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Step2_Bereinigung_AV_HW.R
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Step2_Bereinigung_AV_HW.R
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# ~~~~~~~~~~~~~~~~~~~~~~~~~~
#
# Saisonbereigigung Arbeitsvolumen Hours Worked
#
# ~~~~~~~~~~~~~~~~~~~~~~~~~~
# av muss geladen sein
# SAL ---------------------------------
av_HW_SAL <- perHts(
# Hier wurden AT6 plus Easter identifiziert (Grenzwert)
# 1
SALxHWxW2xA = perTramo(av[, "SALxHWxW2xA"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS"),
usrdef.outliersDate = c("2011-07-01"),
# # Trading Days ---------------------------------------------------------
usrdef.varEnabled = FALSE,
usrdef.var = td7, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 0, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = TRUE),
# ====================================================================================
# 2
SALxHWxW2xBTE = perTramo(av[, "SALxHWxW2xBTE"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "AO"),
usrdef.outliersDate = c("2009-01-01", "2020-04-01"),
# Trading Days ---------------------------------------------------------
usrdef.varEnabled = TRUE,
usrdef.var = td7, usrdef.varType = "Calendar",
tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
easter.type = "IncludeEaster", easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 1, arima.d = 0, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# ====================================================================================
# 3
SALxHWxW2xC = perTramo(av[, "SALxHWxW2xC"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "LS",
"AO", "AO"),
usrdef.outliersDate = c("2009-01-01", "2020-01-01",
"2020-04-01", "2020-07-01"),
# Trading Days ---------------------------------------------------------
usrdef.varEnabled = TRUE,
usrdef.var = td7, usrdef.varType = "Calendar",
tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
easter.type = "IncludeEaster", easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 1, arima.d = 0, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# ====================================================================================
# 4
SALxHWxW2xF = perTramo(av[, "SALxHWxW2xF"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "None",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "AO",
"TC"),
usrdef.outliersDate = c("2020-01-01", "2020-04-01",
"2008-01-01"),
# Trading Days ---------------------------------------------------------
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
easter.type = "IncludeEaster", easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 1, arima.d = 0, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 0, arima.mu = FALSE),
# ====================================================================================
# 5
SALxHWxW2xGTI = perTramo(av[, "SALxHWxW2xGTI"] , template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c( "TC", "AO",
"AO", "LS",
"AO"),
usrdef.outliersDate = c("2020-04-01", "2020-07-01",
"2021-01-01", "2020-01-01",
"2021-07-01"),
# # Trading Days ---------------------------------------------------------
usrdef.varEnabled = FALSE,
usrdef.var = td5, usrdef.varType = "Calendar",
tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = "IncludeEaster", easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# ====================================================================================
# 6
SALxHWxW2xJ = perTramo(av[, "SALxHWxW2xJ"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
# usrdef.outliersType = NA,
# usrdef.outliersDate = NA,
# Trading Days ---------------------------------------------------------
usrdef.varEnabled = TRUE,
usrdef.var = td7lY, usrdef.varType = "Calendar",
tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
easter.type = "IncludeEaster", easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# =====================================================================================
# 7
SALxHWxW2xK = perTramo(av[, "SALxHWxW2xK"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO"),
usrdef.outliersDate = c("2022-07-01"),
# Trading Days ---------------------------------------------------------
usrdef.varEnabled = TRUE,
usrdef.var = td7, usrdef.varType = "Calendar",
tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE, ######
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# =====================================================================================
# 8
SALxHWxW2xL = perTramo(av[, "SALxHWxW2xL"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
# usrdef.outliersEnabled = FALSE,
# usrdef.outliersType = NA,
# usrdef.outliersDate = NA,
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE, ######
arima.p = 1, arima.d = 0, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = TRUE),
# =====================================================================================
# 9
SALxHWxW2xM_N = perTramo(av[, "SALxHWxW2xM_N"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "LS", "AO"),
usrdef.outliersDate = c("2009-01-01","2020-01-01", "2020-04-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# =====================================================================================
# 10
SALxHWxW2xOTQ = perTramo(av[, "SALxHWxW2xOTQ"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO"),
usrdef.outliersDate = c("2020-04-01"),
# Trading Days ---------------------------------------------------------
usrdef.varEnabled = TRUE,
usrdef.var = td7, usrdef.varType = "Calendar",
tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 0, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = TRUE),
