Utility Functions Around 'JDemetra+ 3.0'

R Interface to 'JDemetra+ 3.x' (< https://github.com/jdemetra>) time series analysis software. It provides functions allowing to model time series (create outlier regressors, user-defined calendar regressors, Unobserved Components AutoRegressive Integrated Moving Average (UCARIMA) models...), to test the presence of trading days or seasonal effects and also to set specifications in pre-adjustment and benchmarking when using 'rjd3x13' or 'rjd3tramoseats'.

{rjd3toolkit}

Utility package in JDemetra+ 3.x R ecosystem. Contains functions used in other rjd3 packages and has to be systematically installed before using any other rjd3 package.

Main Functions

customize specifications in {rjd3x13} and {rjd3tramoseats}
generate user-defined regressors for calendar correction
generate auxiliary variables (outliers, ramps..)
run arima model estimations
perform tests (seasonality, normality, independence)
access general functions such as auto-correlations, distributions

Installation

Running rjd3 packages requires Java 21 or higher. How to set up such a configuration in R is explained here

🎉 {rjd3toolkit} is now available on CRAN! 🎉

To install it, you have to launch the following command line:

install.packages("rjd3toolkit")

To get the current development version of {rjd3toolkit} from GitHub with:

# install.packages("remotes")
remotes::install_github("rjdverse/rjd3toolkit")

Package Maintenance and contributing

Any contribution is welcome and should be done through pull requests and/or issues. pull requests should include updated tests and updated documentation. If functionality is changed, docstrings should be added or updated.