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Step2_Bereinigung_AV_PS.R
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# ~~~~~~~~~~~~~~~~~~~~~~~~~~
#
# Saisonbereigigung Arbeitsvolumen Personen
#
# ~~~~~~~~~~~~~~~~~~~~~~~~~~
# av muss geladen sein
# SAL -------------------
avxPSxSAL <- perHts(
# Hier wurden AT6 plus Easter identifiziert (Grenzwert)
# 1
SALxPSxW2xA = perTramo(av[, "SALxPSxW2xA"], 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 = 0, arima.bd = 1, arima.bq = 0, arima.mu = TRUE),
# ====================================================================================
# 2
SALxPSxW2xBTE = perTramo(av[, "SALxPSxW2xBTE"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "LS",
"LS", "LS",
"LS"),
usrdef.outliersDate = c("2020-04-01","2013-01-01",
"2009-04-01","2009-07-01",
"1996-01-01"),
# 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),
# ====================================================================================
# 3
SALxPSxW2xC = perTramo(av[, "SALxPSxW2xC"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "LS",
"LS", "LS",
"LS", "LS",
"LS", "LS"),
usrdef.outliersDate = c("1996-01-01", "2002-01-01",
"2004-01-01", "2007-01-01",
"2009-04-01", "2009-07-01",
"2008-10-01", "2020-04-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# 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 = 0, arima.mu = FALSE),
# ====================================================================================
# 4
SALxPSxW2xF = perTramo(av[, "SALxPSxW2xF"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "None",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "AO",
"TC", "AO",
"LS"),
usrdef.outliersDate = c("2005-01-01","2006-01-01",
"2008-01-01","2020-04-01",
"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 = 1, arima.d = 0, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 0, arima.mu = FALSE),
# ====================================================================================
# 5
SALxPSxW2xGTI = perTramo(av[, "SALxPSxW2xGTI"] ,template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO","AO","LS","TC","LS","AO","LS","AO","LS","LS"),
usrdef.outliersDate = c("2020-04-01", "2021-01-01",
"2021-07-01", "2020-10-01",
"2020-01-01", "2012-10-01",
"2022-04-01", "1996-10-01",
"1999-01-01", "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 = 1, arima.d = 1, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# ====================================================================================
# 6
SALxPSxW2xJ = perTramo(av[, "SALxPSxW2xJ"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "LS"),
usrdef.outliersDate = c("2006-10-01", "2000-01-01"),
# 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),
# =====================================================================================
# 7
SALxPSxW2xK = perTramo(av[, "SALxPSxW2xK"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "LS"),
usrdef.outliersDate = c("2015-01-01","2012-10-01"),
# 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 = 1, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# =====================================================================================
# 8
SALxPSxW2xL = perTramo(av[, "SALxPSxW2xL"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("TC","TC",
"AO","TC"),
usrdef.outliersDate = c("2013-01-01","2012-01-01",
"2014-10-01","2021-01-01"),
# 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),
# =====================================================================================
# 9
SALxPSxW2xM_N = perTramo(av[, "SALxPSxW2xM_N"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "LS",
"LS", "AO",
"LS"),
usrdef.outliersDate = c("2009-01-01", "2009-04-01",
"2020-04-01", "2020-04-01",
"2022-01-01"),
# 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),
# =====================================================================================
# 10
SALxPSxW2xOTQ = perTramo(av[, "SALxPSxW2xOTQ"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO","AO",
"AO"),
usrdef.outliersDate = c("2021-01-01","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 = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# =====================================================================================
# 11
SALxPSxW2xRTU = perTramo(av[, "SALxPSxW2xRTU"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "LS",
"AO", "AO",
"AO"),
usrdef.outliersDate = c("2004-01-01", "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 = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
SALxPSxW0x_T = perTramo(av[, "SALxPSxW0x_T"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "LS",
"AO", "AO",
"AO", "AO",
"AO", "AO"),
usrdef.outliersDate = c("2008-01-01", "2009-04-01",
"2020-01-01", "2020-04-01",
"2020-07-01", "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 = 1, arima.d = 1, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 0, arima.mu = FALSE)
)
avxPSxSAL$run()
output_ps_sal <- lapply(avxPSxSAL$components, function(x){
x$output$final$series
})
# Verteilung Personen SELF -------------------
avxPSxSELF <- perHts(
# Hier wurden AT6 plus Easter identifiziert (Grenzwert)
# 1
SELFxPSxW2xA = perTramo(av[, "SELFxPSxW2xA"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "None",
