Output dictionaries - jdemetra/jwsacruncher GitHub Wiki
The dictionaries provided below contain the key of each item and its corresponding java class. They are used with the cruncher or with the R interface.
Several points should be noted:
- The “decomposition” prefix can be omitted
- Some keys contain wild cards; ‘*’ will retrieve all the corresponding items; ‘?’ can be replaced by any (sensible) value; fcasts(-3) means forecasts for 3 years, fcasts(30) means forecasts for 30 periods; otherwise, default length will be used (two years).
- When the output is a “StatisticalTest”, you can add to the corresponding keys the suffix “:2” (description+value) or “:3” (description + value + pvalue). You can do the same thing with “Parameter; “:1” (or nothing) gives the value, “:2” adds the T-stat (if any) and “:3” adds the std error.
- The usual wild cards can be used for the last sub-item of the keys (for instance “decomposition.d-tables.*”
TRAMOSEATS OUTPUT
| Key | Java class | Description |
|---|---|---|
| adjust | java.lang.Boolean | |
| arima | ec.tstoolkit.sarima.SarimaModel | Arima model (Box-Jenkins) |
| arima.bd | java.lang.Integer | seasonal differencing order |
| arima.bp | java.lang.Integer | seasonal auto-regressive order |
| arima.bphi(*) | ec.tstoolkit.Parameter | seasonal auto-regressive parameters |
| arima.bq | java.lang.Integer | seasonal moving average order |
| arima.bth(*) | ec.tstoolkit.Parameter | seasonal moving average parameter |
| arima.covar | ec.tstoolkit.maths.matrices.Matrix | covariance of the ARIMA parameters |
| arima.d | java.lang.Integer | regular differencing order |
| arima.mean | java.lang.Boolean | mean correction |
| arima.p | java.lang.Integer | regular auto-regressive order |
| arima.phi(*) | ec.tstoolkit.Parameter | regular auto-regressive parameters |
| arima.q | java.lang.Integer | regular moving average order |
| arima.th(*) | ec.tstoolkit.Parameter | regular moving average parameters |
| bcasts(?) | ec.tstoolkit.timeseries.simplets.TsData | REGARIMA backcasts |
| benchmarking.original | ec.tstoolkit.timeseries.simplets.TsData | Original series used in the benchmarking |
| benchmarking.result | ec.tstoolkit.timeseries.simplets.TsData | Result of the benchmarking |
| benchmarking.target | ec.tstoolkit.timeseries.simplets.TsData | Target used in the benchmarking |
| cal | ec.tstoolkit.timeseries.simplets.TsData | Calendar effects |
| cal_f | ec.tstoolkit.timeseries.simplets.TsData | Forecasts of the calendar effects |
| decomposition.i_cmp | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.i_cmp_e | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.i_cmp_ef | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.i_cmp_f | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.i_lin | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.i_lin_e | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.i_lin_ef | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.i_lin_f | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.mode | ec.satoolkit.DecompositionMode | |
| decomposition.s_cmp | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.s_cmp_e | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.s_cmp_ef | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.s_cmp_f | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.s_lin | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.s_lin_e | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.s_lin_ef | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.s_lin_f | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.sa_cmp | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.sa_cmp_e | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.sa_cmp_ef | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.sa_cmp_f | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.sa_lin | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.sa_lin_e | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.sa_lin_ef | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.sa_lin_f | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.seasonality | java.lang.Boolean | |
| decomposition.si_cmp | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.t_cmp | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.t_cmp_e | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.t_cmp_ef | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.t_cmp_f | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.t_lin | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.t_lin_e | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.t_lin_ef | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.t_lin_f | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.y_cmp | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.y_cmp_f | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.y_lin | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.y_lin_ef | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.y_lin_f | ec.tstoolkit.timeseries.simplets.TsData | |
| det | ec.tstoolkit.timeseries.simplets.TsData | |
