Closed TanguyBarthelemy closed 1 year ago
When I run the function multiAirlineDecomposition, I don't get the name of the different component in the decomposition part:
multiAirlineDecomposition
df_daily <- read.csv2("https://raw.githubusercontent.com/TanguyBarthelemy/Tsace_RJD_Webinar_Dec22/b5fcf6b14ae47393554950547ef4788a0068a0f6/Data/TS_daily_births_franceM_1968_2020.csv") |> dplyr::mutate(log_births = log(births)) frenchCalendar <- rjd3toolkit::national_calendar(days = list( rjd3toolkit::fixed_day(7, 14), # Bastille Day rjd3toolkit::fixed_day(5, 8, validity = list(start = "1982-05-08")), # End of 2nd WW rjd3toolkit::special_day('NEWYEAR'), # Nouvelle année rjd3toolkit::special_day('MAYDAY'), # 1st may rjd3toolkit::special_day('EASTERMONDAY'), # Lundi de Pâques rjd3toolkit::special_day('ASCENSION'), # Jeudi ascension rjd3toolkit::special_day('WHITMONDAY'), # Lundi de Pentecôte rjd3toolkit::special_day('ASSUMPTION'), # Assomption rjd3toolkit::special_day('ALLSAINTSDAY'), # Toussaint rjd3toolkit::special_day('ARMISTICE'), # End of 1st WW rjd3toolkit::special_day('CHRISTMAS')) # Noël ) q <- rjd3toolkit::holidays( calendar = frenchCalendar, "1968-01-01", length = nrow(df_daily), type = "All", nonworking = 7L) pre.mult <- rjd3highfreq::fractionalAirlineEstimation( y = df_daily$log_births, x = q, # q = regs de calendrier periods = 7, ndiff = 2, ar = FALSE, mean = FALSE, outliers = c("ao", "wo"), criticalValue = 0, precision = 1e-9, approximateHessian = TRUE) amb.multi <- multiAirlineDecomposition( y = pre.mult$model$linearized, # input time series periods = c(7, 365.2425), # DOW pattern ar = F, stde = FALSE, # Calculate standard deviations nbcasts = 0, nfcasts = 0) # Numbers of back- and forecasts
> names(amb.multi$decomposition) NULL
> str(amb.multi$decomposition) List of 4 $ : num [1:19359] 7.75 7.75 7.75 7.75 7.75 ... $ : num [1:19359] 0.03299 0.01761 0.01265 0.00499 0.00751 ... $ : num [1:19359] 0.09951 -0.03004 -0.01431 -0.00577 -0.01379 ... $ : num [1:19359] 0.01238 0.0078 0.00394 0.0044 0.0018 ...
Also I don't find this information in the dictionary:
library("rJava") ndiff = 2 ar = FALSE y = pre.mult$model$linearized periods = c(7, 365.2425) stde = FALSE nbcasts = 0 nfcasts = 0 jrslt <- .jcall("jdplus/highfreq/base/r/FractionalAirlineProcessor", "Ljdplus/highfreq/base/core/extendedairline/decomposition/LightExtendedAirlineDecomposition;", "decompose", as.numeric(y), .jarray(periods), as.integer(ndiff), ar, stde, as.integer(nbcasts), as.integer(nfcasts)) rjd3toolkit::.proc_dictionary2(jrslt)
[1] "likelihood.ll" [2] "likelihood.adjustedll" [3] "likelihood.ssqerr" [4] "likelihood.nparams" [5] "likelihood.nobs" [6] "likelihood.neffectiveobs" [7] "likelihood.df" [8] "likelihood.aic" [9] "likelihood.aicc" [10] "likelihood.bic" [11] "likelihood.bicc" [12] "likelihood.bic2" [13] "likelihood.hannanquinn" [14] "ucarima.size" [15] "pcov" [16] "parameters" [17] "score" [18] "y" [19] "t" [20] "s" [21] "i" [22] "sa" [23] "t_stde" [24] "s_stde" [25] "i_stde" [26] "ncmps" [27] "cmp(*)" [28] "cmp_stde(*)"
Thank you!
Finally I think I can close it with the PR #7
When I run the function
multiAirlineDecomposition
, I don't get the name of the different component in the decomposition part:Also I don't find this information in the dictionary:
Thank you!