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nbbrd / jdemetra-R

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Defining a new specification #3

Open KeMilin opened 7 years ago

KeMilin commented 7 years ago

Hello.

I have a question :

I succeed in generating new specifications which overwrite some of the options of a pre-specified specification.

For example, I have no problem to constraint a log-transformation on data :

spec_multi = spec_create() spec_str(spec_multi,"regarima.transform.function","Log")

But to modify options linked to dates, I have some difficulties. More precisely: I have a time serie, which start in 01-01-1998 and end to 01-01-2017, and I would like to limit the estimate model span from 01-01-2009 to 01-01-2017. I haved tested a lot of way, without any success.

I will be grateful for any help,

Kévin

(Excellent plug-in by the way !)

pmbyron commented 5 years ago

I have exactly the same question - Kévin did you manage to work out how to do this?

(I've been using these scripts instead of the newer RJDemetra package as the package doesn't include the moving trading day, whereas these scripts do allow the moving trading day to be accessed.)

Thanks, Peter.

KeMilin commented 5 years ago

Hi Peter.

Unfortunately, I didn’t find any solution. I have just separated the time serie which need the special treatment. Then, I have created a simple link between original JDemetra+ and R. It’s not a smart solution but it works (because I only have a single special time serie).

If you succeed in finding some solution, I will take it with pleasure !

Kévin

palatej commented 5 years ago

I just added a new function (spec_span) to deal with that problem. See the code for more details. See also jd_testsa for an example (with tramo)

pmbyron commented 5 years ago

Thanks Jean, that's wonderful, it worked well for me. (Apologies for taking a little while to reply, I was away from my desk for a few days.)