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Step2_Bereinigung_AV_JB.R
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# ~~~~~~~~~~~~~~~~~~~~~~~~~~
#
# Saisonbereigigung Arbeitsvolumen Jobs
#
# ~~~~~~~~~~~~~~~~~~~~~~~~~~
# av muss geladen sein
# SAL -------------------
av_JB_SAL <- perHts(
# Hier wurden AT6 plus Easter identifiziert (Grenzwert)
# 1
SALxJBxW2xA = perTramo(av[, "SALxJBxW2xA"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "AO",
"AO", "AO"),
usrdef.outliersDate = c("2007-01-01", "2008-01-01",
"2008-10-01", "2020-04-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 1, arima.d = 0, arima.q = 0,
arima.bp = 1, arima.bd = 1, arima.bq = 0, arima.mu = FALSE),
# ====================================================================================
# 2
SALxJBxW2xBTE = perTramo(av[, "SALxJBxW2xBTE"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("TC", "LS"),
usrdef.outliersDate = c("2013-01-01","2020-04-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
#tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 1, arima.d = 1, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# ====================================================================================
# 3
SALxJBxW2xC = perTramo(av[, "SALxJBxW2xC"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "LS",
"TC", "LS"),
usrdef.outliersDate = c("2002-01-01", "2009-07-01",
"2013-01-01", "2020-04-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
#tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 1, arima.d = 1, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# ====================================================================================
# 4
SALxJBxW2xF = perTramo(av[, "SALxJBxW2xF"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "None",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "AO",
"AO", "TC",
"TC", "AO"),
usrdef.outliersDate = c("1996-01-01", "2005-01-01",
"2006-01-01", "2008-01-01",
"2013-01-01", "2020-04-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 1, arima.d = 0, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 0, arima.mu = FALSE),
# ====================================================================================
# 5
SALxJBxW2xGTI = perTramo(av[, "SALxJBxW2xGTI"] , template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "LS",
"AO", "AO",
"AO", "AO"),
usrdef.outliersDate = c("2020-01-01", "2020-04-01",
"2020-04-01", "2020-10-01",
"2021-01-01", "2021-04-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# ====================================================================================
# 6
SALxJBxW2xJ = perTramo(av[, "SALxJBxW2xJ"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "None",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "TC"),
usrdef.outliersDate = c("2009-01-01", "2000-10-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# =====================================================================================
# 7
SALxJBxW2xL = perTramo(av[, "SALxJBxW2xL"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "AO",
"AO", "AO",
"AO", "AO"),
usrdef.outliersDate = c("2009-01-01", "2012-01-01",
"2012-04-01", "2012-10-01",
"2013-01-01", "2014-10-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE, ######
arima.p = 1, arima.d = 0, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# =====================================================================================
# 8
SALxJBxW2xM_N = perTramo(av[, "SALxJBxW2xM_N"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "LS",
"LS", "AO"),
usrdef.outliersDate = c("1998-07-01", "2009-04-01",
"2020-04-01", "2020-04-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 1, arima.d = 1, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# =====================================================================================
# 9
SALxJBxW2xOTQ = perTramo(av[, "SALxJBxW2xOTQ"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("TC", "LS",
"AO"),
usrdef.outliersDate = c("2002-01-01", "2009-10-01",
"2013-01-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# =====================================================================================
# 10
SALxJBxW2xRTU = perTramo(av[, "SALxJBxW2xRTU"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "LS",
"AO", "LS",
"AO", "AO"),
usrdef.outliersDate = c("1999-10-01", "2020-01-01",
"2020-04-01", "2020-04-01",
"2021-01-01", "2021-04-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE)
