x12 {x12}R Documentation

Run x12 on a R TS-object

Description

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.

Usage

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)

Arguments

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

Details

Generates a x12 specification file, runs x12 and reads the output files.

Note

Only working on Windows and with installed x12 binaries.

Author(s)

Alexander Kowarik, Statistics Austria, January 2009

Source

http://www.census.gov/srd/www/x12a/

See Also

ts, forecast X12GUI

Examples

### Examples

[Package x12 version 0.0-6 Index]