Open TanguyBarthelemy opened 3 months ago
In the display of the output af a SA with x13, the model span and estimation span don't appear:
x13
library("rjd3toolkit") #> #> Attachement du package : 'rjd3toolkit' #> Les objets suivants sont masqués depuis 'package:stats': #> #> aggregate, mad library("rjd3x13") #> #> Attachement du package : 'rjd3x13' #> L'objet suivant est masqué depuis 'package:grDevices': #> #> x11 mod <- x13(ABS[, 3]) print(mod) #> RegARIMA #> Log-transformation: yes #> SARIMA model: (3,1,1) (0,1,1) #> #> Coefficients #> Estimate Std. Error T-stat #> phi(1) -0.36579 0.07374 -4.961 #> phi(2) -0.11396 0.06195 -1.840 #> phi(3) -0.26970 0.05678 -4.750 #> theta(1) -0.92388 0.05327 -17.342 #> btheta(1) -0.69382 0.05180 -13.394 #> #> Regression model: #> Estimate Std. Error T-stat #> td 0.0034283 0.0005041 6.801 #> easter -0.0136280 0.0066640 -2.045 #> AO (2000-06-01) 0.2250122 0.0296301 7.594 #> AO (2000-09-01) 0.1232007 0.0296147 4.160 #> Number of observations: 425 #> Number of effective observations: 412 #> Number of parameters: 10 #> #> Loglikelihood: 786.2704 #> Adjusted loglikelihood: -1885.207 #> #> Standard error of the regression (ML estimate): 0.03550679 #> AIC: 3790.413 #> AICC: 3790.962 #> BIC: 3830.624 #> #> #> Decomposition #> Monitoring and Quality Assessment Statistics: #> M stats #> m1 0.080 #> m2 0.082 #> m3 0.830 #> m4 0.179 #> m5 0.718 #> m6 0.208 #> m7 0.073 #> m8 0.231 #> m9 0.070 #> m10 0.173 #> m11 0.153 #> q 0.261 #> qm2 0.284 #> #> Final filters: #> Seasonal filter: 3 #> Trend filter: 13 terms Henderson moving average #> #> Diagnostics #> Relative contribution of the components to the stationary #> portion of the variance in the original series, #> after the removal of the long term trend (in %) #> #> Component #> cycle 19.660 #> seasonal 78.752 #> irregular 0.816 #> calendar 0.438 #> others 0.591 #> total 100.258 #> #> Residual seasonality tests #> P.value #> seas.ftest.i 0.488 #> seas.ftest.sa 0.958 #> seas.qstest.i 0.738 #> seas.qstest.sa 0.830 #> td.ftest.i 0.000 #> td.ftest.sa 0.000 #> #> #> Final #> Last values #> series sa trend seas irr #> Sep 2016 1281.7 1335.749 1337.840 0.9595368 0.9984371 #> Oct 2016 1304.3 1323.841 1337.171 0.9852393 0.9900313 #> Nov 2016 1389.7 1351.855 1336.507 1.0279950 1.0114835 #> Dec 2016 2130.4 1408.129 1335.224 1.5129298 1.0546009 #> Jan 2017 1271.0 1337.911 1333.138 0.9499887 1.0035802 #> Feb 2017 999.0 1320.817 1330.946 0.7563501 0.9923897 #> Mar 2017 1227.2 1319.485 1330.223 0.9300595 0.9919276 #> Apr 2017 1309.3 1346.500 1332.816 0.9723732 1.0102669 #> May 2017 1378.0 1325.802 1338.865 1.0393706 0.9902434 #> Jun 2017 1369.7 1353.234 1347.379 1.0121678 1.0043459 #> Jul 2017 1286.3 1362.595 1356.630 0.9440078 1.0043967 #> Aug 2017 1233.2 1359.070 1365.506 0.9073850 0.9952870
Created on 2024-04-04 with reprex v2.1.0
related to rjdverse/rjd3tramoseats#36
In the display of the output af a SA with
x13
, the model span and estimation span don't appear:Created on 2024-04-04 with reprex v2.1.0