# =====================================================================================
)
av_JB_SAL$run()
av_Ka = perTramo(window(av[, "SALxJBxW2xK"], end = c(2003,4)), template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
# usrdef.outliersEnabled = FALSE,
# usrdef.outliersType = NA,
# usrdef.outliersDate = NA,
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE, ######
arima.p = 2, arima.d = 0, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 0, arima.mu = FALSE)
av_Kb = perTramo(window(av[, "SALxJBxW2xK"], start = c(2003,1)), template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "AO",
"LS"),
usrdef.outliersDate = c("2014-01-01", "2014-10-01",
"2023-01-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE, ######
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE)
av_Ka$run()
av_Kb$run()
av_Ka_sa <- av_Ka$output$final$series[, "sa"]
av_Kb_sa <- av_Kb$output$final$series[, "sa"]
av_Ka_t <- av_Ka$output$final$series[, "t"]
av_Kb_t <- av_Kb$output$final$series[, "t"]
ta <- time(av_Ka_sa)
tb <- time(av_Kb_sa)
ii <- which(!is.na(match(ta, tb)))
av_Ka_sa <- av_Ka_sa * mean(av_Kb_sa[1:4])/
mean(av_Ka_sa[ii])
av_Ka_t <- av_Ka_t * mean(av_Kb_t[1:4])/
mean(av_Ka_t[ii])
av_Kb_sa <- window(av_Kb_sa, start = c(2004, 1))
av_Kb_t <- window(av_Kb_t, start = c(2004, 1))
#-------------------------------------------------
av_K_sa <- ts_bind(av_Ka_sa, av_Kb_sa)
av_K_t <- ts_bind(av_Ka_t, av_Kb_t)
av_K <- cbind(y = av[, "SALxJBxW2xK"],
sa = av_K_sa,
t = av_K_t,
s = av[, "SALxJBxW2xK"]/av_K_sa,
i = av_K_sa/av_K_t)
#-------------------------------------------------------------------------------
output_jb_sal <- lapply(av_JB_SAL$components, function(x){
x$output$final$series
})
output_jb_sal$SALxJBxW2xK <- av_K
# Verteilung Jobs SELF -------------------
av_JB_SELF <- perHts(
# Hier wurden AT6 plus Easter identifiziert (Grenzwert)
# 1
SELFxJBxW2xA = perTramo(av[, "SELFxJBxW2xA"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
# usrdef.outliersEnabled = FALSE,
# usrdef.outliersType = NA,
# usrdef.outliersDate = NA,
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 3, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 0, arima.bq = 1, arima.mu = TRUE),
# ====================================================================================
# 2
SELFxJBxW2xBTE = perTramo(av[, "SELFxJBxW2xBTE"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "LS",
"LS", "LS"),
usrdef.outliersDate = c("1996-01-01", "1998-10-01",
"2008-01-01", "2009-01-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 0, arima.q = 0,
arima.bp = 1, arima.bd = 0, arima.bq = 0, arima.mu = TRUE),
# ====================================================================================
# 3
SELFxJBxW2xC = perTramo(av[, "SELFxJBxW2xC"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "LS"),
usrdef.outliersDate = c("1996-01-01", "2008-01-01"),
# Trading Days ---------------------------------------------------------
usrdef.varEnabled = TRUE,
usrdef.var = td7, usrdef.varType = "Calendar",
tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 1, arima.d = 0, arima.q = 0,
arima.bp = 1, arima.bd = 0, arima.bq = 0, arima.mu = TRUE),
# ====================================================================================
# 4
SELFxJBxW2xF = perTramo(av[, "SELFxJBxW2xF"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "None",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("TC", "LS"),
usrdef.outliersDate = c("1996-01-01", "2003-04-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# ====================================================================================
# 5
SELFxJBxW2xGTI = perTramo(av[, "SELFxJBxW2xGTI"] , template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "None",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "LS"),
usrdef.outliersDate = c("1996-01-01", "2021-04-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 1, arima.d = 0, arima.q = 0,
arima.bp = 1, arima.bd = 0, arima.bq = 0, arima.mu = TRUE),
# ====================================================================================
# 6
SELFxJBxW2xJ = perTramo(av[, "SELFxJBxW2xJ"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "None",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS","LS"),
usrdef.outliersDate = c("2001-01-01","2007-01-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# =====================================================================================
