Convert 'rjd3' Objects to 'RJDemetra' (v2) Format

Converts seasonal adjustment models, outputs, or specifications from the modern 'rjd3' ecosystem ('JDemetra+' v3) back to legacy 'RJDemetra' ('JDemetra+' v2) objects for backward compatibility and legacy reporting workflows.

Usage

as_rjd2(x, ...)

# S3 method for class 'JD3_TRAMOSEATS_SPEC'
as_rjd2(x, context = NULL, ...)

# S3 method for class 'JD3_TRAMO_SPEC'
as_rjd2(x, context = NULL, ...)

# S3 method for class 'JD3_TRAMOSEATS_OUTPUT'
as_rjd2(
  x,
  context = NULL,
  specification = c("estimation_spec", "result_spec"),
  ...
)

# S3 method for class 'JD3_TRAMO_OUTPUT'
as_rjd2(
  x,
  context = NULL,
  specification = c("estimation_spec", "result_spec"),
  y = NULL,
  ...
)

# S3 method for class 'JD3_X13_SPEC'
as_rjd2(x, context = NULL, ...)

# S3 method for class 'JD3_REGARIMA_SPEC'
as_rjd2(x, context = NULL, ...)

# S3 method for class 'JD3_X11_SPEC'
as_rjd2(x, context = NULL, ...)

# S3 method for class 'JD3_X13_OUTPUT'
as_rjd2(
  x,
  context = NULL,
  specification = c("estimation_spec", "result_spec"),
  ...
)

# S3 method for class 'JD3_REGARIMA_OUTPUT'
as_rjd2(
  x,
  context = NULL,
  specification = c("estimation_spec", "result_spec"),
  y = NULL,
  ...
)

Arguments

x

An object from the 'rjd3' ecosystem (e.g., from packages rjd3x13 or rjd3tramoseats).

...

Additional arguments passed to specific methods.

context

Optional rjd3toolkit::modelling_context() containing user-defined variables.

specification

The specification of the seasonal adjustment model to use for the conversion. Can be "estimation_spec" (the default, specification used to estimate the model), or "result_spec" (the specification used to produce the final results).

y

Input time series data. Needed for as_rjd2.JD3_REGARIMA_OUTPUT() and as_rjd2.JD3_TRAMO_OUTPUT(). If not provided, the default year will by default be equal to 1.

Value

An equivalent object compatible with the 'RJDemetra' package (v2 structure).

Details

The parameters ub1 and ub2 are not translated since it seems to have a different convention between versions.

Examples

spec_v3 <- rjd3x13::x13_spec()
spec_v2 <- as_rjd2(spec_v3)


# Specify the modelling context with user-defined variables
y <- rjd3toolkit::ABS$X0.2.09.10.M
regs_td <- rjd3toolkit::td(
  s = y,
  groups = c(1, 2, 0, 4, 5, 6, 3),
  contrasts = TRUE
)
colnames(regs_td) <- c("Monday", "Tuesday", "Wednesday", "Thursday", "Friday", "Saturday")
context <- rjd3toolkit::modelling_context(variables = list(regs_td))
spec_v3 <- rjd3tramoseats::tramoseats_spec() |>
  rjd3toolkit::set_tradingdays(
    option = "UserDefined",
    uservariable = c("r.Monday", "r.Tuesday", "r.Wednesday",
                     "r.Thursday", "r.Friday", "r.Saturday"),
    test = "None"
  )
spec_v2 <- as_rjd2(spec_v3, context = context)
#> Warning: With tradingdays.option = "UserDefined", the parameters tradingdays.leapyear and tradingdays.stocktd are ignored.
# \donttest{
# For preprocessing models (RegARIMA or TRAMO),
# the input time series `y` should be provided
# to avoid defaulting the start date of the time series to year 1
model_v3 <- rjd3tramoseats::tramo(y)
as_rjd2(model_v3)
#> y = regression model + arima (0, 1, 2, 0, 1, 1)
#> Log-transformation: yes
#> Coefficients:
#>           Estimate Std. Error
#> Theta(1)   -1.1304      0.047
#> Theta(2)    0.3088      0.047
#> BTheta(1)  -0.6523      0.037
#> 
#>             Estimate Std. Error
#> Mean      -3.044e-05          0
#> Week days -6.643e-04          0
#> 
#> 
#> Residual standard error: 0.00614 on 406 degrees of freedom
#> Log likelihood =  1510, aic = -1410 aicc = -1409, bic(corrected for length) = -10.11
#> 
as_rjd2(model_v3, y = y)
#> y = regression model + arima (0, 1, 1, 0, 1, 1)
#> Log-transformation: yes
#> Coefficients:
#>           Estimate Std. Error
#> Theta(1)   -0.8278      0.028
#> BTheta(1)  -0.4255      0.045
#> 
#>               Estimate Std. Error
#> Monday      -0.0109445      0.003
#> Tuesday      0.0048940      0.004
#> Wednesday    0.0001761      0.003
#> Thursday     0.0132928      0.004
#> Friday      -0.0024801      0.004
#> Saturday     0.0153509      0.004
#> Leap year    0.0410667      0.010
#> Easter [6]   0.0503888      0.007
#> AO (7-2000) -0.1972355      0.030
#> AO (6-2000)  0.1681679      0.030
#> 
#> 
#> Residual standard error: 0.03616 on 399 degrees of freedom
#> Log likelihood = 781.4, aic =  4199 aicc =  4199, bic(corrected for length) = -6.464
#> 
# }