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Utility Package for R access to JDemetra+ 3.x algorithms

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rjd3toolkit

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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 rjdtramoseats

  • generate user-defined regressors for calendar correction

  • generate auxiliary variables (outliers, ramps..)

  • run arima model estimations

  • perform tests (seasonality, normality, white noise)

  • access general functions such as auto-correlations, distributions

Installation

Running rjd3 packages requires Java 17 or higher. How to set up such a configuration in R is explained here

Latest release

To get the current stable version (from the latest release):

  • From GitHub:
# install.packages("remotes")
remotes::install_github("rjdverse/rjd3toolkit@*release")
install.packages("rjd3toolkit", repos = c("https://rjdverse.r-universe.dev", "https://cloud.r-project.org"))

Development version

You can install the 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.

Licensing

The code of this project is licensed under the European Union Public Licence (EUPL).

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Utility Package for R access to JDemetra+ 3.x algorithms

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