rjd3toolkit: Utility Functions Around 'JDemetra+ 3.0'

2026 Dataset Open access

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Authors: Jean Palate, Alain Quartier-la-Tente, Tanguy Barthelemy, Anna Smyk
DOI: 10.32614/cran.package.rjd3toolkit
Cited by: 0

Abstract

R Interface to 'JDemetra+ 3.x' () time series analysis software. It provides functions allowing to model time series (create outlier regressors, user-defined calendar regressors, Unobserved Components AutoRegressive Integrated Moving Average (UCARIMA) models...), to test the presence of trading days or seasonal effects and also to set specifications in pre-adjustment and benchmarking when using 'rjd3x13' or 'rjd3tramoseats'.

Fields of Study & Subjects

Data Analysis with R Forecasting Techniques and Applications Time Series Analysis and Forecasting

Publication details

Publication date
13 January 2026
Document type
Dataset