| det_f | ec.tstoolkit.timeseries.simplets.TsData | |
| ee | ec.tstoolkit.timeseries.simplets.TsData | Easter effect |
| ee_f | ec.tstoolkit.timeseries.simplets.TsData | Forecasts of the Easter effect |
| espan.end | ec.tstoolkit.timeseries.simplets.TsPeriod | End of the estimation span |
| espan.n | java.lang.Integer | Number of observations in the estimation span |
| espan.start | ec.tstoolkit.timeseries.simplets.TsPeriod | Start of the estimation span |
| fcasts(?) | ec.tstoolkit.timeseries.simplets.TsData | Forecasts |
| fullresiduals | ec.tstoolkit.timeseries.simplets.TsData | Full residuals of the REGARIMA model |
| i | ec.tstoolkit.timeseries.simplets.TsData | Irregular component |
| i_f | ec.tstoolkit.timeseries.simplets.TsData | Forecasts of the irregular component |
| l | ec.tstoolkit.timeseries.simplets.TsData | |
| l_b | ec.tstoolkit.timeseries.simplets.TsData | |
| l_f | ec.tstoolkit.timeseries.simplets.TsData | |
| likelihood.adjustedlogvalue | java.lang.Double | Adjusted log-likelihood of the REGARIMA model |
| likelihood.aic | java.lang.Double | AIC |
| likelihood.aicc | java.lang.Double | AICC |
| likelihood.bic | java.lang.Double | BIC |
| likelihood.bicc | java.lang.Double | |
| likelihood.logvalue | java.lang.Double | |
| likelihood.neffectiveobs | java.lang.Integer | |
| likelihood.np | java.lang.Integer | |
| likelihood.ssqerr | java.lang.Double | |
| lin_bcasts(?) | ec.tstoolkit.timeseries.simplets.TsData | |
| lin_fcasts(?) | ec.tstoolkit.timeseries.simplets.TsData | |
| log | java.lang.Boolean | |
| mhe | ec.tstoolkit.timeseries.simplets.TsData | |
| mhe_f | ec.tstoolkit.timeseries.simplets.TsData | |
| mode | ec.satoolkit.DecompositionMode | |
| omhe | ec.tstoolkit.timeseries.simplets.TsData | |
| omhe_f | ec.tstoolkit.timeseries.simplets.TsData | |
| out | ec.tstoolkit.timeseries.simplets.TsData | |
| out_f | ec.tstoolkit.timeseries.simplets.TsData | |
| out_i | ec.tstoolkit.timeseries.simplets.TsData | |
| out_i_f | ec.tstoolkit.timeseries.simplets.TsData | |
| out_s | ec.tstoolkit.timeseries.simplets.TsData | |
| out_s_f | ec.tstoolkit.timeseries.simplets.TsData | |
| out_t | ec.tstoolkit.timeseries.simplets.TsData | |
| out_t_f | ec.tstoolkit.timeseries.simplets.TsData | |
| reg | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_f | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_i | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_i_f | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_s | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_s_f | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_sa | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_sa_f | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_t | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_t_f | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_u | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_u_f | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_y | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_y_f | ec.tstoolkit.timeseries.simplets.TsData | |
| regression.coefficients | [Lec.tstoolkit.Parameter; | |
| regression.covar | ec.tstoolkit.maths.matrices.Matrix | |
| regression.description | [Ljava.lang.String; | |
| regression.easter | ec.tstoolkit.information.RegressionItem | |
| regression.lp | ec.tstoolkit.information.RegressionItem | |
| regression.nmh | java.lang.Integer | |
| regression.nout | java.lang.Integer | |
| regression.noutao | java.lang.Integer | |
| regression.noutls | java.lang.Integer | |
| regression.noutso | java.lang.Integer | |
| regression.nouttc | java.lang.Integer | |
| regression.ntd | java.lang.Integer | |
| regression.out(*) | ec.tstoolkit.information.RegressionItem | |
| regression.pcovar | ec.tstoolkit.maths.matrices.Matrix | |
| regression.td(*) | ec.tstoolkit.information.RegressionItem | |
| residuals.bp | ec.tstoolkit.information.StatisticalTest | |
| residuals.bp2 | ec.tstoolkit.information.StatisticalTest | |
| residuals.dh | ec.tstoolkit.information.StatisticalTest | |
| residuals.kurtosis | ec.tstoolkit.information.StatisticalTest | |
| residuals.lb | ec.tstoolkit.information.StatisticalTest | |
| residuals.lb2 | ec.tstoolkit.information.StatisticalTest | |
| residuals.lruns | ec.tstoolkit.information.StatisticalTest | |
| residuals.mean | ec.tstoolkit.information.StatisticalTest | |
| residuals.nruns | ec.tstoolkit.information.StatisticalTest | |
| residuals.res | [D | |
| residuals.seasbp | ec.tstoolkit.information.StatisticalTest | |
| residuals.seaslb | ec.tstoolkit.information.StatisticalTest | |
| residuals.ser | java.lang.Double | |
| residuals.ser-ml | java.lang.Double | |
| residuals.skewness | ec.tstoolkit.information.StatisticalTest | |
| s | ec.tstoolkit.timeseries.simplets.TsData | |
| s_f | ec.tstoolkit.timeseries.simplets.TsData | |
| sa | ec.tstoolkit.timeseries.simplets.TsData | |
| sa_f | ec.tstoolkit.timeseries.simplets.TsData | |
| span.end | ec.tstoolkit.timeseries.simplets.TsPeriod | |
| span.n | java.lang.Integer | |
| span.start | ec.tstoolkit.timeseries.simplets.TsPeriod | |
