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Step2_Bereinigung_B1G_PI.R
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Step2_Bereinigung_B1G_PI.R
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# ~~~~~~~~~~~~~~~~~~~~~~~~~~
#
# Saisonbereigigung B1G Preise
#
# ~~~~~~~~~~~~~~~~~~~~~~~~~~
# b1g muss geladen sein
# Tramo Seat Entstehung ---------------------------
b1gPi <- perHts(
## A - Land- und Forstwirtschaft -------------------
# not seasonal
A = perTramo(b1g$PI[, "A"] , template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = FALSE,
usrdef.outliersType = NA,
usrdef.outliersDate = NA,
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
easter.type = NULL, easter.duration = 6,
# Arima-Model
automdl.enabled = FALSE,
arima.p = 1, arima.d = 1, arima.q = 0,
arima.bp = 0, arima.bd = 0, arima.bq = 0, arima.mu = FALSE),
## BTE - Industrie -------------------------------------
# not seasonal
BTE = perTramo(b1g$PI[, "BTE"] , template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = TRUE,
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 = 1, arima.q = 0,
arima.bp = 0, arima.bd = 0, arima.bq = 0, arima.mu = FALSE),
## C - Herstellung von Waren -------------------------------------
# not seasonal
C = perTramo(b1g$PI[, "C"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "AO",
"AO", "LS"),
usrdef.outliersDate = c("2008-01-01", "2009-04-01",
"2022-10-01", "2023-04-01"),
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
easter.type = "NA", easter.duration = 6,
# Arima-Model
automdl.enabled = FALSE,
arima.p = 1, arima.d = 1, arima.q = 0,
arima.bp = 0, arima.bd = 0, arima.bq = 0, arima.mu = FALSE),
## F - Bau --------------------
`F` = perTramo(b1g$PI[, "F"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "AO",
"LS"),
usrdef.outliersDate = c("2008-04-01", "2009-04-01",
"2020-07-01"),
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
easter.type = NULL, 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),
## G - Handel -----------------------------------
G = perTramo(b1g$PI[, "G"] , template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "AO",
"LS", "LS",
"LS"),
usrdef.outliersDate = c("2008-04-01", "2012-10-01",
"2019-01-01", "2022-04-01",
"2023-01-01"),
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
# easter.type = NULL, easter.duration = 6,
# Arima-Model
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 0,
arima.bp = 1, arima.bd = 0, arima.bq = 0, arima.mu = FALSE),
## H - Verkehr ---------------------------------
H = perTramo(b1g$PI[, "H"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "AO",
"AO", "AO",
"AO"),
usrdef.outliersDate = c("2008-01-01", "2008-10-01",
"2009-01-01", "2011-01-01",
"2024-01-01"),
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
easter.type = NULL, 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),
## I - Berherbergung und Gastro ---------------------
I = perTramo(b1g$PI[, "I"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "LS",
"LS", "AO"),
usrdef.outliersDate = c("2010-01-01", "2020-07-01",
"2022-01-01", "2022-04-01"),
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
# easter.type = "NA", easter.duration = 6,
# Arima-Model
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
## J - Information und Kommunikation -------------------
# not seasonal
J = perTramo(b1g$PI[, "J"], 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 = 2, arima.q = 2,
arima.bp = 0, arima.bd = 0, arima.bq = 0, arima.mu = FALSE),
## K - Finanz- und Versicherungswesen --------------------
# not seasonal
K = perTramo(b1g$PI[, "K"], template = "RSA3",
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = FALSE,
usrdef.outliersType = NA,
usrdef.outliersDate = NA,
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
# easter.type = "NA", easter.duration = 6,
# Arima-Model
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 0,
arima.bp = 0, arima.bd = 0, arima.bq = 0, arima.mu = FALSE),
## L Wohnungswesen --------------------
# not seasonal
L = perTramo(b1g$PI[, "L"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = FALSE,
# usrdef.outliersType = NULL,
# usrdef.outliersDate = NULL,
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
easter.type = "Unused",
# 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),
## M_N Unternehmensdienstleistungen -------------------------------
# not seasonal
M_N = perTramo(b1g$PI[, "M_N"], template = "RSA3",
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = FALSE,
usrdef.outliersType = NA,
usrdef.outliersDate = NA,
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
# easter.type = "NA", easter.duration = 6,
# Arima-Model
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 0, arima.bq = 0, arima.mu = FALSE),
## OTQ ------------------------------------------
OTQ = perTramo(b1g$PI[, "OTQ"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "AO",
"AO", "AO",
"TC", "LS"),
usrdef.outliersDate = c("1999-10-01", "2000-10-01",
"2001-10-01", "2000-01-01",
"1999-01-01", "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),
## RTU Unterhaltung, Kunst, Sport ------------------------------------------
RTU = perTramo(b1g$PI[, "RTU"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "AO",
"AO", "LS"),
usrdef.outliersDate = c("1999-10-01", "2020-04-01",
"2020-10-01", "2023-01-01"),
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
easter.type = "NA", easter.duration = 6,
# Arima-Model
automdl.enabled = FALSE,
arima.p = 1, arima.d = 1, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE)
)
# RUN ----------
b1gPi$run()
output_b1gPi <- lapply(b1gPi$components, function(x){
x$output$final$series
})