Interface to 'JDemetra+ 3.x' Time Series Analysis Software

R Interface to 'JDemetra+ 3.x' (< https://github.com/jdemetra>) time series analysis software. It provides functions allowing to decompose a time series, including high-frequency data with multiple periodicities.

{rjd3xjars}

R interface giving access to advanced SA methods (for instance time dependent ARIMA) as implemented in JDemetra+ v3.x.

Installation

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

You can install the development version of rjd3xjars from GitHub with:

# install.packages("remotes")
remotes::install_github("rjdverse/rjd3xjars")

Package Maintenance and contributing

Any contribution is welcome and should be done through pull requests and/or issues. pull requests should include updated tests and updated documentation. If functionality is changed, docstrings should be added or updated.

Licensing

The code of this project is licensed under the European Union Public Licence (EUPL).