Halcyon: an enhancement of X-13ARIMA-SEATS 2023年2月23日
Added to control metafile run with single bundled data file, and bundled output files. This specification is important to adjust statistics which contain hundreds of, or thousands of sub series, at one operation.
\(\mathtt{\sharp\ \dagger:\ only\ valid\ for\ the\ first\ series, others\ ignored.\ \star:\ can\ be\ set\ for\ each\ series.}\)
\(\mathtt{ bundle\lbrace}\)
\(\mathtt{\sharp\ Input}\)
\(\mathtt{\ \ \ \ \ \ bundlein=[\ yes\ |\ NO\ ]\ \dagger}\)
\(\mathtt{\ \ \ \ \ \ timeseriesin=[\ COLUMN\ |\ row\ ]\ \dagger}\)
\(\mathtt{\ \ \ \ \ \ formin=[\ x12save\ |\ X13SAVE\ |\ datevalue\ |\ free\ datevaluecomma\ |\ freecomma\ ]\ \dagger}\)
\(\mathtt{\sharp\ Output}\)
\(\mathtt{\ \ \ \ \ \ bundleout=[\ seriestable\ |\ tableseries\ |\ NO\ ]\ \dagger}\)
\(\mathtt{\ \ \ \ \ \ timeseriesout=[\ COLUMN\ |\ row\ ]\ \dagger}\)
\(\mathtt{\ \ \ \ \ \ formout=[\ x12save\ |\ X13SAVE\ |\ datevalue\ |\ free\ |\ datevaluecomma\ |\ freecomma\ ]\ \dagger}\)
\(\mathtt{\ \ \ \ \ \ blank=[\ TAB\ |\ zero\ |\ large\ |\ small\ |\ na\ ]\ \dagger}\)
\(\mathtt{\ \ \ \ \ \ maxclm=mximum\ columns\ of\ output\ \dagger}\)
\(\mathtt{\ \ \ \ \ \ modulo26=[\ yes\ |\ NO\ ]\ \dagger}\)
\(\mathtt{\ \ \ \ \ \ seriestable=[\ original\ |\ both\ |\ bundled\ |\ NONE\ ]\ \star}\)
\(\mathtt{\sharp\ Specifications}\)
\(\mathtt{\ \ \ \ \ \ altspec=[\ METAFILE\ |\ former\ |\ first\ ]\ \dagger}\)
\(\mathtt{\ \ \ \ \ \ series=[\ NEXT\ |\ same\ |\ specify\ ]\ \star}\)
\(\mathtt{\ \ \ \ \ \ column=number\ of\ the\ column\ to\ process\ \star}\)
\(\mathtt{\ \ \ \ \ \ addlog=[\ yes\ |\ NO\ ]\ \star}\)
\(\mathtt{\ \ \ \ \ \ statlog=[\ yes\ |\ NO\ ]\ \dagger}\)
\(\mathtt{\sharp\ Miscellaneous}\)
\(\mathtt{\ \ \ \ \ \ changerate=[\ ORDINARY\ |\ log\ |\ midpoint\ ]\ \dagger}\)
\(\mathtt{\ \ \ \ \ \ annualize=[\ yes\ |\ NO\ ]\ \dagger}\)
\(\mathtt{\ \ \ \ \ \ \rbrace}\)
Added to control Bry and Boschan turning point detection routine.
\(\mathtt{ turningpoint\lbrace}\)
\(\mathtt{\sharp\ Main}\)
\(\mathtt{\ \ \ \ \ \ inversion=[\ yes\ |\ NO\ ]}\)
\(\mathtt{\ \ \ \ \ \ logarithm=[\ logs\ |\ NO\ ]}\)
\(\mathtt{\ \ \ \ \ \ mcd=months\ of\ cyclical\ dominance,\ (3\ to\ 6, default\ is\ computed)}\)
\(\mathtt{\ \ \ \ \ \ control=number\ of\ standard\ deviations\ to\ be\ replaced\ by\ Spencer\ curve\ as\ outlier\ (3.5)}\)
\(\mathtt{\ \ \ \ \ \ firsttrend=moving\ average\ used\ for\ first\ trend\ (75)}\)
\(\mathtt{\ \ \ \ \ \ miniturn=minimum\ months\ between\ two\ similar\ turning\ points\ (15)}\)
\(\mathtt{\ \ \ \ \ \ spencerterm=[\ 15\ |\ 21\ ]\ (15)}\)
\(\mathtt{\ \ \ \ \ \ miniend=minimum\ distance\ to\ first\ turn\ and\ from\ last\ turn\ (6)}\)
\(\mathtt{\ \ \ \ \ \ endwgt=[\ modified\ |\ ORIGINAL\ ]}\)
\(\mathtt{\ \ \ \ \ \ moreopposite=[\ yes\ |\ NO\ ]}\)
\(\mathtt{\ \ \ \ \ \ newturn=[\ replace\ |\ NO\ ]}\)
\(\mathtt{\sharp\ Output}\)
\(\mathtt{\ \ \ \ \ \ signs=(\ iv1,\ iv0\ )}\)
\(\mathtt{\ \ \ \ \ \ form=[\ turningpoint\ |\ phase\ |\ DURATION\ ]}\)
\(\mathtt{\ \ \ \ \ \ print=[\ SILENT\ |\ short\ |\ normal\ |\ long\ |\ all\ ]}\)
\(\mathtt{\ \ \ \ \ \ saveplot=[\ full\ |\ FINAL\ |\ no\ ]}\)
\(\mathtt{\ \ \ \ \ \ target=[\ chronology\ |\ detrending\ |\ smoothing\ |\ ADJUSTMENT\ ]}\)
\(\mathtt{\sharp\ Detrend}\)
\(\mathtt{\ \ \ \ \ \ deviation=[\ ratio\ |\ difference\ ]}\)
\(\mathtt{\ \ \ \ \ \ detrend=[\ yes\ |\ NO\ ]}\)
\(\mathtt{\ \ \ \ \ \ numphase=phases\ to\ calculate\ phase\ average\ trend\ (2\ or\ 3, default\ is\ 2)}\)
\(\mathtt{\ \ \ \ \ \ let=phases\ to\ estimate\ last\ incomplete\ phase\ average\ (2\ or\ 3, default\ is\ 2)}\)
\(\mathtt{\sharp\ Miscellaneous}\)
\(\mathtt{\ \ \ \ \ \ qasm=[\ yes\ |\ NO\ ]}\)
\(\mathtt{\ \ \ \ \ \ chronology=turning\ point\ dates, default\ is\ computed, of\ course}\)
\(\mathtt{\ \ \ \ \ \ file=file\ name\ of\ turning\ points}\)
\(\mathtt{\ \ \ \ \ \ table=table\ to\ detect\ turning\ points\ (default\ is\ programmed)}\)
\(\mathtt{\ \ \ \ \ \ \rbrace}\)