ARIMA model — geom_arima • ggdemetra3

Function to add directly to the plot the ARIMA model used in the pre-adjustment process of the seasonal adjustment.

geom_arima(
  mapping = NULL,
  data = NULL,
  stat = "arima",
  geom = c("text", "label"),
  position = "identity",
  ...,
  method = c("x13", "tramoseats"),
  spec = NULL,
  frequency = NULL,
  message = TRUE,
  x_arima = NULL,
  y_arima = NULL,
  show.legend = NA,
  inherit.aes = TRUE
)

Arguments

mapping: Set of aesthetic mappings created by aes() or aes_(). If specified and inherit.aes = TRUE (the default), it is combined with the default mapping at the top level of the plot. You must supply mapping if there is no plot mapping.
data: A data.frame that contains the data used for the seasonal adjustment.
stat: The statistical transformation to use on the data for this layer, as a string.
geom: character. The geometric to use to display the data: GeomText (geom = "text", the default, see geom_text()) or GeomLabel (geom = "label", see geom_label()).
position: Position adjustment, either as a string, or the result of a call to a position adjustment function.
...: Other arguments passed on to layer(). These are often aesthetics, used to set an aesthetic to a fixed value, like colour = "red" or size = 3.
method: the method used for the seasonal adjustment. "x13" (by default) for the X-13ARIMA method and "tramoseats" for TRAMO-SEATS.
spec: the specification used for the seasonal adjustment. See rjd3x13::x13() or rjd3tramoseats::tramoseats().
frequency: the frequency of the time series. By default (frequency = NULL), the frequency is computed automatically.
message: a boolean indicating if a message is printed with the frequency used.
x_arima, y_arima: position of the text of the ARIMA model. By default, the first position of the data is used.
show.legend: logical. Should this layer be included in the legends? NA, the default, includes if any aesthetics are mapped. FALSE never includes, and TRUE always includes. It can also be a named logical vector to finely select the aesthetics to display.
inherit.aes: If FALSE, overrides the default aesthetics, rather than combining with them.

Details

With the parameter geom = "text", the ARIMA model used in the pre-adjustment process of the seasonal adjustment are directly added to the plot. With geom = "label" a rectangle is drawn behind the ARIMA model, making it easier to read.

Examples

p_sa_ipi_fr <- ggplot(data = ipi_c_eu_df, mapping = aes(x = date, y = FR)) +
    geom_line() +
    labs(title = "Seasonal adjustment of the French industrial production index",
         x = "time", y = NULL) +
    geom_sa(color = "red", message = FALSE)
         
# To add the ARIMA model
p_sa_ipi_fr + 
    geom_arima(geom = "label",
               x_arima = - Inf, y_arima = -Inf, 
               vjust = -1, hjust = -0.1,
               message = FALSE)