rjdverse / rjd3highfreq

R access to high-frequency data algorithms in JDemetra+ version 3.x
https://rjdverse.github.io/rjd3highfreq/
European Union Public License 1.2
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Remove parameter mean in fractionalAirlineEstimation #25

Closed ChristianeHofer closed 6 months ago

ChristianeHofer commented 6 months ago

@palatej said that mean=true shouldn't be used. Mean correction in a model containing high-differencing (>= 2) is really a bad idea: it generates forecasts that grow/decline extremely quickly (trend constant corresponding to a polynomial of degree >=2). In any case, if you have multiple periodicities, it should be disabled.