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NEWS
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1.3.0 2016-08-07
--------------------------------------------------------------------------------
new features
- udg(): utility function to extract type converted udg statistics
e.g., M quality statistics of X-11
- summary() can be customized, e.g, to include M quality statistics
- methods for R generics: AIC(), BIC(), nobs(), logLik()
deprecated
- non-html binaries: startup message to announce drop of support
- arimamodel(): use the more general 'udg(x, "x13mdl")'
under the hood
- statistics used by other functions (e.g., summary) are imported by udg()
- 'lks' output of X-13 is not used and produced anymore, as the content can be
accessed by udg()
documentation
- updated documentation to include udg()
- various minor adjustments
bug fixes
- estimate.armacmatrix can now be imported
(https://github.com/christophsax/seasonal/issues/160)
- minor fixes in inspect()
(https://github.com/christophsax/seasonal/issues/162)
- range outliers (e.g. TL) show up in plot.seas() with start date, rather
than causing an error.
(https://github.com/christophsax/seasonal/issues/163)
1.2.1 2016-02-11
--------------------------------------------------------------------------------
bug fixes
- If the startup check of x13binary has failed, this prevented seasonal from
beeing loaded and installed. Now the startup check tells you what to do in
such a case. This affects, e.g., Windows computers with library location set
to an UNC path. (https://github.com/x13org/x13binary/issues/30)
- temporarily change working directory on Windows, as X-13 (sometimes) writes
to it. (https://github.com/x13org/x13binary/issues/28)
1.2.0 2016-01-22
--------------------------------------------------------------------------------
major changes
- No separate binary download required anymore! seasonal now depends on the
x13binary package to access pre-built binaries of X-13ARIMA-SEATS for all
platforms. Many thanks to Dirk Eddelbuettel for the fantastic work on
x13binary!
Installing seasonal and the binaries is now as easy as:
install.packages('seasonal')
enhancements
- basic X-13 tests on all CRAN platforms (except Solaris)
- The return value of the (experimental) import.spc function has a better name
for the main compontent ('$seas', instead of '$call').
documentation
- updated documentation to reflect the new installation process
- new example in ?genhol: replicate X-13 Arima model in R
- improved description of examples in ?import.spc
bug fixes
- fix for rare convergence error messages
- annual series are now recognized
- 'inspect' call evaluated in global env. This solves an issue with series
that had the same name as primitive functions (e.g., 'prod')
- seas can be imported and used without loading the namespace
(e.g. seasonal::seas())
- plot.seas: fixed wrong sign in transfom = "PC" and "PCY"
defunct
- slidingspans, revisions, regressioneffects have been defunct for a while and
were removed from the package
1.1.0 2015-10-08
--------------------------------------------------------------------------------
bug fixes
- single series are dimension-less ts objects, rather than n times 1 matrices
- more precise error msg in parse_spc
documentation
- updated links to vignette and examples
- new example in series
1.0.0 2015-08-14
--------------------------------------------------------------------------------
new features
- experimental import.spc, to read existing .spc files into R.
Thanks, Brian Monsell.
- experimental import.ts, to read existing X-13 data files into R.
- with 'seats = NULL', seasonal adjustment can be completly turned of, to use
X-13 for other purposes than seasonal adjustment.
enhancements
- within-session parallelization: the temporary location name of the X13 run
now changes each time, which makes the function suitable for within-session
parallelization (e.g., with mclapply). Cluster parallelization using
parlApply works as before and is recommended on Windows machines.
Thanks, Vidur Dhanda.
