search

christophsax / seasonal

R interface to X-13ARIMA-SEATS
www.seasonal.website
120 stars 27 forks source link

Where can I find the variable descriptions for the variables in the udg file? #316

Open AMPlummer opened 8 months ago

AMPlummer commented 8 months ago

The seasonal package has the function, udg, which allows access to the udg file created after seasonally adjusting the time series. However, where can I find the definitions for these variable names, such as, for instance, f2.fsd8 and f3.m07 (I am assuming these are the f test for stable seasonality and the M7, respectively)?

christophsax commented 8 months ago

It's a good question. Searching the X-13 manual would be my initial response, but there appears to be no good overview. Perhaps @jlivsey has an idea?

christophsax commented 7 months ago

@jlivsey, If we find a comprehensive resource for this and include it in seasonal, the examples in the course will be so much nicer.

jlivsey commented 7 months ago

Demetra Lytras documented many of the udg codes for a class we taught.

A link to the html file is here: UDG codes for WinX13 Diagnostic Tables.html

The class material is https://github.com/jlivsey/CR-SAclass

AMPlummer commented 7 months ago

Thank you. This is very helpful.

christophsax commented 3 months ago

@andreranza any chance we could systematically extract the names from Demetra's materials? We could then use it in an improved udg("sspans", name = TRUE) or something similar.