Define a hierarchical time series — perHts • persephone

Combine mutliple objects of persephone objects into a new persephone object. The resulting time series can perform direct and indirect adjustments.

perHts(
  ...,
  method = c("tramoseats", "x13"),
  userdefined = NULL,
  spec = NULL,
  list = NULL,
  weights = NULL
)

Arguments

...: ne or more objects which are either of class persephone or can be coerced to persephone objects with as_persephone. If more than one element is supplied, the underlying time series must have the same time instances. All elements supplied in ... must be named.
method: specifies the method to be used for the direct adjustment of the aggregate series. tramoseats or x13
userdefined: passed as the userdefined argument to tramoseats() or x13()
spec: a model specification returned by x13_spec() or tramoseats_spec()
list: a list of persephone objects as alternative input to .... This argument can also handle mts objects
weights: either a vector if the same weight is used for all time points or a list of ts objects or a mts object if the weight varies for different time points. They must have the same length as the number of components.

Examples

if (FALSE) {
objX13 <- perX13(AirPassengers, "RSA3")

ht <- perHts(a = objX13, b = objX13, method = "x13")

ht$updateParams(easter.enabled = TRUE)

ht$updateParams(component = "a", usrdef.outliersEnabled = TRUE,
                     usrdef.outliersType = c("AO","LS","LS"),
                     usrdef.outliersDate=c("1950-01-01","1955-04-01","1959-10-01"))
ht$run()
ht$adjustedDirect
ht$adjustedIndirect

ht2 <- perHts(a = ht, b = objX13)
ht2$run()
ht2$adjustedDirect
ht2$adjustedIndirect
}