Forecasting

[GiuliaGuazzieri]

Hi! In our statistical institute here in South Tyrol we are trying to use Jdemetra also to make forecasts. This function is not very well documented. Would you perhaps have some more info for us to use this function and understand how it works?
Thank you!

[annasmyk]

Hi,

which function are you trying to use exactly ? what for ?
I'll give a you a more specific documentation by the end of the week
Anna

[annasmyk]

You can try the following code using rjd3x13::regarima (or in a similar way rjd3tramoseats::tramo())

library(rjd3toolkit)
library(rjd3x13)
y <- rjd3toolkit::ABS$X0.2.09.10.M
end(y)

forecast series has to be defined in the user defined output , check the list of names

userdefined_variables_x13(x = "RegArima")

you want y_f(): forecast raw series with horizon in the (), (1) = 1 month (positive integers), (-1) = one year (negative integers), default = one year

regarima_y <- rjd3x13::regarima(y, spec = "RG3", userdefined = "y_f(6)")

if needed, check the default specs on function's help page

retrieve forecasts

y_f<- regarima_y$user_defined
y_f