rjd3highfreq: Seasonal Adjustment of High Frequency Data with 'JDemetra+ 3.x'
R interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>), the time series analysis software. It provides functions for seasonal adjustment of higher-frequency data, including those with multiple or non-integer periodicities. It includes pre-adjustment via the extended airline model and several seasonal decomposition methods: extended airline model based decomposition, extended X-11, and augmented STL.
| Version: | 3.0.1 |
| Depends: | R (≥ 4.1.0) |
| Imports: | rJava (≥ 1.0-6), rjd3toolkit (≥ 3.7.1), rjd3xjars (≥ 0.1.0) |
| Suggests: | knitr, rmarkdown, testthat |
| Published: | 2026-10-21 |
| DOI: | 10.32614/CRAN.package.rjd3highfreq |
| Author: | Jean Palate [aut],
Daniel Ollech [cre, ctb],
Christiane Hofer [ctb],
Witthohn Thomas [ctb],
Lea Hengen [ctb],
Martin Stefan [ctb],
Alessandro Piovani [ctb],
Tanguy Barthelemy [ctb, art],
Karsten Webel 
[ctb] (method: X-11 method) |
| Maintainer: | Daniel Ollech <daniel.ollech at bundesbank.de> |
| BugReports: | https://github.com/rjdverse/rjd3highfreq/issues |
| License: | EUPL-1.2 |
| URL: | https://github.com/rjdverse/rjd3highfreq/, https://rjdverse.github.io/rjd3highfreq/ |
| NeedsCompilation: | no |
| SystemRequirements: | Java (>= 21) |
| Materials: | README, NEWS |
| CRAN checks: | rjd3highfreq results |
Documentation:
| Reference manual: | rjd3highfreq.html , rjd3highfreq.pdf |
| Vignettes: |
Decomposition of X-11 algorithm (source, R code) |
Downloads:
| Package source: | rjd3highfreq_3.0.1.tar.gz |
| Windows binaries: | r-devel: rjd3highfreq_3.0.1.zip, r-release: rjd3highfreq_3.0.1.zip, r-oldrel: rjd3highfreq_3.0.1.zip |
| macOS binaries: | r-release (arm64): rjd3highfreq_3.0.1.tgz, r-oldrel (arm64): rjd3highfreq_3.0.1.tgz, r-release (x86_64): rjd3highfreq_3.0.1.tgz, r-oldrel (x86_64): rjd3highfreq_3.0.1.tgz |
Linking:
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