rjdverse / rjd3x13

R access to X13-Arima algorithm in JDemetra+ version 3.x
https://rjdverse.github.io/rjd3x13/
European Union Public License 1.2
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Adding span in `print.JD3_X13_OUTPUT` #45

Open TanguyBarthelemy opened 3 months ago

TanguyBarthelemy commented 3 months ago

In the display of the output af a SA with x13, the model span and estimation span don't appear:

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

TanguyBarthelemy commented 2 months ago

related to rjdverse/rjd3tramoseats#36