Seasonal Adjustment of High Frequency Data with 'JDemetra+ 3.x'


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Documentation for package ‘rjd3highfreq’ version 3.0.1

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check_java_version Check whether the installed Java version is supported
extreme_values_correction 'X11' Extreme Values Corrector
find_outliers Outlier Detection for Extended Airline Models
fractional_airline_decomposition Perform an Arima Model Based (AMB) decomposition
fractional_airline_estimation Linearize a time series using a fractional airline model
henderson Apply Henderson linear filter
ic_ratio Compute IC-Ratio
istl Iterative multiple seasonal decomposition using ISTL
loess Fit a LOESS smoother
loglevel Log-Level test for Extended Airline Models
mstl Simultaneous, multiple seasonal decomposition using MSTL
multi_airline_decomposition Perform an Arima Model Based (AMB) decomposition with multiple periodicities
stlplus Seasonal decomposition using STL+
x11plus Modified X-11 seasonal adjustment