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merangelik opened this issue Feb 5, 2025 · 0 comments
Open

get outliers with userdefined parameter in x13_fast() #69

merangelik opened this issue Feb 5, 2025 · 0 comments

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@merangelik
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Hi,
I have a question regarding the userdefined parameter in x13_fast(), I don't fully understand the naming convention yet...
What kind of string would give me all the outliers at once and not just the first one, which is what I get when I use 'regression.outlier(*)'?:

> data(UKgas, package = "datasets")
> dict <- rjd3x13::x13_dictionary() 
> sp <- rjd3x13::x13_spec(name="rsa3")
> 
> userdefined1 <-c("regression.nout","regression.outlier(*)")
> res <- rjd3x13::x13_fast(UKgas, spec = sp, context = NULL, 
+                          userdefined = userdefined1)
> res$user_defined
$regression.nout
[1] 2

$`regression.outlier(*)`
             Estimate Std. Error   T-stat     Pr(>|t|)
AO (9-1970) 0.3996396 0.05504676 7.260002 8.890555e-11

attr(,"class")
[1] "user_defined"
> 

The only way of retrieving the remaining outliers I found was by calling for them separately:

> userdefined2 <-c("regression.nout","regression.outlier(1)","regression.outlier(2)")
> res <- rjd3x13::x13_fast(UKgas, spec = sp, context = NULL, 
+                          userdefined = userdefined2)
> res$user_defined
$regression.nout
[1] 2

$`regression.outlier(1)`
             Estimate Std. Error   T-stat     Pr(>|t|)
AO (9-1970) 0.3996396 0.05504676 7.260002 8.890555e-11

$`regression.outlier(2)`
               Estimate Std. Error   T-stat    Pr(>|t|)
AO (12-1970) -0.3669704 0.05504676 -6.66652 1.50226e-09

attr(,"class")
[1] "user_defined"
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