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+ vignettes/run_jwsacruncher.Rmd
+ run_jwsacruncher.RmdTo use rjwsacruncher you need to download the
+JWACruncher. It is available on https://github.com/jdemetra/jdemetra-app/releases (for
+JDemetra+ 2.x.y versions) or https://github.com/jdemetra/jdemetra-app/releases (for
+JDemetra+ 3.x.y versions). It can also be downloaded with the function
+download_cruncher():
+library(rjwsacruncher)
+# Directory where to save the JWSACruncher:
+directory <- tempdir()
+download_cruncher(directory)
+# for JDemetra+ 3.x.y versions :
+download_cruncher(directory, v3 = TRUE)To configure the JWSACruncher with a portable version of Java you can
+use the function configure_jwsacruncher(). See
+?configure_jwsacruncher for more informations.
To run the JWSACruncher you need three files:
+In rjwsacruncher, there are four functions associated to run the +JWSACruncher:
+create_param_file() or list2param_file()
+to create the “.param” parameter file;cruncher() to run the JWSACruncher on a workspace from
+a parameter file;cruncher_and_param() to run the ‘JWSACruncher’ on a
+workspace while creating the parameter file;update_workspace() to update a workspace without
+exporting the results.create_param_file()
+The parameters of the function create_param_file() are
+those described in the wiki of the JWSACruncher: https://github.com/jdemetra/jwsacruncher/wiki. The three
+most important parameters of create_param_file() are:
policy the refresh policy (see table below).| Option on JDemetra+ | +Option for the JWSACruncher | +Short name | +Description | +
|---|---|---|---|
| Current[AO]: fixed model + AO for new data | +current | +n | +The ARIMA model, outliers and other regression +parameters are not re-identified and the values of all parameters are +fixed. The transformation type remains unchanged. An additive outlier +(AO) is added for new data | +
| Partial concurrent adjustment -> Fixed model | +fixed | +f | +The ARIMA model, outliers and other regression +parameters are not re-identified and the values of all parameters are +fixed. The transformation type remains unchanged. | +
| Partial concurrent adjustment -> Estimate regression +coefficients | +fixedparameters | +fp | +The ARIMA model, outliers and other regression +parameters are not re-identified. The coefficients of the ARIMA model +are fixed, other coefficients are re-estimated. The transformation type +remains unchanged. | +
| Partial concurrent adjustment -> Estimate regression +coefficients + Arima parameters | +parameters (by default) | +p | +The ARIMA model, outliers and other regression +parameters are not re-identified. All parameters of the RegARIMA model +are re-estimated. The transformation type remains unchanged. | +
| Partial concurrent adjustment -> Estimate regression +coefficients + Last outliers | +lastoutliers | +l | +The ARIMA model, outliers (except from the outliers in +the last year of the sample) and other regression parameters are not +re-identified. All parameters of the RegARIMA model are re-estimated. +The outliers in the last year of the sample are re-identified. The +transformation type remains unchanged. | +
| Partial concurrent adjustment -> Estimate regression +coefficients + all outliers | +outliers | +o | +The ARIMA model and regression parameters, except from +outliers) are not re-identified. All parameters of the RegARIMA model +are re-estimated. All outliers are re-identified. The transformation +type remains unchanged. | +
| Partial concurrent adjustment -> Estimate regression +coefficients + Arima model | +stochastic | +s | +Re-identification of the ARIMA model, outliers and +regression variables, except from the calendar variables. The +transformation type remains unchanged. | +
| Concurrent | +complete (or concurrent) | +c | +Re-identification of the whole RegARIMA model. | +
matrix_item character containing the items of the
+matrix output. By default, the items defined in the option
+default_matrix_item are exported. To change it we can
+change the option default_matrix_item or the parameter
+matrix_item:
+# To get the default parameters
+getOption("default_matrix_item")
+# To change the default parameters to, for example, only export
+# the information criteria:
+options(default_matrix_item = c("likelihood.aic",
+ "likelihood.aicc",
+ "likelihood.bic",
+ "likelihood.bicc"))tsmatrix_series character containing the names of the