| t | ec.tstoolkit.timeseries.simplets.TsData | |
| t_f | ec.tstoolkit.timeseries.simplets.TsData | |
| tde | ec.tstoolkit.timeseries.simplets.TsData | |
| tde_f | ec.tstoolkit.timeseries.simplets.TsData | |
| y | ec.tstoolkit.timeseries.simplets.TsData | |
| y_ef | ec.tstoolkit.timeseries.simplets.TsData | |
| y_f | ec.tstoolkit.timeseries.simplets.TsData | |
| y_lin | ec.tstoolkit.timeseries.simplets.TsData | |
| y_lin_f | ec.tstoolkit.timeseries.simplets.TsData | |
| yc | ec.tstoolkit.timeseries.simplets.TsData | |
| yc_ef | ec.tstoolkit.timeseries.simplets.TsData | |
| yc_f | ec.tstoolkit.timeseries.simplets.TsData | |
| ycal | ec.tstoolkit.timeseries.simplets.TsData | |
| ycal_f | ec.tstoolkit.timeseries.simplets.TsData |
X13 OUTPUT
| Key | Java class | Description |
|---|---|---|
| adjust | java.lang.Boolean | |
| arima | ec.tstoolkit.sarima.SarimaModel | |
| arima.bd | java.lang.Integer | |
| arima.bp | java.lang.Integer | |
| arima.bphi(*) | ec.tstoolkit.Parameter | |
| arima.bq | java.lang.Integer | |
| arima.bth(*) | ec.tstoolkit.Parameter | |
| arima.covar | ec.tstoolkit.maths.matrices.Matrix | |
| arima.d | java.lang.Integer | |
| arima.mean | java.lang.Boolean | |
| arima.p | java.lang.Integer | |
| arima.phi(*) | ec.tstoolkit.Parameter | |
| arima.q | java.lang.Integer | |
| arima.th(*) | ec.tstoolkit.Parameter | |
| bcasts(?) | ec.tstoolkit.timeseries.simplets.TsData | |
| benchmarking.original | ec.tstoolkit.timeseries.simplets.TsData | |
| benchmarking.result | ec.tstoolkit.timeseries.simplets.TsData | |
| benchmarking.target | ec.tstoolkit.timeseries.simplets.TsData | |
| cal | ec.tstoolkit.timeseries.simplets.TsData | |
| cal_f | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.a-tables.a1 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.a-tables.a1a | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.a-tables.a6 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.a-tables.a7 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.a-tables.a8 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.a-tables.a8i | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.a-tables.a8s | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.a-tables.a8t | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.a-tables.a9 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.a-tables.a9sa | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.a-tables.a9ser | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.a-tables.a9u | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.b-tables.b1 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.b-tables.b10 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.b-tables.b11 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.b-tables.b12 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.b-tables.b13 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.b-tables.b14 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.b-tables.b15 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.b-tables.b16 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.b-tables.b17 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.b-tables.b18 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.b-tables.b19 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.b-tables.b2 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.b-tables.b20 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.b-tables.b3 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.b-tables.b4 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.b-tables.b5 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.b-tables.b6 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.b-tables.b7 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.b-tables.b8 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.b-tables.b9 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.c-tables.c1 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.c-tables.c10 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.c-tables.c11 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.c-tables.c12 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.c-tables.c13 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.c-tables.c14 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.c-tables.c15 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.c-tables.c16 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.c-tables.c17 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.c-tables.c18 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.c-tables.c19 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.c-tables.c2 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.c-tables.c20 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.c-tables.c3 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.c-tables.c4 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.c-tables.c5 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.c-tables.c6 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.c-tables.c7 