# 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 = 0, arima.d = 1, arima.q = 0,
arima.bp = 1, arima.bd = 1, arima.bq = 0, arima.mu = FALSE),
# ====================================================================================
# 2
SELFxPSxW2xBTE = perTramo(av[, "SELFxPSxW2xBTE"], 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 = 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 = 2,
arima.bp = 1, arima.bd = 0, arima.bq = 0, arima.mu = FALSE),
# ====================================================================================
# 3
# av_C = perTramo(av[, "SELFxPSxW2xC"], 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 = 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 = 0, arima.bq = 1, arima.mu = FALSE),
# ====================================================================================
# 4
SELFxPSxW2xF = perTramo(av[, "SELFxPSxW2xF"], 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 = TRUE),
# ====================================================================================
# 5
SELFxPSxW2xGTI = perTramo(av[, "SELFxPSxW2xGTI"] , 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 = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# ====================================================================================
# 6
SELFxPSxW2xJ = perTramo(av[, "SELFxPSxW2xJ"],template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "None",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "LS",
"TC"),
usrdef.outliersDate = c("2001-01-01", "2007-01-01",
"2020-01-01"),
# 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
SELFxPSxW2xK = perTramo(av[, "SELFxPSxW2xK"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "None",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "LS",
"LS","LS"),
usrdef.outliersDate = c("2010-01-01", "1995-04-01",
"2005-04-01","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 = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# =====================================================================================
# 8
SELFxPSxW2xL = perTramo(av[, "SELFxPSxW2xL"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "None",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "TC",
"LS", "AO", "TC"),
usrdef.outliersDate = c("2005-01-01", "2021-07-01",
"2003-01-01", "2023-07-01", "2011-01-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# 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 = 0,
arima.bp = 1, arima.bd = 0, arima.bq = 0, arima.mu = FALSE),
# =====================================================================================
# 9
SELFxPSxW2xM_N = perTramo(av[, "SELFxPSxW2xM_N"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "None",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("TC","AO"),
usrdef.outliersDate = c("1995-10-01","2020-01-01"),
# 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 = TRUE),
# =====================================================================================
# 10
SELFxPSxW2xOTQ = perTramo(av[, "SELFxPSxW2xOTQ"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "None",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "LS",
"LS", "AO",
"LS","LS"),
usrdef.outliersDate = c("2010-10-01", "2009-01-01",
"1996-01-01", "2022-10-01",
"2003-01-01","2008-07-01"),
# 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 = 1, arima.bd = 1, arima.bq = 1, arima.mu = TRUE),
# =====================================================================================
# 11
SELFxPSxW2xRTU = perTramo(av[, "SELFxPSxW2xRTU"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "None",
# 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 = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE)
# =====================================================================================
)
avxPSxSELF$run()
# C SELF PS geteilt -----------
selfPsCa = perTramo(window(av[, "SELFxPSxW2xC"], end = c(2008,4)), 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 = 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)
selfPsCb = perTramo(window(av[, "SELFxPSxW2xC"], start = c(2008,1)), 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 = 0, arima.d = 1, arima.q = 3,
arima.bp = 0, arima.bd = 0, arima.bq = 0, arima.mu = FALSE) # no seasonality
selfPsCa$run()
selfPsCb$run()
selfPsCa_sa <- selfPsCa$output$final$series[, "sa"]
selfPsCb_sa <- selfPsCb$output$final$series[, "sa"]
selfPsCa_t <- selfPsCa$output$final$series[, "t"]
selfPsCb_t <- selfPsCb$output$final$series[, "t"]
ta <- time(selfPsCa_sa)
tb <- time(selfPsCb_sa)
ii <- which(!is.na(match(ta, tb)))
selfPsCa_sa <- selfPsCa_sa * mean(selfPsCb_sa[1:4])/
mean(selfPsCa_sa[ii])
selfPsCa_t <- selfPsCa_t * mean(selfPsCb_t[1:4])/
mean(selfPsCa_t[ii])
selfPsCb_sa <- window(selfPsCb_sa, start = c(2008, 1))
selfPsCb_t <- window(selfPsCb_t, start = c(2008, 1))
#-------------------------------------------------
selfPsC_sa <- ts_bind(selfPsCa_sa, selfPsCb_sa)
selfPsC_t <- ts_bind(selfPsCa_t, selfPsCb_t)
selfPsC <- cbind(y = av[, "SELFxPSxW2xC"],
sa = selfPsC_sa,
t = selfPsC_t,
s = av[, "SELFxPSxW2xC"]/selfPsC_sa,
i = selfPsC_sa/selfPsC_t)
#-------------------------------------------------------------------------------
output_ps_self <- lapply(avxPSxSELF$components, function(x){
x$output$final$series
})
output_ps_self$SELFxPSxW2xC <- selfPsC