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Step2_Bereinigung_VT_D12.R
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Step2_Bereinigung_VT_D12.R
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# ~~~~~~~~~~~~~~~~~~~~~~~~~~
#
# Saisonbereigigung T0103 Verteilung D11
#
# ~~~~~~~~~~~~~~~~~~~~~~~~~~
# vtD1 muss geladen sein
vert_D12 <- perHts(
# Hier wurden AT6 plus Easter identifiziert (Grenzwert)
# 1
A = perTramo(vtD1[, "D12_XDC_W2_A"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "LS",
"TC"),
usrdef.outliersDate = c("2007-01-01", "2008-04-01",
"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 = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = TRUE),
# ====================================================================================
# 2
BTE = perTramo(vtD1[, "D12_XDC_W2_BTE"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "LS",
"LS", "LS",
"AO", "LS",
"LS"),
usrdef.outliersDate = c("2002-01-01", "2004-01-01",
"2009-04-01", "2009-07-01",
"2018-10-01", "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 = 2, arima.d = 1, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# ====================================================================================
# 3
C = perTramo(vtD1[, "D12_XDC_W2_C"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO"),
usrdef.outliersDate = c("2002-04-01"),
# 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 = 2,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# ====================================================================================
# 4
`F` = perTramo(vtD1[, "D12_XDC_W2_F"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO","AO"),
usrdef.outliersDate = c("2020-04-01","2023-10-01"),
# 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 = 0, arima.mu = TRUE),
# ====================================================================================
# 5
GTI = perTramo(vtD1[, "D12_XDC_W2_GTI"] , template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("TC", "AO",
"AO", "AO",
"AO", "AO",
"AO"),
usrdef.outliersDate = c("2008-01-01", "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 = 2, arima.d = 1, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# ====================================================================================
# 6
J = perTramo(vtD1[, "D12_XDC_W2_J"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "TC",
"TC","TC","AO"),
usrdef.outliersDate = c("2008-01-01", "2000-10-01",
"2007-07-01","2009-01-01","2006-01-01"),
# 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
K = perTramo(vtD1[, "D12_XDC_W2_K"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("TC", "AO",
"AO", "AO",
"LS"),
usrdef.outliersDate = c("2008-01-01", "2016-01-01",
"2014-10-01", "2014-01-01",
"2024-01-01"),
# 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 = 2, arima.d = 0, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 0, arima.mu = TRUE)
,
# =====================================================================================
# 8
L = perTramo(vtD1[, "D12_XDC_W2_L"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS","LS",
"AO","TC",
"AO","AO"),
usrdef.outliersDate = c("2007-10-01","2009-04-01",
"2013-01-01","2016-01-01",
"2023-01-01","2024-01-01"),
# 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 = TRUE),
# =====================================================================================
# 9
M_N = perTramo(vtD1[, "D12_XDC_W2_M_N"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("TC", "TC"),
usrdef.outliersDate = c("2008-01-01", "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 = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# =====================================================================================
# 10
OTQ = perTramo(vtD1[, "D12_XDC_W2_OTQ"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO"),
usrdef.outliersDate = c("2001-04-01"),
# 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 = 2,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = TRUE),
# =====================================================================================
# 11
RTU = perTramo(vtD1[, "D12_XDC_W2_RTU"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS",
"LS", "AO"),
usrdef.outliersDate = c("2002-01-01",
"2020-04-01", "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 = 2,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE)
# =====================================================================================
)
vert_D12$run()
output_vtD12 <- lapply(vert_D12$components, function(x){
x$output$final$series
})