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 (> | 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>
# }