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 | ||
Forecasts of the original series | ||
Standard errors of the forecasts of the original series | ||
Interpolated series | ||
Forecasts of the interpolated series | ||
Standard errors of the forecasts of the interpolated series | ||
Linearised series (not transformed) | ||
Linearised series (transformed) | ||
Series corrected for calendar effects | ||
Forecasts of the series corrected for calendar effects | ||
Forecasts of the linearised series | ||
Backcasts of the linearised series | ||
Trend (including deterministic effects) | ||
Forecasts of the trend | ||
Seasonally adjusted series (including deterministic effects) | ||
Forecasts of the seasonally adjusted series | ||
Seasonal component (including deterministic effects) | ||
Forecasts of the seasonal component | ||
Irregular component (including deterministic effects) | ||
Forecasts of the irregular component | ||
All deterministic effects | ||
Forecasts of the deterministic effects | ||
Calendar effects | ||
Forecasts of the calendar effects | ||
Trading day effect | ||
Forecasts of the trading day effect | ||
Moving holidays effects | ||
Forecasts of the moving holidays effects | ||
Easter effect | ||
Forecasts of the Easter effect | ||
Other moving holidays effects | ||
Forecasts of the other moving holidays effects | ||
All outliers effects | ||
Forecasts of all outliers effects | ||
Outliers effects related to irregular (AO, TC) | ||
Forecasts of outliers effects related to irregular (TC) | ||
Outliers effects related to trend (LS) | ||
Forecasts of outliers effects related to trend (LS) | ||
Outliers effects related to seasonal (SO) | ||
Forecasts of outliers effects related to seasonal (SO) | ||
All other regression effects | ||
Forecasts of all other regression effects | ||
Regression effects related to irregular | ||
Forecasts of regression effects related to irregular | ||
Regression effects related to trend | ||
Forecasts of regression effects related to trend | ||
Regression effects related to seasonal | ||
Forecasts of regression effects related to seasonal | ||
Regression effects related to seasonally adjusted series | ||
Forecasts of regression effects related to seasonally adjusted series | ||
Separate regression effects | ||
Forecasts of separate regression effects | ||
Full residuals of the RegARIMA model | ||
Linearised series used as input in the decomposition | ||
Forecast of the linearised series used as input in the decomposition | ||
Trend produced by the decomposition | ||
Forecasts of the trend produced by the decomposition | ||
Seasonal component produced by the decomposition | ||
Forecasts of the Seasonal component produced by the decomposition | ||
Irregular produced by the decomposition | ||
Forecasts of the irregular produced by the decomposition | ||
Seasonally adjusted series produced by the decomposition | ||
Forecasts of the seasonally adjusted series produced by the decomposition | ||
Seasonal-Irregular produced by the decomposition | ||
For X-13ARIMA-SEATS only. Series from the X-11 decomposition (x = a, b, c, d, e; y=a1…) | ||
Benchmarked seasonally adjusted series | ||
Target for the benchmarking |