rjdqa v0.1.0

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Quality Assessment for Seasonal Adjustment

Add-in to the 'RJDemetra' package on seasonal adjustments. It allows to produce quality assessments outputs (dashboards, quality report matrix, etc.).

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rjdqa

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Overview

rjdqa is an extension of the R package RJDemetra, which is an interface to JDemetra+, the seasonal adjustment software officially recommended to the members of the ESS and the European System of Central Banks. The rjdqa package provides help to the quality assessment by producing:

  • A dashboard of a seasonal adjustment model. Its goal is to provide a simple snapshot of an single seasonal adjustment model at a point in time and to point out some possible problems.
  • A quality report matrix (in a future release). Its goal is to help the analyst during production, when there is very few time to detect and fix potential problems, by highlighting problematic series and prioritising the list of series to be checked.

Installation

rjdqa relies on RJDemetra that requires Java SE 8 or later version.

You can install rjdqa from github with:

# install.packages("devtools")
devtools::install_github("AQLT/rjdqa", args = "--no-multiarch")

Usage

Create a dashboard

library(RJDemetra)
library(rjdqa)
sa_model <- x13(ipi_c_eu[, "FR"], "RSA5c")
sa_model_tramoseats <- tramoseats(ipi_c_eu[,"FR"])
dashboard_data <- sa_dashboard(sa_model)
plot(dashboard_data, main = "My first seasonal adjustment dashboard",
     subtitle = "SA with X13")

Functions in rjdqa

Name Description
plot.sa_dashboard Plot a seasonal adjustment dashboard
sa_dashboard Compute data for a seasonal adjustment dashboard
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Details

Type Package
License EUPL
Encoding UTF-8
URL https://github.com/AQLT/rjdqa
LazyData true
RoxygenNote 6.1.1
NeedsCompilation no
Packaged 2019-06-16 08:36:41 UTC; alainquartierlatente
Repository CRAN
Date/Publication 2019-06-17 16:30:03 UTC

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