The package relies on the R package RJDemetra and provides additional functionality used in the production of statistics at Statistics Norway.
Installation
Since pickmdl depends on RJDemetra, refer to the installation instructions on its GitHub page and note the availability of the installation manual.
Usual installation from GitHub:
# install.packages("devtools")
devtools::install_github("statisticsnorway/pickmdl")If you know that the dependencies listed under Imports and Depends in the DESCRIPTION file are already installed, an alternative is:
devtools::install_github("statisticsnorway/pickmdl", dependencies = FALSE)Functionality
PICKMDL specification
The x13 function in RJDemetra can be run as usual (automdl) or with a PICKMDL specification.
- PICKMDL is an X-12-ARIMA procedure not yet available in RJDemetra.
- See https://github.com/jdemetra/jdemetra-app/issues/504
Partial concurrent adjustment
The package has also possibilities for partial concurrent adjustment.
- The ARIMA model, outliers and filters can be identified at a certain date and then held fixed (with a new outlier-span).
Multiple series specifications
Specifications for multiple series can be managed through parameter settings in a table.
- The table may, for example, be stored as a CSV file.
- See the function
x13_text_frame().
The corona period
Handling the corona period according to Statistics Norway’s recommendation can be done easily.
- By specifying the parameter
corona_outliersasTRUEor"SSB".
Norwegian calendar regressors
A function for constructing user-defined calendar regressors is included.
- See the function
konstruksjon().
Detailed documentation
More detailed documentation can be found at the reference site for pickmdl