rjdverse is an organization dedicated to creating R packages giving access to JDemetra+ algorithms.
JDemetra+ is a versatile time series analysis software, whose core routines are written in Java and also accessible via a Graphical User Interface (GUI).
Installation procedure and basic examples are given in the readme file of each package. Their documentation is available via GitHub pages.
Running rjd3 packages requires Java 17 or higher. How to set up such a configuration in R is explained here
Below is the list of R packages available from this page (relying on JDemetra+ core Java libraries) and links to add-on packages:
Interface to JDemetra+ v2.x
- RJDemetra (Seasonal adjustment with X-13 and Tramo-Seats)
Additional R tools for JDemetra+ v2.x: rjwsacruncher, JDCruncherR, rjdworkspace, ggdemetra, rjdqa, rjdmarkdown
Interfaces to JDemetra+ v3.x
General purpose tools
-
rjd3toolkit (Base layer for all other packages, tests, generating regressors)
-
rjd3sts (State Space Framework)
Seasonal adjustment
-
rjd3x13 (Reg-Arima + X11 decomposition)
-
rjd3tramoseats (Tramo + SEATS decomposition)
-
rjd3stl (Loess based regression decomposition)
-
rjd3highfreq (Extended airline model + extended AMB decomposition)
-
rjd3x11plus (Extended X11)
Benchmarking, Temporal disaggregation, Revision analysis and Nowcasting
-
rjd3bench (Benchmarking and Temporal disaggregation)
-
rjd3revisions (Revision analysis)
-
rjd3nowcasting (Nowcasting)
Filtering and Trend-cycle Extraction
Tools related to JDemetra+ Graphical User Interface
-
rjd3providers (Wrangling input data for the Graphical User Interface)
-
rjd3workspace (Wrangling workspaces for the Graphical User Interface)
Additional R tools for JDemetra+ v3.x: rjwsacruncher, ggdemetra3
flowchart TB
subgraph rjd3toolkit_depends ["All packages depend on rjd3toolkit"]
direction TB
subgraph rjd3_other[" "]
rjd3bench
rjd3revisions
rjd3nowcasting
end
subgraph rjd3x13_tramo[" "]
rjd3x13
rjd3tramoseats
end
rjd3providers --> rjd3workspace
rjd3x13_tramo --> rjd3workspace
rjd3x13_tramo --> ggdemetra3
rjd3highfreq --> ggdemetra3
rjd3x11plus --> ggdemetra3
rjd3filters --> ggdemetra3
rjd3filters --> rjd3x11plus
rjd3sts --> rjd3highfreq
rjd3highfreq --> rjd3stl
end
rjd3toolkit --> rjd3toolkit_depends
click rjd3toolkit "https://github.com/rjdverse/rjd3toolkit" _blank
click rjd3nowcasting "https://github.com/rjdverse/rjd3nowcasting" _blank
click rjd3stl "https://github.com/rjdverse/rjd3stl" _blank
click rjd3highfreq "https://github.com/rjdverse/rjd3highfreq" _blank
click rjd3sts "https://github.com/rjdverse/rjd3sts" _blank
click rjd3x11plus "https://github.com/rjdverse/rjd3x11plus" _blank
click rjd3filters "https://github.com/rjdverse/rjd3filters" _blank
click rjd3providers "https://github.com/rjdverse/rjd3providers" _blank
click rjd3workspace "https://github.com/rjdverse/rjd3workspace" _blank
click rjd3x13 "https://github.com/rjdverse/rjd3x13" _blank
click rjd3tramoseats "https://github.com/rjdverse/rjd3tramoseats" _blank
click rjd3bench "https://github.com/rjdverse/rjd3bench" _blank
click rjd3revisions "https://github.com/rjdverse/rjd3revisions" _blank
click ggdemetra3 "https://github.com/AQLT/ggdemetra3" _blank
