## ----setup, include = FALSE--------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>", fig.dim = c(7,4)*1.4, out.width = "100%", warning = FALSE ) ## ----eval = FALSE------------------------------------------------------------- # ipi_c_eu_df <- ts2df(ipi_c_eu) ## ----warning=FALSE, message=FALSE--------------------------------------------- library(ggplot2) library(ggdemetra) p_ipi_fr <- ggplot(data = ipi_c_eu_df, mapping = aes(x = date, y = FR)) + geom_line() + labs(title = "Seasonal adjustment of the French industrial production index", x = NULL, y = NULL) p_ipi_fr ## ----include=FALSE------------------------------------------------------------ library(RJDemetra) sa <- jx13(ipi_c_eu[, "FR"]) ## ----------------------------------------------------------------------------- spec <- RJDemetra::x13_spec("RSA3", tradingdays.option = "WorkingDays") p_ipi_fr + geom_sa(color = "#155692", spec = spec) ## ----------------------------------------------------------------------------- p_sa <- p_ipi_fr + geom_sa(component = "y_f", linetype = 2, message = FALSE, spec = spec) + geom_sa(component = "sa", color = "#155692") + geom_sa(component = "sa_f", color = "#155692", linetype = 2) p_sa ## ----------------------------------------------------------------------------- p_sa + geom_outlier(geom = "label") ## ----------------------------------------------------------------------------- p_sa + geom_outlier(geom = "label_repel", ylim = c(NA, 65), arrow = arrow(length = unit(0.03, "npc"), type = "closed", ends = "last")) ## ----------------------------------------------------------------------------- p_sa + geom_outlier(geom = "label_repel", first_date = 2009, ylim = c(NA, 65), arrow = arrow(length = unit(0.03, "npc"), type = "closed", ends = "last")) ## ----------------------------------------------------------------------------- p_sa + geom_arima(geom = "label", x_arima = -Inf, y_arima = -Inf, vjust = -1, hjust = -0.1) ## ----------------------------------------------------------------------------- diagnostics <- c("diagnostics.combined.all.summary", "diagnostics.qs", "diagnostics.ftest") p_sa + geom_diagnostics(diagnostics = diagnostics, ymin = 58, ymax = 72, xmin = 2010, table_theme = gridExtra::ttheme_default(base_size = 8)) ## ----------------------------------------------------------------------------- diagnostics <- c(`Combined test` = "diagnostics.combined.all.summary", `Residual qs-test (p-value)` = "diagnostics.qs", `Residual f-test (p-value)` = "diagnostics.ftest") p_sa + geom_diagnostics(diagnostics = diagnostics, ymin = 58, ymax = 72, xmin = 2010, table_theme = gridExtra::ttheme_default(base_size = 8)) ## ----------------------------------------------------------------------------- p_diag <- ggplot(data = ipi_c_eu_df, mapping = aes(x = date, y = FR)) + geom_diagnostics(diagnostics = diagnostics, spec = spec, frequency = 12, table_theme = gridExtra::ttheme_default(base_size = 8)) + theme_void() gridExtra::grid.arrange(p_sa, p_diag, nrow = 2, heights = c(4, 1.5)) ## ----mod---------------------------------------------------------------------- mod <- RJDemetra::x13(ipi_c_eu[,"UK"], spec) ## ----init-ggplot-------------------------------------------------------------- init_ggplot(mod) + geom_line(color = "#F0B400") + geom_sa(color = "#155692") + geom_arima(geom = "label", x_arima = -Inf, y_arima = -Inf, vjust = -1, hjust = -0.1) ## ----sa-init------------------------------------------------------------------ data <- ts.union(raw(mod), raw(mod, forecast = TRUE), trendcycle(mod), trendcycle(mod, forecast = TRUE), seasonaladj(mod), seasonaladj(mod, forecast = TRUE)) colnames(data) <- c("y", "y_f", "t", "t_f", "sa", "sa_f") ggplot(data = ts2df(data), mapping = aes(x = date)) + geom_line(mapping = aes(y = y), color = "#F0B400", na.rm = TRUE) + geom_line(mapping = aes(y = y_f), color = "#F0B400", na.rm = TRUE, linetype = 2) + geom_line(mapping = aes(y = t), color = "#1E6C0B", na.rm = TRUE) + geom_line(mapping = aes(y = t_f), color = "#1E6C0B", na.rm = TRUE, linetype = 2) + geom_line(mapping = aes(y = sa), color = "#155692", na.rm = TRUE) + geom_line(mapping = aes(y = sa_f), color = "#155692", na.rm = TRUE, linetype = 2) + theme_bw() ## ----ggsiratio---------------------------------------------------------------- ggsiratioplot(mod) ## ----autoplot----------------------------------------------------------------- autoplot(mod)