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Print the pre-processing model

Source: R/print_preprocessing.R
print_preprocessing.Rd

Function to print the pre-processing model

Usage

print_preprocessing(
  x,
  format = knitr::opts_knit$get("rmarkdown.pandoc.to"),
  signif.stars = TRUE,
  digits = 3,
  decimal.mark = getOption("OutDec"),
  booktabs = TRUE,
  summary = TRUE,
  likelihood = TRUE,
  arima = TRUE,
  regression = 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

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").

summary

boolean indicating whether to use or not the summary section.

likelihood

boolean indicating whether to use or not the likelihood section.

arima

boolean indicating whether to use or not the arima section.

regression

boolean indicating whether to use or not the regression section.

...

unused.

Examples

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

sa_x13 <- RJDemetra::jx13(ipi)
print_preprocessing(sa_x13, format = "latex")
#> \underline{\textbf{Pre-processing (RegArima)}}
#> 
#> \underline{\textbf{Summary}}
#> 
#> 
#> 
#> 372 observations
#> 
#> Trading days effect (7 variables)
#> 
#> Easter [1] detected
#> 
#> 4 detected outliers
#> 
#> \underline{\textbf{Likelihood statistics}}
#> 
#> Number of effective observations = 359
#> 
#> Number of estimated parameters = 17
#> 
#> Loglikelihood = -799.084, AICc = 1633.964, BICc = 1.855
#> 
#> Standard error of the regression (ML estimate) = 2.218
#> 
#> \underline{\textbf{ARIMA model}}
#> 
#> \begin{table}[H]
#> \centering
#> \caption{ARIMA coefficients}
#> \centering
#> \begin{tabular}[t]{lccccc}
#> \toprule
#>   & Coefficients & Std. Error & T-stat & $\mathbb P (> \lvert t \rvert)$ & \\
#> \midrule
#> Phi(1) & 0.000 & 0.108 & 0.003 & 0.998 & \\
#> Phi(2) & 0.169 & 0.074 & 2.278 & 0.023 & *\\
#> Theta(1) & -0.549 & 0.102 & -5.396 & 0.000 & ***\\
#> BTheta(1) & -0.666 & 0.042 & -15.775 & 0.000 & ***\\
#> \bottomrule
#> \multicolumn{6}{l}{\rule{0pt}{1em}\textbf{Signif. codes: }0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1}\\
#> \multicolumn{6}{l}{\rule{0pt}{1em}ARIMA (2,1,1)(0,1,1)}\\
#> \end{tabular}
#> \end{table}
#> 
#> \underline{\textbf{Regression model}}
#> 
#> \begin{table}[H]
#> \centering
#> \caption{Regression coefficientss}
#> \centering
#> \begin{tabular}[t]{lccccc}
#> \toprule
#>   & Coefficients & Std. Error & T-stat & $\mathbb P (> \lvert t \rvert)$ & \\
#> \midrule
#> Monday & 0.559 & 0.228 & 2.453 & 0.015 & *\\
#> Tuesday & 0.882 & 0.228 & 3.864 & 0.000 & ***\\
#> Wednesday & 1.040 & 0.229 & 4.535 & 0.000 & ***\\
#> Thursday & 0.049 & 0.229 & 0.215 & 0.830 & \\
#> Friday & 0.911 & 0.230 & 3.964 & 0.000 & ***\\
#> \addlinespace
#> Saturday & -1.578 & 0.228 & -6.927 & 0.000 & ***\\
#> Leap year & 2.154 & 0.705 & 3.054 & 0.002 & **\\
#> Easter [1] & -2.380 & 0.454 & -5.242 & 0.000 & ***\\
#> TC (4-2020) & -35.592 & 2.173 & -16.377 & 0.000 & ***\\
#> AO (3-2020) & -20.890 & 2.180 & -9.582 & 0.000 & ***\\
#> \addlinespace
#> AO (5-2011) & 13.499 & 1.857 & 7.269 & 0.000 & ***\\
#> LS (11-2008) & -12.549 & 1.636 & -7.673 & 0.000 & ***\\
#> \bottomrule
#> \multicolumn{6}{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_preprocessing(sa_ts, format = "html")
#> <u><b>Pre-processing (Tramo)</b> </u>
#> 
#> <u><b>Summary</b></u>
#> 
#> 
#> 
#> 372 observations
#> 
#> Trading days effect (2 variables)
#> 
#> Easter [6] detected
#> 
#> 4 detected outliers
#> 
#> <u><b>Likelihood statistics</b></u>
#> 
#> Number of effective observations = 359
#> 
#> Number of estimated parameters = 11
#> 
#> Loglikelihood = -816.075, AICc = 1654.912, BICc = 1.852
#> 
#> Standard error of the regression (ML estimate) = 2.326
#> 
#> <u><b>ARIMA model</b></u>
#> 
#> <table class="table" style="margin-left: auto; margin-right: auto;border-bottom: 0;">
#> <caption>ARIMA coefficients</caption>
#>  <thead>
#>   <tr>
#>    <th style="text-align:left;">   </th>
