rjdqa

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")