SA: STS and MSTS

Basic Structural models (BSM) allow to decompose a time series with explicit models for its components (\(S\),\(T\),\(I\)) while running pre-treatment in one single step. It also allows to integrate time varying trading-day correction.

In this Chapter

We will cover how to perform seasonal adjustment using BSM in JDemetra+.

How to tackle multiple periodicities (with rounded frequencies) in infra-monthly data will be described in the high-frequency data related chapter.

More methodological details will be provided here

Tools for access

In JDemetra+ Basic Structural Models are only available through rjd3sts package.