mjdemetra

Version 1.0.1 (340 KB) von David
Matlab function to perform seasonal adjustment with JDemetra+
5.0
(2)
177 Downloads
Aktualisiert 6. Jun 2019
Lizenz auf GitHub anzeigen

MJDemetra is a Matlab interface to JDemetra+, the seasonal adjustment software officially recommended to the members of the European Statistical System (ESS) and the European System of Central Banks. JDemetra+ implements the two leading seasonal adjustment methods TRAMO/SEATS+ and X-12ARIMA/X-13ARIMA-SEATS.
Besides seasonal adjustment, JDemetra+ bundles other time series models that are useful in the production or analysis of economic statistics, including for instance outlier detection, nowcasting, temporal disaggregation or benchmarking.
For more details on the JDemetra+ software see https://github.com/jdemetra/jdemetra-app.

MJDemetra offers access to some of the the seasonal adjustment options and outputs of JDemetra+. Feel free to modify this function for your own purposes. Note that the algorithms of JDemetra+ can be easily called in Matlab

Zitieren als

de Antonio Liedo (2019). mjdemetra (https://www.github.com/Liedo/mjdemetra), GitHub. Retrieved June 4, 2019.

Kompatibilität der MATLAB-Version
Erstellt mit R2019a
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux
Kategorien
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Versionen, die den GitHub-Standardzweig verwenden, können nicht heruntergeladen werden

Version Veröffentlicht Versionshinweise
1.0.1

The mjdemetra function can be used in many different ways. By default, the method 'TramoSeats' is used (with specification'RSAfull') unless otherwise stated. Also a graph is plotted by default, displaying the seasonally adjusted data

1.0.0

Um Probleme in diesem GitHub Add-On anzuzeigen oder zu melden, besuchen Sie das GitHub Repository.
Um Probleme in diesem GitHub Add-On anzuzeigen oder zu melden, besuchen Sie das GitHub Repository.