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Function to print diagnostics tests on the quality of the pre-processing and the decomposition

Usage

print_diagnostics(
  x,
  format = knitr::opts_knit$get("rmarkdown.pandoc.to"),
  signif.stars = TRUE,
  tests = c("mean", "skewness", "kurtosis", "ljung box",
    "ljung box (residuals at seasonal lags)", "ljung box (squared residuals)",
    "qs test on sa", "qs test on i", "f-test on sa (seasonal dummies)",
    "f-test on i (seasonal dummies)", "Residual seasonality (entire series)",
    "Residual seasonality (last 3 years)", "f-test on sa (td)", "f-test on i (td)"),
  digits = 3,
  decimal.mark = getOption("OutDec"),
  booktabs = TRUE,
  ...
)

Arguments

x

the object to print.

format

output format: "latex" or "html".

signif.stars

logical; if TRUE, p-values are additionally encoded visually as ‘significance stars’ in order to help scanning of long coefficient tables

tests

characters containing the names of the tests to print.

digits

number of digits after the decimal point.

decimal.mark

the character to be used to indicate the numeric decimal point.

booktabs

boolean indicating whether to use or not the booktabs package (when format = "latex").

...

unused arguments.

Examples

ipi <- RJDemetra::ipi_c_eu[, "FR"]

jsa_x13 <- RJDemetra::jx13(ipi)
print_diagnostics(jsa_x13, format = "latex")
#> \begin{table}[H]
#> \centering
#> \caption{Diagnostics tests}
#> \centering
#> \begin{tabular}[t]{l|c|c}
#> \hline
#>   & $\mathbb P (> \lvert t \rvert)$ & \\
#> \hline
#> mean & 0.899 & \\
#> \hline
#> skewness & 0.880 & \\
#> \hline
#> kurtosis & 0.034 & *\\
#> \hline
#> ljung box & 0.000 & ***\\
#> \hline
#> ljung box (residuals at seasonal lags) & 0.212 & \\
#> \hline
#> ljung box (squared residuals) & 0.024 & *\\
#> \hline
#> qs test on sa & 0.985 & \\
#> \hline
#> qs test on i & 0.865 & \\
#> \hline
#> f-test on sa (seasonal dummies) & 0.958 & \\
#> \hline
#> f-test on i (seasonal dummies) & 0.893 & \\
#> \hline
#> Residual seasonality (entire series) & 0.876 & \\
#> \hline
#> Residual seasonality (last 3 years) & 0.906 & \\
#> \hline
#> f-test on sa (td) & 0.987 & \\
#> \hline
#> f-test on i (td) & 0.993 & \\
#> \hline
#> \multicolumn{3}{l}{\rule{0pt}{1em}\textbf{Signif. codes: }0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1}\\
#> \end{tabular}
#> \end{table}

# \donttest{
sa_ts <- RJDemetra::tramoseats(ipi)
print_diagnostics(sa_ts, format = "html")
#> <table class="table" style="margin-left: auto; margin-right: auto;border-bottom: 0;">
#> <caption>Diagnostics tests</caption>
#>  <thead>
#>   <tr>
#>    <th style="text-align:left;">   </th>
#>    <th style="text-align:center;"> P (&gt; | t|) </th>
#>    <th style="text-align:center;">  </th>
#>   </tr>
#>  </thead>
#> <tbody>
#>   <tr>
#>    <td style="text-align:left;"> mean </td>
#>    <td style="text-align:center;"> 0.988 </td>
#>    <td style="text-align:center;">  </td>
#>   </tr>
#>   <tr>
#>    <td style="text-align:left;"> skewness </td>
#>    <td style="text-align:center;"> 0.413 </td>
#>    <td style="text-align:center;">  </td>
#>   </tr>
#>   <tr>
#>    <td style="text-align:left;"> kurtosis </td>
#>    <td style="text-align:center;"> 0.095 </td>
#>    <td style="text-align:center;"> . </td>
#>   </tr>
#>   <tr>
#>    <td style="text-align:left;"> ljung box </td>
#>    <td style="text-align:center;"> 0.010 </td>
#>    <td style="text-align:center;"> ** </td>
#>   </tr>
#>   <tr>
#>    <td style="text-align:left;"> ljung box (residuals at seasonal lags) </td>
#>    <td style="text-align:center;"> 0.192 </td>
#>    <td style="text-align:center;">  </td>
#>   </tr>
#>   <tr>
#>    <td style="text-align:left;"> ljung box (squared residuals) </td>
#>    <td style="text-align:center;"> 0.000 </td>
#>    <td style="text-align:center;"> *** </td>
#>   </tr>
#>   <tr>
#>    <td style="text-align:left;"> qs test on sa </td>
#>    <td style="text-align:center;"> 1.000 </td>
#>    <td style="text-align:center;">  </td>
#>   </tr>
#>   <tr>
#>    <td style="text-align:left;"> qs test on i </td>
#>    <td style="text-align:center;"> 1.000 </td>
#>    <td style="text-align:center;">  </td>
#>   </tr>
#>   <tr>
#>    <td style="text-align:left;"> f-test on sa (seasonal dummies) </td>
#>    <td style="text-align:center;"> 1.000 </td>
#>    <td style="text-align:center;">  </td>
#>   </tr>
#>   <tr>
#>    <td style="text-align:left;"> f-test on i (seasonal dummies) </td>
#>    <td style="text-align:center;"> 1.000 </td>
#>    <td style="text-align:center;">  </td>
#>   </tr>
#>   <tr>
#>    <td style="text-align:left;"> Residual seasonality (entire series) </td>
#>    <td style="text-align:center;"> 1.000 </td>
#>    <td style="text-align:center;">  </td>
#>   </tr>
#>   <tr>
#>    <td style="text-align:left;"> Residual seasonality (last 3 years) </td>
#>    <td style="text-align:center;"> 0.974 </td>
#>    <td style="text-align:center;">  </td>
#>   </tr>
#>   <tr>
#>    <td style="text-align:left;"> f-test on sa (td) </td>
#>    <td style="text-align:center;"> 0.152 </td>
#>    <td style="text-align:center;">  </td>
#>   </tr>
#>   <tr>
#>    <td style="text-align:left;"> f-test on i (td) </td>
#>    <td style="text-align:center;"> 0.224 </td>
#>    <td style="text-align:center;">  </td>
#>   </tr>
#> </tbody>
#> <tfoot><tr><td style="padding: 0; " colspan="100%">
#> <sup></sup> <b>Signif. codes:</b> 0 '\*\*\*' 0.001 '\*\*' 0.01 '\*' 0.05 '.' 0.1 ' ' 1</td></tr></tfoot>
#> </table>
# }