+times series to export. By default, the items defined in the option
+default_tsmatrix_series are exported. To change it we can
+change the option default_tsmatrix_series or the parameter
+tsmatrix_series:
+# To get the default parameters
+getOption("default_tsmatrix_series")
+# To change the default parameters to, for example, only export
+# the seasonally adjusted series and its forecasts:
+options(default_tsmatrix_series = c("sa", "sa_f"))For more informations, see the help of the function:
+?create_param_file. Below some examples to create the
+parameter file:
+export_dir <- tempdir()
+# To create the file parameters.params in the directory export_dir with
+# the refresh policy "lastoutliers" and the others default parameters:
+create_param_file(dir_file_param = export_dir,
+ policy = "lastoutliers")
+
+# If the options "default_matrix_item" and "default_tsmatrix_series" were
+# changed to only export the information criteria, the seasonally adjusted series and its forecasts, the previous code is equivalent to:
+create_param_file(dir_file_param = export_dir,
+ policy = "lastoutliers",
+ matrix_item = c("likelihood.aic", "likelihood.aicc",
+ "likelihood.bic", "likelihood.bicc"),
+ tsmatrix_series = c("sa", "sa_f"))Parameter files can be read with read_param_file() which
+returns a list than can also be modified and exported with
+list2param_file():
+param_f <- read_param_file(file.path(export_dir, "parameters.param"))
+str(param_f)## List of 7
+## $ config :List of 4
+## ..$ bundle : chr "10000"
+## ..$ csv_layout : chr "list"
+## ..$ csv_separator: chr ";"
+## ..$ ndecs : chr "6"
+## $ policy : chr "lastoutliers"
+## $ refreshall : logi TRUE
+## $ output : NULL
+## $ matrix_item : chr [1:4] "likelihood.aic" "likelihood.aicc" "likelihood.bic" "likelihood.bicc"
+## $ tsmatrix_series: chr [1:2] "sa" "sa_f"
+## $ paths_path : NULLThe default parameters files of JDemetra+ 2.x.y and JDemetra+ 3.x.y
+can be retrieved with default_param_file().
To run the JWSACruncher with cruncher() or
+cruncher_and_param(), you have to specify the path to the
+JWSACruncher (cruncher_bin_directory parameter) and the
+path to the workspace (workspace parameter).
By default, the path to the JWSACruncher is the value of the option
+cruncher_bin_directory: therefore you only have to change
+this option once so that it applies to all the future running. The path
+to specify is the folder containing the jwsacruncher.bat file
+which is under the “Bin” folder of the JWSACruncher. Thus, if it is
+installed in D:\jdemetra-cli-2.2.2, the file
+jwsacruncher.bat will be under
+D:\jdemetra-cli-2.2.2\bin and you have to change the
+cruncher_bin_directory option as follows:
+options(cruncher_bin_directory = "D:/jdemetra-cli-2.2.2/bin/")If no workspace is specified, a dialog box opens to select it.
+The cruncher_and_param() function allows to create a
+temporary parameter file with create_param_file() and then
+run the JWSACruncher with cruncher(). In addition to the
+parameters available in these two functions,
+cruncher_and_param() allows to rename the output folder
+containing the workspace results so that they are equal to the names of
+the multi-documents displayed in the JDemetra+ software with the
+parameter rename_multi_documents (equals to
+FALSE by default). Below are some examples:
+# The following code updates the workspace "workspace", that is under the folder D:/,
+# with the refresh policy "lastoutliers". Others parameters are the default ones of create_param_file().
+# In particular, the exported parameters are those of the options
+# "default_matrix_item" options and "default_tsmatrix_series" and the results
+# will be under D:/workspace/Output/.
+cruncher_and_param(workspace = "D:/workspace.xml",
+ policy = "lastoutliers")
+
+# Use the parameter "outpout" to change the folder that will contains the results
+cruncher_and_param(workspace = "D:/workspace.xml",
+ output = "D:/Results/",
+ policy = "lastoutliers")
+
+# To change the names of the folders containing the outputs so that they are equal
+# to the names of the multi-documents displayed in JDemetra+, use the parameter
+# "rename_multi_documents = TRUE". The parameter "delete_existing_file = TRUE"
+# allows to delete any existing folders with the same name as the multi-documents.
+cruncher_and_param(workspace = "D:/workspace.xml",
+ rename_multi_documents = TRUE,
+ delete_existing_file = TRUE,
+ policy = "lastoutliers")
+
+# To see the other parameters:
+?cruncher_and_param