R package pickmdl

The package relies on the R package RJDemetra and provides additional functionality used in the production of statistics at Statistics Norway.

---

Installation

Since pickmdl depends on RJDemetra, refer to the installation instructions on its GitHub page and note the availability of the installation manual.

Usual installation from GitHub:

# install.packages("devtools")
devtools::install_github("statisticsnorway/pickmdl")

If you know that the dependencies listed under Imports and Depends in the DESCRIPTION file are already installed, an alternative is:

devtools::install_github("statisticsnorway/pickmdl", dependencies = FALSE)

---

Functionality

PICKMDL specification

The x13 function in RJDemetra can be run as usual (automdl) or with a PICKMDL specification.

• PICKMDL is an X-12-ARIMA procedure not yet available in RJDemetra.
• See jdemetra/jdemetra-app#504

Partial concurrent adjustment

The package has also possibilities for partial concurrent adjustment.

• The ARIMA model, outliers and filters can be identified at a certain date and then held fixed (with a new outlier-span).

Multiple series specifications

Specifications for multiple series can be managed through parameter settings in a table.

• The table may, for example, be stored as a CSV file.
• See the function x13_text_frame().

The corona period

Handling the corona period according to Statistics Norway's recommendation can be done easily.

• By specifying the parameter corona_outliers as TRUE or "SSB".

Norwegian calendar regressors

A function for constructing user-defined calendar regressors is included.

• See the function konstruksjon().

---

Detailed documentation

More detailed documentation can be found at the reference site for pickmdl