# 7
SELFxJBxW2xK = perTramo(av[, "SELFxJBxW2xK"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS"),
usrdef.outliersDate = c("1995-10-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 1, arima.d = 0, arima.q = 0,
arima.bp = 1, arima.bd = 0, arima.bq = 0, arima.mu = TRUE),
# =====================================================================================
# 8
SELFxJBxW2xL = perTramo(av[, "SELFxJBxW2xL"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "None",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "LS",
"TC"),
usrdef.outliersDate = c("2003-01-01", "2005-01-01",
"2007-07-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = TRUE,
# usrdef.var = td7, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# tradingdays.test = "Joint_F",
# # Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE, ######
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# =====================================================================================
# 9
SELFxJBxW2xM_N = perTramo(av[, "SELFxJBxW2xM_N"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "None",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("TC"),
usrdef.outliersDate = c("1995-10-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# =====================================================================================
# 10
# av_OTQ = perTramo(av[, "SELFxJBxW2xOTQ"], template = "RSA3",
# # Transformation -------------------------------------------------------
# transform.function = "Log",
# # Outliers -------------------------------------------------------------
# outlier.enabled = FALSE,
# usrdef.outliersEnabled = TRUE,
# usrdef.outliersType = c("LS", "TC",
# "AO", "AO"),
# usrdef.outliersDate = c("1996-01-01", "2008-10-01",
# "2009-01-01", "2020-04-01"),
# # Trading Days ---------------------------------------------------------
# # usrdef.varEnabled = FALSE,
# # usrdef.var = NA, usrdef.varType = "Calendar",
# # tradingdays.option = "UserDefined",
# # Easter ---------------------------------------------------------------
# # easter.type = NA, easter.duration = 6,
# # Arima-Model ----------------------------------------------------------
# automdl.enabled = FALSE,
# arima.p = 1, arima.d = 0, arima.q = 1,
# arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = TRUE),
# =====================================================================================
# 11
SELFxJBxW2xRTU = perTramo(av[, "SELFxJBxW2xRTU"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "AO",
"AO"),
usrdef.outliersDate = c("2012-01-01", "2012-10-01",
"2020-04-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE)
# =====================================================================================
)
av_JB_SELF$run()
# gtrennt:
av_OTQa = perTramo(window(av[, "SELFxJBxW2xOTQ"], end = c(2011,4)), template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "LS",
"TC", "AO",
"AO", "AO"),
usrdef.outliersDate = c("1996-01-01", "2008-10-01",
"2008-01-01", "2009-01-01",
"2009-04-01", "2009-10-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE, ######
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = TRUE)
av_OTQb = perTramo(window(av[, "SELFxJBxW2xOTQ"], start = c(2011,1)), template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO","AO"),
usrdef.outliersDate = c("2020-04-01","2023-01-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE, ######
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE)
av_OTQa$run()
av_OTQb$run()
av_OTQa_sa <- av_OTQa$output$final$series[, "sa"]
av_OTQb_sa <- av_OTQb$output$final$series[, "sa"]
av_OTQa_t <- av_OTQa$output$final$series[, "t"]
av_OTQb_t <- av_OTQb$output$final$series[, "t"]
ta <- time(av_OTQa_sa)
tb <- time(av_OTQb_sa)
ii <- which(!is.na(match(ta, tb)))
av_OTQa_sa <- av_OTQa_sa * mean(av_OTQb_sa[1:4])/
mean(av_OTQa_sa[ii])
av_OTQa_t <- av_OTQa_t * mean(av_OTQb_t[1:4])/
mean(av_OTQa_t[ii])
av_OTQb_sa <- window(av_OTQb_sa, start = c(2011, 1))
av_OTQb_t <- window(av_OTQb_t, start = c(2011, 1))
#-------------------------------------------------
av_OTQ_sa <- ts_bind(av_OTQa_sa, av_OTQb_sa)
av_OTQ_t <- ts_bind(av_OTQa_t, av_OTQb_t)
av_OTQ <- cbind(y = av[, "SELFxJBxW2xOTQ"],
sa = av_OTQ_sa,
t = av_OTQ_t,
s = av[, "SELFxJBxW2xOTQ"]/av_OTQ_sa,
i = av_OTQ_sa/av_OTQ_t)
output_jb_self <- lapply(av_JB_SELF$components, function(x){
x$output$final$series
})
output_jb_self$SELFxJBxW2xOTQ <- av_OTQ