Comments (4)
I have exactly the same question - Kévin did you manage to work out how to do this?
(I've been using these scripts instead of the newer RJDemetra package as the package doesn't include the moving trading day, whereas these scripts do allow the moving trading day to be accessed.)
Thanks,
Peter.
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Hi Peter.
Unfortunately, I didn’t find any solution. I have just separated the time serie which need the special treatment. Then, I have created a simple link between original JDemetra+ and R. It’s not a smart solution but it works (because I only have a single special time serie).
If you succeed in finding some solution, I will take it with pleasure !
Kévin
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I just added a new function (spec_span) to deal with that problem. See the code for more details. See also jd_testsa for an example (with tramo)
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Thanks Jean, that's wonderful, it worked well for me. (Apologies for taking a little while to reply, I was away from my desk for a few days.)
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