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Step2_Bereinigung_B1G_vol.R
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Step2_Bereinigung_B1G_vol.R
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# ~~~~~~~~~~~~~~~~~~~~~~~~~~
#
# Saisonbereigigung B1G Volumen
#
# ~~~~~~~~~~~~~~~~~~~~~~~~~~
# b1g muss geladen sein
# Tramo Seat Entstehung ---------------------------
b1gVol <- perHts(
## A - Land- und Forstwirtschaft
# ist getrennt siehe unten
## BTE - Industrie -------------------------------------
BTE = perTramo(b1g$L[, "BTE"] , template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "LS",
"AO"),
usrdef.outliersDate = c("2008-10-01", "2009-01-01",
"2020-04-01"),
# Trading Days
usrdef.varEnabled = TRUE,
usrdef.var = td5, usrdef.varType = "Calendar",
tradingdays.option = "UserDefined",
# Easter
easter.type = "IncludeEaster", easter.duration = 6,
# Arima-Model
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
## C - Herstellung von Waren -------------------------------------
C = perTramo(b1g$L[, "C"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "LS",
"AO"),
usrdef.outliersDate = c("2008-10-01", "2009-01-01",
"2020-04-01"),
# Trading Days
usrdef.varEnabled = TRUE,
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 = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
## F - Bau --------------------
# ist getrennt siehe unten
## G - Handel -----------------------------------
# ist getrennt siehe unten
## H - Verkehr ---------------------------------
H = perTramo(b1g$L[, "H"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "LS",
"AO", "AO",
"AO", "AO",
"AO", "AO",
"AO"),
usrdef.outliersDate = c("2003-01-01", "2009-01-01",
"2020-04-01", "2020-07-01",
"2020-10-01", "2021-01-01",
"2021-04-01", "2022-02-01",
"2022-07-01"),
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
easter.type = NULL, easter.duration = 6,
# Arima-Model
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
## I - Berherbergung und Gastro ---------------------
I = perTramo(b1g$L[, "I"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "AO",
"AO", "AO",
"AO", "AO",
"AO", "AO",
"AO"),
usrdef.outliersDate = c("2020-01-01", "2020-04-01",
"2020-07-01", "2020-10-01",
"2021-01-01", "2021-04-01",
"2021-07-01", "2021-10-01",
"2022-01-01"),
# 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 = 1, arima.mu = FALSE),
## J - Information und Kommunikation -------------------
J = perTramo(b1g$L[, "J"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "AO"),
usrdef.outliersDate = c("2020-01-01", "2020-04-01"),
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
easter.type = "IncludeEaster", easter.duration = 6,
# Arima-Model
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
## K - Finanz- und Versicherungswesen --------------------
K = perTramo(b1g$L[, "K"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "LS"),
usrdef.outliersDate = c("2008-10-01", "2023-01-01"),
# 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 = 1, arima.bq = 1, arima.mu = FALSE),
## L Wohnungswesen --------------------
# not seasonal
L = perTramo(b1g$L[, "L"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = FALSE,
# usrdef.outliersType = NULL,
# usrdef.outliersDate = NULL,
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
easter.type = "Unused",
# Arima-Model
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 0, arima.bq = 0, arima.mu = FALSE),
## M_N Unternehmensdienstleistungen -------------------------------
M_N = perTramo(b1g$L[, "M_N"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "AO",
"LS", "LS"),
usrdef.outliersDate = c("2009-01-01", "2020-04-01",
"2020-04-01", "2023-01-01"),
# Trading Days
usrdef.varEnabled = TRUE,
usrdef.var = td5lY, usrdef.varType = "Calendar",
tradingdays.option = "UserDefined",
# Easter
easter.type = "Unused",
# Arima-Model
automdl.enabled = FALSE,
arima.p = 1, arima.d = 0, arima.q = 3,
arima.bp = 0, arima.bd = 1, arima.bq = 0, arima.mu = TRUE),
## OTQ ------------------------------------------
OTQ = perTramo(b1g$L[, "OTQ"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "AO",
"LS", "AO"),
usrdef.outliersDate = c("2003-07-01", "2003-10-01",
"2020-01-01", "2020-04-01"),
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
