Output description

In this chapter

How to navigate output

Names

Indications and example in the relevant algo or tool chapter

Here comprehensive (target) lists

What is displayed or generated ?

Output: 3 types of objects

  • series (final and intermediate)

  • parameters (automatic, user-defined or resulting from the estimation process)

  • diagnostics

displayed

  • gui

  • R packages

dictionaries user defined functions (deprecated)

generated to files or R objects (lists of lists)

Gathered in 2 data structures

  • time series organised in data tables

  • individual data (for each series: parameters and diagnostics)

How to access it

Below different lists We flog differences between v2 and v3

Series

fields: concept, name in the software (GUI, cruncher, R), algo used ? or by algo ?

Concept Name
Original series y
Forecasts of the original series y_f
Standard errors of the forecasts of the original series y_ef
Interpolated series y_c
Forecasts of the interpolated series yc_f
Standard errors of the forecasts of the interpolated series yc_ef
Linearised series (not transformed) y_lin
Linearised series (transformed) l
Series corrected for calendar effects ycal
Forecasts of the series corrected for calendar effects ycal_f
Forecasts of the linearised series l_f
Backcasts of the linearised series l_b
Trend (including deterministic effects) t
Forecasts of the trend t_f
Seasonally adjusted series (including deterministic effects) sa
Forecasts of the seasonally adjusted series sa_f
Seasonal component (including deterministic effects) s
Forecasts of the seasonal component s_f
Irregular component (including deterministic effects) i
Forecasts of the irregular component i_f
All deterministic effects det
Forecasts of the deterministic effects det_f
Calendar effects cal
Forecasts of the calendar effects cal_f
Trading day effect tde
Forecasts of the trading day effect tde_f
Moving holidays effects mhe
Forecasts of the moving holidays effects mhe_f
Easter effect ee
Forecasts of the Easter effect ee_f
Other moving holidays effects omhe
Forecasts of the other moving holidays effects omhe_f
All outliers effects out
Forecasts of all outliers effects out_f
Outliers effects related to irregular (AO, TC) out_i
Forecasts of outliers effects related to irregular (TC) out_i_f
Outliers effects related to trend (LS) out_t
Forecasts of outliers effects related to trend (LS) out_t_f
Outliers effects related to seasonal (SO) out_s
Forecasts of outliers effects related to seasonal (SO) out_s_f
All other regression effects reg
Forecasts of all other regression effects reg_f
Regression effects related to irregular reg_i
Forecasts of regression effects related to irregular reg_i_f
Regression effects related to trend reg_t
Forecasts of regression effects related to trend reg_t_f
Regression effects related to seasonal reg_s
Forecasts of regression effects related to seasonal reg_s_f
Regression effects related to seasonally adjusted series reg_sa
Forecasts of regression effects related to seasonally adjusted series reg_sa_f
Separate regression effects reg_y
Forecasts of separate regression effects reg_y_f
Full residuals of the RegARIMA model fullresiduals
Linearised series used as input in the decomposition decomposition.y_lin
Forecast of the linearised series used as input in the decomposition decomposition.y_lin_f
Trend produced by the decomposition decomposition.t_lin
Forecasts of the trend produced by the decomposition decomposition.t_lin_f
Seasonal component produced by the decomposition decomposition.s_lin
Forecasts of the Seasonal component produced by the decomposition decomposition.s_lin_f
Irregular produced by the decomposition decomposition.i_lin
Forecasts of the irregular produced by the decomposition decomposition.i_lin_f
Seasonally adjusted series produced by the decomposition decomposition.sa_lin
Forecasts of the seasonally adjusted series produced by the decomposition decomposition.sa_lin_f
Seasonal-Irregular produced by the decomposition decomposition.si_lin
For X-13ARIMA-SEATS only. Series from the X-11 decomposition (x = a, b, c, d, e; y=a1…) decomposition.xtables.y
Benchmarked seasonally adjusted series benchmarking.result
Target for the benchmarking benchmarking.target

Diagnostics

Parameters

Cruncher Output