search

rjdverse / rjd3tramoseats

R access to Tramo-Seats algorithm in JDemetra+ version 3.x
https://rjdverse.github.io/rjd3tramoseats/
European Union Public License 1.2
4 stars 6 forks source link

Diagnostics-UpAndDownRunsLength and UpAndDownRunsNumber #4

Closed TanguyBarthelemy closed 1 year ago

TanguyBarthelemy commented 1 year ago

Issue from @maria-novas palatej/rjd3tramoseats#1

The tests UpAndDownRunsNumber and UpAndDownRunsLength give the same result.

tsseriesftramo$diagnostics$UpAndDownRunsNumber
Value: 0.3027213
P-Value: 0.7621
tsseriesftramo$diagnostics$UpAndDownRunsLength
Value: 0.3027213
P-Value: 0.7621

Thanks in advance, María

AQLT commented 1 year ago

It seems solved:

library(rjd3tramoseats)
mod <- fast_tramo(rjd3toolkit::ABS$X0.2.09.10.M)
mod$diagnostics$nudruns
#> Value:  -0.9758629 
#> P-Value:  0.3291
mod$diagnostics$ludruns
#> Value:  3.723298 
#> P-Value:  1.0000
TanguyBarthelemy commented 1 year ago

Thank you Alain !