- automated testing of all wiki examples on travis
- error messages in inspect are html formatted
under the hood
- rewritten parsing for spc and mdl files
bug fixes
- some X13 warnings were not fully shown in summary
- binary name now also shown in checkX13 on windows
- fixes for error message parsing in non-html version
0.90.0 2015-05-08
--------------------------------------------------------------------------------
enhancements
- completely redesigned inspect() graphical user interface, with the look and
feel of the demo website: www.seasonal.website
- support for the new X13 version 1.1 build 19 (released April 2, 2015)
under the hood
- temporary files are cleaned up after execution
documentation
- extended documentation for inspect()
- list argument: no longer experimental
bug fixes
- fixed parsing problem with build 19 in qs() that affected summary()
- fixed parsing problem with exogenous regressors when using the list arg
- input longer than 133 char is broken into multiple lines to avoid X-13 error
- names of ARMA coefficients contain lag rather than period
- X13 warnings are shown in summary (again)
- better parsing breaking errors
0.80.0 2015-02-05
--------------------------------------------------------------------------------
enhancements
- improved parsing and intergration of X-13 error messages
- checkX13 performs more tests and returns an error report.
- spec-arguments can also be entered as a named list (experimental)
under the hood
- automated tests for all calls in the wiki
documentation
- new vignette sections on user defined holidays and production use
- new example on Indian Diwali in ?genhol
- dates of Indian Diwali and Indian industrial production
- more detailed documentation for ?summary.seas explaining output details
bug fixes
- genhol() can be used inside a seas() call
- arimamodel() shows model as expected
defunct
- slidingspans, revisions, regressioneffects changed from deprecated to defunct
0.70.1 2014-10-02
--------------------------------------------------------------------------------
new features
- support for the HTML version of X-13. The 'out' function displays the output
of X-13 in the browser.
- The 'inspect' function is based on Shiny and can be used without RStudio. It
offers access to all series that can be produced by X-13, as well as access
to the HTML output of X-13.
enhancements
- empty specs can be specified as empty strings. This is more intuitive than
the previously employed empty lists (which are still working). Empty
strings are also used as defaults and in the documentation.
- improved parsing of X-13 messages.
- documentation improvements.
under the hood
- flags are used when calling X-13. This makes some early g77 compilations for
OS-X unusable.
- use of the .udg file to extract summary statistics.
- support for HTML and non-HTML versions of X-13.
bug fixes
- numerical specification of arima.model led to wrong seasonal part.
- restrict start year > 999, to avoid some millenium bugs.
- si-ratio was wrongly extracted if no trend was estimated
- 'series' drops an error if the requested series is not compatible with the
adjustment method, rather than adjusting the method. E.g., if x11.trend is
requested from a seats model, an error will be returned, rather than
switching the adjustment to x11. The old behavior was confusing.
0.60.0 2014-05-09
--------------------------------------------------------------------------------
new features
- views of 'inspect' are now customizable
- 'identify' method for outlier selection by point and click
- demo(seas) for a demonstration of basic functionality
0.50.0 2014-03-27
--------------------------------------------------------------------------------
new features
- 'series' function, which allows the import of all tables produced by X-13
(except composite spec)
enhancements
- new na.action function: NA handling by X-13 (including interpolation)
- 'out' function also reads '.log' and '.err' files
- improved help pages
- all examples from the X-13 manual are now in the wiki (except composite)
- 'static' replicates a wider set of calls
- summary shows decomposition method (X11, SEATS)
- more flexible arima model specification (numeric vectors also allowed)
deprecated
- the functionality of 'slidingspans', 'revisions' and 'regressioneffects' is
now part of the new 'series' function. The old functions are deprecated.
code improvements
- code takes advantage of the series function, simplified import from X-13
0.40.0 2014-02-12
--------------------------------------------------------------------------------
new features
- support for 'slidingspans' and 'history' spec
- genhol, a function to generate holiday regression variables
- user defined variable for 'transform' spec
- NA handling like in standard R
- inspect function with model and transform selection, new views
enhancements
- new diagnostical statistics
- summary shows some useful statistics
- monthplot also shows SI ratios
- easier access to X-13 .out content
- regression effects can be extracted
- checkX13 performs a test run
- 'regression' and 'x11regression' specs can be combined
- fewer, more structured help pages
- comprehensive list of examples from the official manual
bug fixes
- quotes in series name are now allowed
- support for unorthodox frequencies (e.g. 2, 'seats' only)
- spaces in folder names on windows are now allowed
code improvements
- uses only standard R functions, no dependency on 'stringr'
- clearer code structure