java_ncore = NULL)
). However, it should
not be necessary since RJDemetra shouldn’t use multithread (issue
#89).
Data updated until December 2020.
fixed coefficients with user-defined calendar regressors can now correctly be used (issue #87).
there was a bug in add_sa_item
(more precisely in
complete_dictionary.SA
) when a userdefined variable was
already in the workspace but with a different suffix.
x11.seasonalma
argument wasn’t taken into account
(issue #78).
ipi_c_eu
updated: the previous data were calendar
adjusted data, they are now unadjusted (neither seasonally adjusted nor
calendar adjusted data).
the print result of the combined test was incorrect.
get_jspec
, to get the Java object that
contains the specification, is now exported.summary
functions.jregarima
function is now exported.get_model
.seats.predictionLength
added to
tramoseats_spec
.x11.calendarSigma
and
x11.sigmaVector
added to x13_spec
.ylim
added to plot
functions
(issue #60).logLik
, vcov
,
df.residual
, nobs
, residuals
(linked to issue #56).add_sa_item
now compatible with jSA
object.add_sa_item
,
the external regressors are renamed only if they don’t already exist in
the workspace.tradingdays.option = "UserDefined"
and tradingdays.autoadjust
,
tradingdays.leapyear
or
tradingdays.stocktdtradingdays
are defined in a new
specification (because they are currently ignored). (issue #67)get_model
no longer
produces an error.setOutliers
in
TRAMO-SEATS.save_workspace
now works on Java
9 and higher (jaxb is no longer provided by default since Java 9).jSA
documentation improved.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
.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)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.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.x11.fcast
can now be set to 0 or 1 (issue #42).