Demetra Components#
Below is a list of the available components and their descriptions:
Original and Forecasted Series#
y : Original series
y_f : Forecasts of the original series
y_ef : Standard errors of the forecasts of the original
y_c : Interpolated series
yc_f : Forecasts of the interpolated series
yc_ef : Standard errors of the forecasts of the interpolated
Linearized and Corrected Series#
y_lin : Linearised series (not transformed)
l : Linearised series (transformed)
ycal : Series corrected for calendar effects
ycal_f : Forecasts of the series corrected for calendar effects
l_f : Forecasts of the linearised series
l_b : Backcasts of the linearised series
Trend and Seasonally Adjusted Components#
t : Trend (including deterministic effects)
t_f : Forecasts of the trend
sa : Seasonally adjusted series (including deterministic effects)
sa_f : Forecasts of the seasonally adjusted series
Seasonal, Irregular, and Deterministic Components#
s : Seasonal component (including deterministic effects)
s_f : Forecasts of the seasonal component
i : Irregular component (including deterministic effects)
i_f : Forecasts of the irregular component
det : All deterministic effects
det_f : Forecasts of the deterministic effects
Calendar and Holiday Effects#
cal : Calendar effects
cal_f : Forecasts of the calendar effects
tde : Trading day effect
tde_f : Forecasts of the trading day effect
mhe : Moving holidays effects
mhe_f : Forecasts of the moving holidays effects
ee : Easter effect
ee_f : Forecasts of the Easter effect
omhe : Other moving holidays effects
omhe_f : Forecasts of the other moving holidays effects
Outliers and Regression Effects#
out : All outliers effects
out_f : Forecasts of all outliers effects
out_i : Outliers effects related to irregular (AO, TC)
out_i_f : Forecasts of outliers effects related to irregular (TC)
out_t : Outliers effects related to trend (LS)
out_t_f : Forecasts of outliers effects related to trend (LS)
out_s : Outliers effects related to seasonal (SO)
out_s_f : Forecasts of outliers effects related to seasonal (SO)
reg : All other regression effects
reg_f : Forecasts of all other regression effects
reg_i : Regression effects related to irregular
reg_i_f : Forecasts of regression effects related to irregular
reg_t : Regression effects related to trend
reg_t_f : Forecasts of regression effects related to trend
reg_s : Regression effects related to seasonal
reg_s_f : Forecasts of regression effects related to seasonal
reg_sa : Regression effects related to seasonally adjusted series
reg_sa_f : Forecasts of regression effects related to seasonally adjusted
reg_y : Separate regression effects
reg_y_f : Forecasts of separate regression effects
RegARIMA Model and Decomposition Components#
fullresiduals : Full residuals of the RegARIMA model
decomposition.y_lin : Linearised series used as input in the decomposition
decomposition.y_lin_f : Forecast of the linearised series used as input
decomposition.t_lin : Trend produced by the decomposition
decomposition.t_lin_f : Forecasts of the trend produced by the decomposition
decomposition.s_lin : Seasonal component produced by the decomposition
decomposition.s_lin_f : Forecasts of the seasonal component produced by the decomposition
decomposition.i_lin : Irregular component produced by the decomposition
decomposition.i_lin_f : Forecasts of the irregular component produced by the decomposition
decomposition.sa_lin : Seasonally adjusted series produced by the decomposition
decomposition.sa_lin_f : Forecasts of the seasonally adjusted series produced by the decomposition
decomposition.si_lin : Seasonal-Irregular component produced by the decomposition
Benchmarking and Other Components#
lambda decomposition_a-tables_a1 : For X-13ARIMA-SEATS only. Series
benchmarking_result : Benchmarked seasonally adjusted series
benchmarking_target : Target for the benchmarking