R Tools for Jdemetra+ - Seasonal adjustment made easier

A. Smyk and A. Tchang
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A. Smyk: Insee
A. Tchang: Insee

Documents de Travail de l'Insee - INSEE Working Papers from Institut National de la Statistique et des Etudes Economiques

Abstract: The RJDemetra package is an interface between R and JDemetra+, the Eurostat recommended seasonal adjustment software. It offers full access to the JD+ algorithms. Several add-in packages expand its features: rjdworkspace, rjdqa, rjdmarkdown and ggdemetra. This paper aims at describing and illustrating the functionalities of those recently developed packages, when used stand-alone or in conjunction with the JDemetra+ graphical interface. It also presents an older staple tool for production: the cruncher package jwsacruncher. Eventually, we show how to take advantage of the complementary assets of these tools, according to the user s needs, be they mass production or detailed analysis.

Keywords: Time Series; R; Seasonal Adjustment; JDemetra+; RJDemetra; Quality Assessment (search for similar items in EconPapers)
JEL-codes: C01 C22 (search for similar items in EconPapers)
Date: 2021
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https://www.insee.fr/fr/statistiques/fichier/versi ... ols_for_JDemetra.pdf Document de travail "M thodologie Statistique" de la DMCSI num ro M2021/01 (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:nse:doctra:m2021-01

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