Global Options
The global option menu enables some degree of customisation of the plug-in. It can be assessed by selecting
\[\text{Tools} \rhd \text{Options}\]from the JD+ drop down menu and clicking on the TransReg sheet of the Demetra window. The implemented global options are summarised in Table 1.
| Option | Variable | Valid choices | Defaults |
|---|---|---|---|
| Maximum number of groups | The maximum number of period-specific daughter regression variables, $g_\mathit{max}$, to be allowed for grouping a mother regression variable. It applies to monthly and quarterly data alike. If $g_\mathit{max} > 4$ and a quarterly regression variable is considered, then $g_\mathit{max} = 4$ is automatically used in this particular case. | $g_\mathit{max} \in \{2, \ldots, 12\}$ | $g_\mathit{max} = 2$ |
| Thresholds for pre-test | The exponents $k_\mathit{upp}$ and $k_\mathit{low}$ to be used for calculating the upper and lower thresholds according to $$\varepsilon_\mathit{upp} = 10^{- k_\mathit{upp}}$$ and $$\varepsilon_\mathit{low} = 10^{-k_\mathit{low}}.$$ Any choice where $k_\mathit{upp} \geq k_\mathit{low}$ will generate a warning message and cannot be saved. | $k_\mathit{upp} \in \{0, \ldots, 99\}$ $k_\mathit{low} \in \{1, \ldots, 100\}$ | $k_\mathit{upp} = 4$ $k_\mathit{low} = 12$ |