x12 (version 0.2-0)

x12: Run x12 on a R TS-object

Description

A wrapper function for the x12 binaries. It creates an specification file for an R timeseries and runs X12, afterwards the output is read into R.

Usage

x12(tso, period=frequency(tso), decimals=2, transform="auto", arima=NULL, sarima=NULL, automdl=FALSE,
         maxorder=c(3,3), maxdiff=c(1,1), regvariables=NULL, reguser=NULL, regfile=NULL, regfilestart=NULL,
         regfileformat=NULL, tblnames=NULL, Rtblnames=NULL, addLines=NULL, x12path=NULL,
         x13path=NULL, use="x12", seats=FALSE, seatsparameter=NULL, sigmalim=c(1.5,2.5),
         outlier=NULL, outlier_span=NULL, file=paste(getwd(),"/Rout",sep=""), forecast_years=NULL,
         estimate=NULL,slidingspans=NULL,aictest=NULL,onlytd=FALSE)

Arguments

tso

Timeseries

period

Frequency of the Timeseries

decimals

Number of decimal places of the data

transform

Transform parameter for x12 ("auto","log","none")

arima

Vector of length 3, defining the arima parameters

sarima

Vector of length 3, defining the sarima parameters

automdl

TRUE/FALSE for activating auto modelling

maxorder

maximum order for automdl

maxdiff

maximum diff. order for automdl

regvariables

Character or character vector representing the names of the reg. variables

reguser

Character defining the user parameter in the regression argument

regfile

Path to the regfile

regfilestart

Start of the variable in the regfile

regfileformat

Format of the regfile

tblnames

character vector of additional tables to be read into R

Rtblnames

character vector naming the additional tables

addLines

character vector defining additional lines for the spc file

x12path

Path to the x12 binaries, for example d:\x12a\x12a.exe

x13path

Path to the x13 binaries, for example d:\x13\x13.exe

use

"x12" or "x13", at the moment only "x12" is tested properly

seats

TRUE/FALSE fir activating SEATS, at the moment SEATS is not properly implemented

seatsparameter

string defining the seats parameter

sigmalim

vector of length 2, defining the limits for sigma in the x11 methodology

outlier

character vector defining the methods used for outlier detections ("AO","LS","TC")

outlier_span

vector of length 2, defining the span for outlier detection

file

path to the output directory and filename, default is the working directory and Rout.*

forecast_years

Number of years to forecast

estimate

if not NULL, the term "estimate" will be added to the spc file

slidingspans

if not NULL, slidingspans will be enabled

aictest

character vector defining for which regression variables an AIC test is performed

onlytd

if TRUE, x11 will only be used to estimate trend and to adjust according to trading days

source

http://www.census.gov/srd/www/x12a/

Details

Generates a x12 specification file, runs x12 and reads the output files.

See Also

ts, forecast X12GUI

Examples

### Examples