Object oriented wrapper around the seasonal adjustment packages in the rjdverse. The package performs time series adjustments with the java library JDemetra+ and focuses on batch processing, hierarchical time series and analytic charts.
The following commands install persephone3 as well as the packages
from the rjdverse that talk with the
java interface.
# install dependencies
remotes::install_github("rjdverse/rjd3toolkit@*release")
remotes::install_github("rjdverse/rjd3x13@*release")
remotes::install_github("rjdverse/rjd3tramoseats@*release")
# install the package from GitHub
remotes::install_github("statistikat/persephone/tree/persephone3")Objects can be constructed with perX13() or perTramo().
Subsequently, the run() method runs the model and output gives
access to the output object from rjd3x13::x13_fast() or
rjd3tramoseats::tramoseats_fast().
library(persephone) #change to persephone3 at some point, still working on some issues
# construct a ts-model object
obj <- perX13(AirPassengers)
# run the model
obj$run()
# access the preprocessing slot of the rjd3 output object
obj$output$preprocessing
#> NULL
# visualize the results
obj$plot() # change to hchart some time
This section still needs an update to persephone3.
More information can be found on the github-pages site for persephone.
- An overview of the package is available in the useR!2019 slides.
- The plotting
vignette
contains examples of interactive plots htat can be created with
persephone. - More information about hierarchical time series can be found in the hierarchical timeseries vignette.