Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

[2.4.0]

Correction in internal functions when filtering series with NA and the beginning and not and the end of the series.
For polynomial methods, default I/C ratio fixed to 3.5 (as in X-11 for H-13).
implicit_forecast() function renamed to implicit_forecasts().
New JARS related to version 2.5.2.

New function polynomial_matrix() to create a matrix of polynomial terms.
New function mmsre_filter() to compute the general Proietti and Luati (2008) filter with extension for non symmetric filters and with Timeliness criterion.
New parameter to confint_filter() to specify if the variance should be estimated for each asymmetric filters (default) instead of using the variance associated the symmetric estimates.

filter() correction when the length of the series equals the length of the filter.
confint_filter() uses by default a Student distribution instead of a Normal distribution.

New functions to compute functions to compute diagnostics and goodness of fit of filtered series: cross validation (cv()) and cross validate estimate (cve()), leave-one-out cross validation estimate (loocve), CP statistic (cp()) and Rice’s T statistics (rt()).
New function confint_filter() to compute confidence intervals for filtered series.
New function is.finite_filters().
New parameter zero_as_na in cbind.moving_average, boolean indicating if trailing and leading zeros added to have a matrix form should be replaced by NA.

cross_validation() function renamed to cve(), cross_validation() is now deprecated.
New JARS related to version 2.2.0