rjdverse / rjd3tramoseats

R access to Tramo-Seats algorithm in JDemetra+ version 3.x
https://rjdverse.github.io/rjd3tramoseats/
European Union Public License 1.2
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`rjd3tramoseats::tramoseats_dictionary()` and `rjd3toolkit::dictionary()` #21

Open AQLT opened 10 months ago

AQLT commented 10 months ago

The values of rjd3tramoseats::tramoseats_dictionary() and rjd3toolkit::dictionary() are different. Shouldn't be the same?

mod_dic <- rjd3toolkit::dictionary(rjd3tramoseats::jtramoseats(rjd3toolkit::ABS$X0.2.09.10.M))
setdiff(mod_dic, rjd3tramoseats::tramoseats_dictionary())
#>   [1] "decomposition.initialmodel.p"        
#>   [2] "decomposition.initialmodel.d"        
#>   [3] "decomposition.initialmodel.q"        
#>   [4] "decomposition.initialmodel.bp"       
#>   [5] "decomposition.initialmodel.bd"       
#>   [6] "decomposition.initialmodel.bq"       
#>   [7] "decomposition.initialmodel.phi(*)"   
#>   [8] "decomposition.initialmodel.bphi(*)"  
#>   [9] "decomposition.initialmodel.theta(*)" 
#>  [10] "decomposition.initialmodel.btheta(*)"
#>  [11] "decomposition.initialmodel.spectrum" 
#>  [12] "decomposition.initialmodel.ac"       
#>  [13] "decomposition.finalmodel.p"          
#>  [14] "decomposition.finalmodel.d"          
#>  [15] "decomposition.finalmodel.q"          
#>  [16] "decomposition.finalmodel.bp"         
#>  [17] "decomposition.finalmodel.bd"         
#>  [18] "decomposition.finalmodel.bq"         
#>  [19] "decomposition.finalmodel.phi(*)"     
#>  [20] "decomposition.finalmodel.bphi(*)"    
#>  [21] "decomposition.finalmodel.theta(*)"   
#>  [22] "decomposition.finalmodel.btheta(*)"  
#>  [23] "decomposition.finalmodel.spectrum"   
#>  [24] "decomposition.finalmodel.ac"         
#>  [25] "decomposition.y_cmp_ef"              
#>  [26] "decomposition.y_cmp_eb"              
#>  [27] "decomposition.t_cmp_f"               
#>  [28] "decomposition.t_cmp_ef"              
#>  [29] "decomposition.t_cmp_b"               
#>  [30] "decomposition.t_cmp_eb"              
#>  [31] "decomposition.sa_cmp_f"              
#>  [32] "decomposition.sa_cmp_ef"             
#>  [33] "decomposition.sa_cmp_b"              
#>  [34] "decomposition.sa_cmp_eb"             
#>  [35] "decomposition.s_cmp_f"               
#>  [36] "decomposition.s_cmp_ef"              
#>  [37] "decomposition.s_cmp_b"               
#>  [38] "decomposition.s_cmp_eb"              
#>  [39] "decomposition.i_cmp_f"               
#>  [40] "decomposition.i_cmp_ef"              
#>  [41] "decomposition.i_cmp_b"               
#>  [42] "decomposition.i_cmp_eb"              
#>  [43] "regression.description"              
#>  [44] "regression.type"                     
#>  [45] "ycal_f(?)"                           
#>  [46] "regression.out(*)"                   
#>  [47] "diagnostics.fcast-insample-mean"     
#>  [48] "diagnostics.fcast-outsample-mean"    
#>  [49] "diagnostics.fcast-outsample-variance"
#>  [50] "variancedecomposition.cycle"         
#>  [51] "variancedecomposition.seasonality"   
#>  [52] "variancedecomposition.irregular"     
#>  [53] "variancedecomposition.tdh"           
#>  [54] "variancedecomposition.others"        
#>  [55] "variancedecomposition.total"         
#>  [56] "seats.parameters_cutoff"             
#>  [57] "seats.model_changed"                 
#>  [58] "seats.seasonality"                   
#>  [59] "seats.ar_root(*)"                    
#>  [60] "seats.ma_root(*)"                    
#>  [61] "seats.tvar-estimator"                
#>  [62] "seats.tvar-estimate"                 
#>  [63] "seats.tvar-pvalue"                   
#>  [64] "seats.savar-estimator"               
#>  [65] "seats.savar-estimate"                
#>  [66] "seats.savar-pvalue"                  
#>  [67] "seats.svar-estimator"                
#>  [68] "seats.svar-estimate"                 
#>  [69] "seats.svar-pvalue"                   
#>  [70] "seats.ivar-estimator"                
#>  [71] "seats.ivar-estimate"                 
#>  [72] "seats.ivar-pvalue"                   
#>  [73] "seats.tscorr-estimator"              
#>  [74] "seats.tscorr-estimate"               
#>  [75] "seats.tscorr-pvalue"                 
#>  [76] "seats.ticorr-estimator"              
#>  [77] "seats.ticorr-estimate"               
#>  [78] "seats.ticorr-pvalue"                 
#>  [79] "seats.sicorr-estimator"              
#>  [80] "seats.sicorr-estimate"               
#>  [81] "seats.sicorr-pvalue"                 
#>  [82] "benchmarking.original"               
#>  [83] "benchmarking.target"                 
#>  [84] "benchmarking.result"                 
#>  [85] "y_b"                                 
#>  [86] "y_f"                                 
#>  [87] "cal_b"                               
#>  [88] "cal_f"                               
#>  [89] "t_ef"                                
#>  [90] "t_b"                                 
#>  [91] "t_eb"                                
#>  [92] "sa_ef"                               
#>  [93] "sa_b"                                
#>  [94] "sa_eb"                               
#>  [95] "s_ef"                                
#>  [96] "s_b"                                 
#>  [97] "s_eb"                                
#>  [98] "i_ef"                                
#>  [99] "i_b"                                 
#> [100] "i_eb"
setdiff(rjd3tramoseats::tramoseats_dictionary(), mod_dic)
#> [1] "regression.td-derived"          "regression.td-ftest"           
#> [3] "regression.details.description" "regression.details.type"       
#> [5] "reg"                            "reg_f(?)"                      
#> [7] "reg_b(?)"