rjd3sts - State Space Framework and Structural Time Series with 'JDemetra+ 3.x'
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It offers access to several functions on state space models and structural time series.
Last updated 4 months ago
6.87 score 2 stars 4 packages 32 scripts
rjd3highfreq - Seasonal Adjustment of High Frequency Data with 'JDemetra+ 3.x'
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It provides functions for seasonal adjustment of high-frequency data displaying multiple, non integer periodicities. Pre-adjustment with extended airline model and Arima Model Based decomposition.
Last updated 4 months ago
5.31 score 2 stars 3 packages 34 scriptsrjd3stl - R Interface to 'JDemetra+ 3.x' time series analysis software.
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It provides functions allowing to decompose a time series, including high-frequency data with multiple periodicities.
Last updated 4 months ago
3.52 score 1 stars 1 scripts