x12 {x12} | R Documentation |
A wrapper function for the x12 binaries. It creates an specification file for an R timeseries and runs X12, afterwards the output is read into R.
x12(tso, period=frequency(tso), decimals=2, transform="auto", arima=NULL, sarima=NULL, automdl=FALSE, maxorder=c(3,3), maxdiff=c(1,1), regvariables=NULL, reguser=NULL, regfile=NULL, regfilestart=NULL, regfileformat=NULL, tblnames=NULL, Rtblnames=NULL, addLines=NULL, x12path=NULL, x13path=NULL, use="x12", seats=FALSE, seatsparameter=NULL, sigmalim=c(1.5,2.5), outlier=NULL, outlier_span=NULL, file=paste(getwd(),"/Rout",sep=""), forecast_years=NULL, estimate=NULL,slidingspans=NULL,aictest=NULL,onlytd=FALSE)
tso |
Timeseries |
period |
Frequency of the Timeseries |
decimals |
Number of decimal places of the data |
transform |
Transform parameter for x12 ("auto","log","none") |
arima |
Vector of length 3, defining the arima parameters |
sarima |
Vector of length 3, defining the sarima parameters |
automdl |
TRUE/FALSE for activating auto modelling |
maxorder |
maximum order for automdl |
maxdiff |
maximum diff. order for automdl |
regvariables |
Character or character vector representing the names of the reg. variables |
reguser |
Character defining the user parameter in the regression argument |
regfile |
Path to the regfile |
regfilestart |
Start of the variable in the regfile |
regfileformat |
Format of the regfile |
tblnames |
character vector of additional tables to be read into R |
Rtblnames |
character vector naming the additional tables |
addLines |
character vector defining additional lines for the spc file |
x12path |
Path to the x12 binaries, for example d:\x12a\x12a.exe |
x13path |
Path to the x13 binaries, for example d:\x13\x13.exe |
use |
"x12" or "x13", at the moment only "x12" is tested properly |
seats |
TRUE/FALSE fir activating SEATS, at the moment SEATS is not properly implemented |
seatsparameter |
string defining the seats parameter |
sigmalim |
vector of length 2, defining the limits for sigma in the x11 methodology |
outlier |
character vector defining the methods used for outlier detections ("AO","LS","TC") |
outlier_span |
vector of length 2, defining the span for outlier detection |
file |
path to the output directory and filename, default is the working directory and Rout.* |
forecast_years |
Number of years to forecast |
estimate |
if not NULL, the term "estimate" will be added to the spc file |
slidingspans |
if not NULL, slidingspans will be enabled |
aictest |
character vector defining for which regression variables an AIC test is performed |
onlytd |
if TRUE, x11 will only be used to estimate trend and to adjust according to trading days |
Generates a x12 specification file, runs x12 and reads the output files.
Only working on Windows and with installed x12 binaries.
Alexander Kowarik, Statistics Austria, January 2009
http://www.census.gov/srd/www/x12a/
### Examples