easter.type = "IncludeEaster", easter.duration = 6,
# Arima-Model
automdl.enabled = FALSE,
arima.p = 3, arima.d = 0, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = TRUE),
## RTU Unterhaltung, Kunst, Sport ------------------------------------------
RTU = perTramo(b1g$L[, "RTU"], template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO", "LS",
"LS", "AO",
"LS", "AO",
"AO", "LS",
"AO", "LS"),
usrdef.outliersDate = c("2014-07-01", "2019-10-01",
"2020-01-01", "2020-04-01",
"2020-04-01", "2020-10-01",
"2021-01-01", "2021-07-01",
"2021-10-01", "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)
)
# RUN ----------
b1gVol$run()
output_b1gVol <- lapply(b1gVol$components, function(x){
x$output$final$series
})
# Reihen die 2010 getrennt werden --------------
b1gVol2010 <- perHts(
## F - Bau --------------------
`F` = perTramo(b1g$L[, "F"] %>% window(start = 2010), 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 = 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 = 0, arima.q = 2,
arima.bp = 0, arima.bd = 1, arima.bq = 0, arima.mu = FALSE),
## G - Handel -----------------------------------
G = perTramo(b1g$L[, "G"] %>% window(start = 2010), template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("LS", "AO"),
usrdef.outliersDate = c("2020-01-01", "2020-04-01"),
# Trading Days
usrdef.varEnabled = TRUE,
usrdef.var = td5, usrdef.varType = "Calendar",
tradingdays.option = "UserDefined",
# Easter
easter.type = NULL, easter.duration = 6,
# Arima-Model
automdl.enabled = FALSE,
arima.p = 0, arima.d = 1, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 0, arima.mu = FALSE)
)
b1gVol2010zr <- perHts(
## F - Bau --------------------
`F` = perTramo(b1g$L[, "F"] %>% window(end = c(2010,4)), template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO"),
usrdef.outliersDate = c("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 = 0, arima.d = 1, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE),
## G - Handel -----------------------------------
G = perTramo(b1g$L[, "G"] %>% window(end = c(2010,4)), template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c( "AO", "AO"),
usrdef.outliersDate = c("2002-07-01", "2008-10-01"),
# Trading Days
usrdef.varEnabled = TRUE,
usrdef.var = td5, usrdef.varType = "Calendar",
tradingdays.option = "UserDefined",
# Easter
easter.type = "NA", easter.duration = 6,
# Arima-Model
automdl.enabled = FALSE,
arima.p = 1, arima.d = 0, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 0, arima.mu = TRUE)
)
# Reihen die 2012 getrennt werden --------------
b1gVol2012 <- perHts(
## A - Land- und Forstwirtschaft -------------------------------------
A = perTramo(b1g$L[, "A"] %>% window(start = 2012), 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 = 2, arima.d = 0, arima.q = 0,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE)
)
b1gVol2012zr <- perHts(
## A - Land- und Forstwirtschaft -------------------------------------
A = perTramo(b1g$L[, "A"] %>% window(end = c(2012,4)), template = "RSA3",
# Transformation
transform.function = "Log",
# Outliers
outlier.enabled = FALSE,
usrdef.outliersEnabled = TRUE,
usrdef.outliersType = c("AO"),
usrdef.outliersDate = c("2012-01-01"),
# Trading Days
usrdef.varEnabled = FALSE,
# usrdef.var = NA, usrdef.varType = "Calendar",
# tradingdays.option = "UserDefined",
# Easter
easter.type = NULL, easter.duration = 6,
# Arima-Model
automdl.enabled = FALSE,
arima.p = 0, arima.d = 0, arima.q = 1,
arima.bp = 0, arima.bd = 1, arima.bq = 1, arima.mu = FALSE)
)
# Reihen Zusammen Stückeln --------------------------
## 2010 -----------------------
b1gVol2010$run()
b1gVol2010zr$run()
output_b1gVol <- c(output_b1gVol, lapply(names(b1gVol2010$components), function(x){
ts_bind(b1gVol2010$components[[x]]$output$final$series[,c("y", "sa", "t")],
b1gVol2010zr$components[[x]]$output$final$series[,c("y", "sa", "t")])%>%
ts_c(s = .[, "y"]/.[,"sa"],
i = .[, "sa"]/.[, "t"])
}) %>%
`names<-`(names(b1gVol2010$components)))
## 2012 ----------------
b1gVol2012$run()
b1gVol2012zr$run()
output_b1gVol$A <- ts_bind(b1gVol2012$output$final$series[,c("y", "sa", "t")],
b1gVol2012zr$output$final$series[,c("y", "sa", "t")]) %>%
ts_c(s = .[, "y"]/.[,"sa"],
i = .[, "sa"]/.[, "t"])