#>    <th style="text-align:center;"> Coefficients </th>
#>    <th style="text-align:center;"> Std. Error </th>
#>    <th style="text-align:center;"> T-stat </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;"> Phi(1) </td>
#>    <td style="text-align:center;"> 0.403 </td>
#>    <td style="text-align:center;"> 0.051 </td>
#>    <td style="text-align:center;"> 7.845 </td>
#>    <td style="text-align:center;"> 0.000 </td>
#>    <td style="text-align:center;"> *** </td>
#>   </tr>
#>   <tr>
#>    <td style="text-align:left;"> Phi(2) </td>
#>    <td style="text-align:center;"> 0.288 </td>
#>    <td style="text-align:center;"> 0.051 </td>
#>    <td style="text-align:center;"> 5.616 </td>
#>    <td style="text-align:center;"> 0.000 </td>
#>    <td style="text-align:center;"> *** </td>
#>   </tr>
#>   <tr>
#>    <td style="text-align:left;"> BTheta(1) </td>
#>    <td style="text-align:center;"> -0.664 </td>
#>    <td style="text-align:center;"> 0.042 </td>
#>    <td style="text-align:center;"> -15.865 </td>
#>    <td style="text-align:center;"> 0.000 </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>
#> <tr><td style="padding: 0; " colspan="100%">
#> <sup></sup> ARIMA (2,1,0)(0,1,1)</td></tr>
#> </tfoot>
#> </table>
#> 
#> <u><b>Regression model</b></u>
#> 
#> <table class="table" style="margin-left: auto; margin-right: auto;border-bottom: 0;">
#> <caption>Regression coefficients</caption>
#>  <thead>
#>   <tr>
#>    <th style="text-align:left;">   </th>
#>    <th style="text-align:center;"> Coefficients </th>
#>    <th style="text-align:center;"> Std. Error </th>
#>    <th style="text-align:center;"> T-stat </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;"> Week days </td>
#>    <td style="text-align:center;"> 0.699 </td>
#>    <td style="text-align:center;"> 0.032 </td>
#>    <td style="text-align:center;"> 22.016 </td>
#>    <td style="text-align:center;"> 0.000 </td>
#>    <td style="text-align:center;"> *** </td>
#>   </tr>
#>   <tr>
#>    <td style="text-align:left;"> Leap year </td>
#>    <td style="text-align:center;"> 2.323 </td>
#>    <td style="text-align:center;"> 0.690 </td>
#>    <td style="text-align:center;"> 3.367 </td>
#>    <td style="text-align:center;"> 0.001 </td>
#>    <td style="text-align:center;"> *** </td>
#>   </tr>
#>   <tr>
#>    <td style="text-align:left;"> Easter [6] </td>
#>    <td style="text-align:center;"> -2.515 </td>
#>    <td style="text-align:center;"> 0.436 </td>
#>    <td style="text-align:center;"> -5.773 </td>
#>    <td style="text-align:center;"> 0.000 </td>
#>    <td style="text-align:center;"> *** </td>
#>   </tr>
#>   <tr>
#>    <td style="text-align:left;"> AO (5-2011) </td>
#>    <td style="text-align:center;"> 13.468 </td>
#>    <td style="text-align:center;"> 1.787 </td>
#>    <td style="text-align:center;"> 7.535 </td>
#>    <td style="text-align:center;"> 0.000 </td>
#>    <td style="text-align:center;"> *** </td>
#>   </tr>
#>   <tr>
#>    <td style="text-align:left;"> TC (4-2020) </td>
#>    <td style="text-align:center;"> -22.213 </td>
#>    <td style="text-align:center;"> 2.205 </td>
#>    <td style="text-align:center;"> -10.072 </td>
#>    <td style="text-align:center;"> 0.000 </td>
#>    <td style="text-align:center;"> *** </td>
#>   </tr>
#>   <tr>
#>    <td style="text-align:left;"> TC (3-2020) </td>
#>    <td style="text-align:center;"> -21.039 </td>
#>    <td style="text-align:center;"> 2.217 </td>
#>    <td style="text-align:center;"> -9.492 </td>
#>    <td style="text-align:center;"> 0.000 </td>
#>    <td style="text-align:center;"> *** </td>
#>   </tr>
#>   <tr>
#>    <td style="text-align:left;"> AO (5-2000) </td>
#>    <td style="text-align:center;"> 6.739 </td>
#>    <td style="text-align:center;"> 1.794 </td>
#>    <td style="text-align:center;"> 3.757 </td>
#>    <td style="text-align:center;"> 0.000 </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>
#> 
# }