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.c-tables.c8 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.c-tables.c9 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d1 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d10 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d10a | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d11 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d11a | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d12 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d12a | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d13 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d14 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d15 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d16 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d16a | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d18 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d19 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d2 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d20 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d3 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d4 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d5 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d6 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d7 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d8 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.d-tables.d9 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.e-tables.e1 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.e-tables.e11 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.e-tables.e2 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.e-tables.e3 | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.i_cmp | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.mode | ec.satoolkit.DecompositionMode | |
| decomposition.s_cmp | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.s_cmp_f | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.sa_cmp | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.seasfilter | java.lang.String | |
| decomposition.seasonality | java.lang.Boolean | |
| decomposition.t_cmp | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.t_cmp_f | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.trendfilter | java.lang.String | |
| decomposition.y_cmp | ec.tstoolkit.timeseries.simplets.TsData | |
| decomposition.y_cmp_f | ec.tstoolkit.timeseries.simplets.TsData | |
| det | ec.tstoolkit.timeseries.simplets.TsData | |
| det_f | ec.tstoolkit.timeseries.simplets.TsData | |
| ee | ec.tstoolkit.timeseries.simplets.TsData | |
| ee_f | ec.tstoolkit.timeseries.simplets.TsData | |
| espan.end | ec.tstoolkit.timeseries.simplets.TsPeriod | |
| espan.n | java.lang.Integer | |
| espan.start | ec.tstoolkit.timeseries.simplets.TsPeriod | |
| fcasts(?) | ec.tstoolkit.timeseries.simplets.TsData | |
| fullresiduals | ec.tstoolkit.timeseries.simplets.TsData | |
| i | ec.tstoolkit.timeseries.simplets.TsData | |
| i_f | ec.tstoolkit.timeseries.simplets.TsData | |
| l | ec.tstoolkit.timeseries.simplets.TsData | |
| l_b | ec.tstoolkit.timeseries.simplets.TsData | |
| l_f | ec.tstoolkit.timeseries.simplets.TsData | |
| likelihood.adjustedlogvalue | java.lang.Double | |
| likelihood.aic | java.lang.Double | |
| likelihood.aicc | java.lang.Double | |
| likelihood.bic | java.lang.Double | |
| likelihood.bicc | java.lang.Double | |
| likelihood.logvalue | java.lang.Double | |
| likelihood.neffectiveobs | java.lang.Integer | |
| likelihood.np | java.lang.Integer | |
| likelihood.ssqerr | java.lang.Double | |
| lin_bcasts(?) | ec.tstoolkit.timeseries.simplets.TsData | |
| lin_fcasts(?) | ec.tstoolkit.timeseries.simplets.TsData | |
| log | java.lang.Boolean | |
| m-statistics.m1 | java.lang.Double | |
| m-statistics.m10 | java.lang.Double | |
| m-statistics.m11 | java.lang.Double | |
| m-statistics.m2 | java.lang.Double | |
| m-statistics.m3 | java.lang.Double | |
| m-statistics.m4 | java.lang.Double | |
| m-statistics.m5 | java.lang.Double | |
| m-statistics.m6 | java.lang.Double | |
| m-statistics.m7 | java.lang.Double | |
| m-statistics.m8 | java.lang.Double | |
| m-statistics.m9 | java.lang.Double | |
| m-statistics.q | java.lang.Double | |
| m-statistics.q-m2 | java.lang.Double | |
| mhe | ec.tstoolkit.timeseries.simplets.TsData | |
| mhe_f | ec.tstoolkit.timeseries.simplets.TsData | |
| mode | ec.satoolkit.DecompositionMode | |
| omhe | ec.tstoolkit.timeseries.simplets.TsData | |
| omhe_f | ec.tstoolkit.timeseries.simplets.TsData | |
| out | ec.tstoolkit.timeseries.simplets.TsData | |
| out_f | ec.tstoolkit.timeseries.simplets.TsData | |
| out_i | ec.tstoolkit.timeseries.simplets.TsData | |
| out_i_f | ec.tstoolkit.timeseries.simplets.TsData | |
| out_s | ec.tstoolkit.timeseries.simplets.TsData | |
| out_s_f | ec.tstoolkit.timeseries.simplets.TsData | |
| out_t | ec.tstoolkit.timeseries.simplets.TsData | |
| out_t_f | ec.tstoolkit.timeseries.simplets.TsData | |
