GeezerVison

rjdverse is an organization dedicated to creating R packages giving access to JDemetra+ algorithms.

JDemetra+ is a versatile time series analysis software, whose core routines are written in Java and also accessible via a Graphical User Interface (GUI).

[Documentation] | [Blog]

Installation procedure and basic examples are given in the readme file of each package. Their documentation is available via GitHub pages.

Running rjd3 packages requires Java 21 or higher. How to set up such a configuration in R is explained here

Below is the list of R packages available from this page (relying on JDemetra+ core Java libraries) and links to add-on packages:

Interfaces to JDemetra+ v3.x

General purpose tools

• rjd3toolkit (On CRAN, Base layer for all other packages, seasonality tests, generating regressors...)

• rjd3sts (State Space Framework)

Auxiliary packages

• rjd3jars (Only needed for local build of rjd3toolkit)
• rjd3xjars (Only needed for local build of rjd3highfreq and rjd3sts, depends on rjd3toolkit)

Seasonal adjustment

• rjd3x13 (On CRAN, Reg-Arima + X11 decomposition)

• rjd3tramoseats (On CRAN, Tramo + SEATS decomposition)

• rjd3highfreq (On CRAN, Extended airline model + extended AMB decomposition + Extended X11 + Extended STL)

Benchmarking, Temporal disaggregation, Revision analysis and Nowcasting

• rjd3bench (On CRAN, Benchmarking and Temporal disaggregation)

• rjd3revisions (Revision analysis)

• rjd3nowcasting (Nowcasting)

Filtering and Trend-cycle Extraction

• rjd3filters (On CRAN, Filtering and Trend-cycle Extraction)

Tools related to JDemetra+ Graphical User Interface

• rjd3providers (On CRAN, Wrangling input data for the Graphical User Interface)

• rjd3workspace (On CRAN, Wrangling workspaces for the Graphical User Interface)

Additional R tools for JDemetra+ v3.x:

• rjwsacruncher (On CRAN, Running the Cruncher from R)

• rjd3qr (On CRAN, Producing a Quality Report based on Cruncher output + JVS/LCI plug-in in R)

• rjd3production (On CRAN, Wrapper with macro-functions for (mass) production of seasonally adjusted data)

• ggdemetra3 (Producing enhanced plots on SA process)

Interface to JDemetra+ v2.x

• RJDemetra (Seasonal adjustment with X-13 and Tramo-Seats)

Additional R tools for JDemetra+ v2.x: rjwsacruncher, JDCruncheR, rjdworkspace, ggdemetra, rjdqa, rjdmarkdown

All v2 related packages are available on CRAN.

flowchart TB
    subgraph rjd3toolkit_depends [" "]
        direction TB


        subgraph rjd3_other[" "]
            rjd3bench
            rjd3revisions
            rjd3nowcasting
        end
        
        subgraph rjd3x13_tramo[" "]
            rjd3x13
            rjd3tramoseats
        end

        rjd3providers --> rjd3workspace
        rjd3x13_tramo --> rjd3workspace

        rjd3x13_tramo --> ggdemetra3
        rjd3highfreq --> ggdemetra3
        rjd3filters --> ggdemetra3


    end

    rjd3toolkit --> rjd3toolkit_depends

  click rjd3toolkit "https://github.com/rjdverse/rjd3toolkit" _blank
  click rjd3nowcasting "https://github.com/rjdverse/rjd3nowcasting" _blank
  click rjd3highfreq "https://github.com/rjdverse/rjd3highfreq" _blank
  click rjd3sts "https://github.com/rjdverse/rjd3sts" _blank
  click rjd3filters "https://github.com/rjdverse/rjd3filters" _blank
  click rjd3providers "https://github.com/rjdverse/rjd3providers" _blank
  click rjd3workspace "https://github.com/rjdverse/rjd3workspace" _blank
  click rjd3x13 "https://github.com/rjdverse/rjd3x13" _blank
  click rjd3tramoseats "https://github.com/rjdverse/rjd3tramoseats" _blank
  click rjd3bench "https://github.com/rjdverse/rjd3bench" _blank
  click rjd3revisions "https://github.com/rjdverse/rjd3revisions" _blank
  click ggdemetra3 "https://github.com/AQLT/ggdemetra3" _blank