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Step2_Bereinigung_Investitionen_vol.R
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Step2_Bereinigung_Investitionen_vol.R
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# ~~~~~~~~~~~~~~~~~~~~~~~~~~
#
# Saisonbereinigung Investitionen Volumen
#
# ~~~~~~~~~~~~~~~~~~~~~~~~~~
# invest muss geladen sein
# Da die Höher der Ausreißer bei den Eurofighter käufen bekannt ist,
# werden diese vor der Saisonbereinigung herasugerechnet und danach wieder dazu gegeben (wie AO)
# 1. Schritt Eurofighter herausrechnen
euroFight <- ts(c(0, 0, 106, 276,
0, 266, 0, 363,
0, 0, 90, 0),
start = c(2007, 1),
freq = 4)
invest$L[time(invest$L)>=2007 & time(invest$L) < 2010, "N11OG"] <- invest$L[, "N11OG"] - euroFight
# Tramo Seat Investitionen ---------------------------
investVol <- perHts(
## N1G Alle bruttoinvestitionen (inkl Lager) -------------------------------------
N1G = perTramo(invest$L[, "N1G"] , template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = TRUE,
usrdef.outliersEnabled = FALSE,
# usrdef.outliersType = c("AO", "AO",
# "AO", "LS"),
# usrdef.outliersDate = c("1999-10-01", "2000-10-01",
# "2020-04-01", "2021-01-01"),
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
easter.type = NULL, easter.duration = 6,
# Arima-Model
automdl.enabled = TRUE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
## N111G Wohnbauinvestitionen -------------------------------------
N111G = perTramo(invest$L[, "N111G"] , template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = TRUE,
usrdef.outliersEnabled = FALSE,
# usrdef.outliersType = c("AO", "AO",
# "AO", "LS"),
# usrdef.outliersDate = c("1999-10-01", "2000-10-01",
# "2020-04-01", "2021-01-01"),
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
easter.type = NULL, easter.duration = 6,
# Arima-Model
automdl.enabled = TRUE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
## N112G Nicht-Wohnbauinvestitionen -------------------------------------
N112G = perTramo(invest$L[, "N112G"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = TRUE,
usrdef.outliersEnabled = FALSE,
# usrdef.outliersType = c("AO", "AO",
# "AO", "LS"),
# usrdef.outliersDate = c("1999-10-01", "2000-10-01",
# "2020-04-01", "2021-01-01"),
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
easter.type = NULL, easter.duration = 6,
# Arima-Model
automdl.enabled = TRUE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
## N1131G Fahrzeuginvestitionen -------------------------------------
N1131G = perTramo(invest$L[, "N1131G"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = TRUE,
usrdef.outliersEnabled = FALSE,
# usrdef.outliersType = c("AO", "AO",
# "AO", "LS"),
# usrdef.outliersDate = c("1999-10-01", "2000-10-01",
# "2020-04-01", "2021-01-01"),
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
easter.type = NULL, easter.duration = 6,
# Arima-Model
automdl.enabled = TRUE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
## N1132G IKT -Investitionen -------------------------------------
N1132G = perTramo(invest$L[, "N1132G"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = TRUE,
usrdef.outliersEnabled = FALSE,
# usrdef.outliersType = c("AO", "AO",
# "AO", "LS"),
# usrdef.outliersDate = c("1999-10-01", "2000-10-01",
# "2020-04-01", "2021-01-01"),
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
easter.type = NULL, easter.duration = 6,
# Arima-Model
automdl.enabled = TRUE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
## N11OG Sonstige Ausrüstungsinvestitionen inkl Maschinenen und Militär -------------------------------------
N11OG = perTramo(invest$L[, "N11OG"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = TRUE,
usrdef.outliersEnabled = FALSE,
# usrdef.outliersType = c("AO", "AO",
# "AO", "LS"),
# usrdef.outliersDate = c("1999-10-01", "2000-10-01",
# "2020-04-01", "2021-01-01"),
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
easter.type = NULL, easter.duration = 6,
# Arima-Model
automdl.enabled = TRUE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
## N115G Nutztiere und Nutzpflanzen -------------------------------------
N115G = perTramo(invest$L[, "N115G"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = TRUE,
usrdef.outliersEnabled = FALSE,
# usrdef.outliersType = c("AO", "AO",
# "AO", "LS"),
# usrdef.outliersDate = c("1999-10-01", "2000-10-01",
# "2020-04-01", "2021-01-01"),
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
easter.type = NULL, easter.duration = 6,
# Arima-Model
automdl.enabled = TRUE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
## N117G IPP Investitionenen -------------------------------------
N117G = perTramo(invest$L[, "N117G"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = TRUE,
usrdef.outliersEnabled = FALSE,
# usrdef.outliersType = c("AO", "AO",
# "AO", "LS"),
# usrdef.outliersDate = c("1999-10-01", "2000-10-01",
# "2020-04-01", "2021-01-01"),
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
easter.type = NULL, easter.duration = 6,
# Arima-Model
automdl.enabled = TRUE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE)
)
# RUN ----------
investVol$run()
output_investVol <- lapply(investVol$components, function(x){
x$output$final$series
})
# Eurofighter "rückabwickeln"
output_investVol$N11OG[time(output_investVol$N11OG)>=2007 & time(output_investVol$N11OG) < 2010 , c("y", "sa")] <- output_investVol$N11OG[, c("y", "sa")] + euroFight
output_investVol$N11OG[, "i"] <- output_investVol$N11OG[, "sa"] / output_investVol$N11OG[, "t"]