| reg | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_f | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_i | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_i_f | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_s | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_s_f | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_sa | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_sa_f | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_t | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_t_f | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_u | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_u_f | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_y | ec.tstoolkit.timeseries.simplets.TsData | |
| reg_y_f | ec.tstoolkit.timeseries.simplets.TsData | |
| regression.coefficients | [Lec.tstoolkit.Parameter; | |
| regression.covar | ec.tstoolkit.maths.matrices.Matrix | |
| regression.description | [Ljava.lang.String; | |
| regression.easter | ec.tstoolkit.information.RegressionItem | |
| regression.lp | ec.tstoolkit.information.RegressionItem | |
| regression.nmh | java.lang.Integer | |
| regression.nout | java.lang.Integer | |
| regression.noutao | java.lang.Integer | |
| regression.noutls | java.lang.Integer | |
| regression.noutso | java.lang.Integer | |
| regression.nouttc | java.lang.Integer | |
| regression.ntd | java.lang.Integer | |
| regression.out(*) | ec.tstoolkit.information.RegressionItem | |
| regression.pcovar | ec.tstoolkit.maths.matrices.Matrix | |
| regression.td(*) | ec.tstoolkit.information.RegressionItem | |
| residuals.bp | ec.tstoolkit.information.StatisticalTest | |
| residuals.bp2 | ec.tstoolkit.information.StatisticalTest | |
| residuals.dh | ec.tstoolkit.information.StatisticalTest | |
| residuals.kurtosis | ec.tstoolkit.information.StatisticalTest | |
| residuals.lb | ec.tstoolkit.information.StatisticalTest | |
| residuals.lb2 | ec.tstoolkit.information.StatisticalTest | |
| residuals.lruns | ec.tstoolkit.information.StatisticalTest | |
| residuals.mean | ec.tstoolkit.information.StatisticalTest | |
| residuals.nruns | ec.tstoolkit.information.StatisticalTest | |
| residuals.res | [D | |
| residuals.seasbp | ec.tstoolkit.information.StatisticalTest | |
| residuals.seaslb | ec.tstoolkit.information.StatisticalTest | |
| residuals.ser | java.lang.Double | |
| residuals.ser-ml | java.lang.Double | |
| residuals.skewness | ec.tstoolkit.information.StatisticalTest | |
| s | ec.tstoolkit.timeseries.simplets.TsData | |
| s_f | ec.tstoolkit.timeseries.simplets.TsData | |
| sa | ec.tstoolkit.timeseries.simplets.TsData | |
| sa_f | ec.tstoolkit.timeseries.simplets.TsData | |
| span.end | ec.tstoolkit.timeseries.simplets.TsPeriod | |
| span.n | java.lang.Integer | |
| span.start | ec.tstoolkit.timeseries.simplets.TsPeriod | |
| t | ec.tstoolkit.timeseries.simplets.TsData | |
| t_f | ec.tstoolkit.timeseries.simplets.TsData | |
| tde | ec.tstoolkit.timeseries.simplets.TsData | |
| tde_f | ec.tstoolkit.timeseries.simplets.TsData | |
| y | ec.tstoolkit.timeseries.simplets.TsData | |
| y_ef | ec.tstoolkit.timeseries.simplets.TsData | |
| y_f | ec.tstoolkit.timeseries.simplets.TsData | |
| y_lin | ec.tstoolkit.timeseries.simplets.TsData | |
| y_lin_f | ec.tstoolkit.timeseries.simplets.TsData | |
| yc | ec.tstoolkit.timeseries.simplets.TsData | |
| yc_ef | ec.tstoolkit.timeseries.simplets.TsData | |
| yc_f | ec.tstoolkit.timeseries.simplets.TsData | |
| ycal | ec.tstoolkit.timeseries.simplets.TsData | |
| ycal_f | ec.tstoolkit.timeseries.simplets.TsData |
DIAGNOSTICS
The output contains the results of the diagnostics (good...) and – if any – the value of the diagnostics (when the suffix ‘:2’ is used) .
| Key | Description |
|---|---|
| diagnostics.basic checks.definition:2 | |
| diagnostics.basic checks.annual totals:2 | |
| diagnostics.visual spectral analysis.spectral seas peaks | |
| diagnostics.visual spectral analysis.spectral td peaks | |
| diagnostics.regarima residuals.normality:2 | |
| diagnostics.regarima residuals.independence:2 | |
| diagnostics.regarima residuals.spectral td peaks:2 | |
| diagnostics.regarima residuals.spectral seas peaks:2 | |
| diagnostics.outliers.number of outliers:2 | |
| diagnostics.out-of-sample.mean:2 | |
| diagnostics.out-of-sample.mse:2 | |
| diagnostics.m-statistics.q:2 | |
| diagnostics.m-statistics.q-m2:2 | |
| diagnostics.seats.seas variance:2 | |
| diagnostics.seats.irregular variance:2 | |
| diagnostics.seats.seas/irr cross-correlation:2 | |
| diagnostics.residual seasonality tests.qs test on sa:2 | |
| diagnostics.residual seasonality tests.qs test on i:2 | |
| diagnostics.residual seasonality tests.f-test on sa (seasonal dummies):2 | |
| diagnostics.residual seasonality tests.f-test on i (seasonal dummies):2 | |
| diagnostics.combined residual seasonality test.on sa:2 | |
| diagnostics.combined residual seasonality test.on sa (last 3 years):2 | |
| diagnostics.combined residual seasonality test.on irregular:2 | |
| diagnostics.residual trading days tests.f-test on sa:2 | |
| diagnostics.residual trading days tests.f-test on i:2 |