Seasonal Adjustment by X-13ARIMA-SEATS in R

seasonal is a powerful interface between R and X-13ARIMA-SEATS, the seasonal adjustment software developed by the United States Census Bureau. It offers access to almost all features of X-13, including seasonal adjustment via the X-11 and SEATS approaches, automatic ARIMA model search, outlier detec...

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Bibliographic Details
Main Authors: Christoph Sax, Dirk Eddelbuettel
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2018-12-01
Series:Journal of Statistical Software
Subjects:
r
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/3006
Description
Summary:seasonal is a powerful interface between R and X-13ARIMA-SEATS, the seasonal adjustment software developed by the United States Census Bureau. It offers access to almost all features of X-13, including seasonal adjustment via the X-11 and SEATS approaches, automatic ARIMA model search, outlier detection, and support for user-defined holiday variables such as the Chinese New Year or Indian Diwali. The required X-13 binaries are provided by the x13binary package, which facilitates a fully-automatic installation on most platforms. A demo website (at http://www.seasonal.website/) supports interactive modeling of custom data. A graphical user interface in the seasonalview package offers the same functionality locally. X-13 can handle monthly, quarterly or bi-annual time series.
ISSN:1548-7660