# =====================================================================================
# 11
SALxHWxW2xRTU = perTramo(av[, "SALxHWxW2xRTU"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "TC"),
usrdef.outliersDate = c("2020-04-01","2020-10-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE)
# =====================================================================================
)
av_HW_SAL$run()
output_hw_sal <- lapply(av_HW_SAL$components, function(x){
x$output$final$series
})
# SELF ----------------
av_HW_SELF <- perHts(
# Hier wurden AT6 plus Easter identifiziert (Grenzwert)
# 1
SELFxHWxW2xA = perTramo(av[, "SELFxHWxW2xA"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("TC", "AO",
"LS"),
usrdef.outliersDate = c("2011-01-01", "2017-01-01",
"2020-01-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = TRUE),
# ====================================================================================
# 2
SELFxHWxW2xBTE = perTramo(av[, "SELFxHWxW2xBTE"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS","TC"),
usrdef.outliersDate = c("2007-10-01","2010-07-01"),
# Trading Days ---------------------------------------------------------
usrdef.varEnabled = TRUE,
usrdef.var = td7, usrdef.varType = "Calendar",
tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = "IncludeEaster", easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 0, arima.bq = 1, arima.mu = TRUE),
# ====================================================================================
# 3
SELFxHWxW2xC = perTramo(av[, "SELFxHWxW2xC"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
# usrdef.outliersEnabled = FALSE,
# usrdef.outliersType = NA,
# usrdef.outliersDate = NA,
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = td5lY, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 0, arima.q = 3,
arima.bp = 1, arima.bd = 0, arima.bq = 0, arima.mu = TRUE),
# ====================================================================================
# 4
SELFxHWxW2xF = perTramo(av[, "SELFxHWxW2xF"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
#usrdef.outliersType = NA,
#usrdef.outliersDate = NA,
# Trading Days ---------------------------------------------------------
usrdef.varEnabled = TRUE,
usrdef.var = td5, usrdef.varType = "Calendar",
tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = TRUE),
# ====================================================================================
# 5
SELFxHWxW2xGTI = perTramo(av[, "SELFxHWxW2xGTI"] , template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "None",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO",
"AO"),
usrdef.outliersDate = c("2020-04-01",
"2020-10-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
#tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# ====================================================================================
# 6
SELFxHWxW2xJ = perTramo(av[, "SELFxHWxW2xJ"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
# usrdef.outliersType = NA,
# usrdef.outliersDate = NA,
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# =====================================================================================
# 7
SELFxHWxW2xK = perTramo(av[, "SELFxHWxW2xK"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
# usrdef.outliersEnabled = FALSE,
# usrdef.outliersType = NA,
# usrdef.outliersDate = NA,
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE, ######
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 0, arima.bq = 0, arima.mu = TRUE),
# =====================================================================================
# 8
SELFxHWxW2xL = perTramo(av[, "SELFxHWxW2xL"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO","AO"),
usrdef.outliersDate = c("1999-07-01","2023-10-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE, ######
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 0, arima.bq = 0, arima.mu = TRUE),
# =====================================================================================
# 9
SELFxHWxW2xM_N = perTramo(av[, "SELFxHWxW2xM_N"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
# usrdef.outliersEnabled = FALSE,
# usrdef.outliersType = NA,
# usrdef.outliersDate = NA,
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# =====================================================================================
# 10
SELFxHWxW2xOTQ = perTramo(av[, "SELFxHWxW2xOTQ"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "AO",
"TC", "AO"),
usrdef.outliersDate = c("2004-01-01", "2009-01-01",
"2009-10-01", "2020-04-01"),
# Trading Days ---------------------------------------------------------
# usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
# =====================================================================================
# 11
SELFxHWxW2xRTU = perTramo(av[, "SELFxHWxW2xRTU"], template = "RSA3",
# Transformation -------------------------------------------------------
transform.function = "Log",
# Outliers -------------------------------------------------------------
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
# usrdef.outliersType = NA,
# usrdef.outliersDate = NA,
# Trading Days ---------------------------------------------------------
usrdef.varEnabled = TRUE,
usrdef.var = td5, usrdef.varType = "Calendar",
tradingdays.option = "UserDefined",
# Easter ---------------------------------------------------------------
# easter.type = NA, easter.duration = 6,
# Arima-Model ----------------------------------------------------------
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 0, arima.bq = 0, arima.mu = FALSE) # not seasonal
# =====================================================================================
)
av_HW_SELF$run()
output_hw_self <- lapply(av_HW_SELF$components, function(x){
x$output$final$series
})