USING R TO TEACH SEASONAL ADJUSTMENT

USING R TO TEACH SEASONAL ADJUSTMENT

This article shows, using R software, how to seasonally adjust a time series using the X13-ARIMA-SEATS program and the seasonal package developed by Christoph Sax. In addition to presenting step-by-step seasonal adjustment, the article also explores how to analyze the program output and how to forec...

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Bibliographic Details
Main Authors: Pedro Costa Ferreira, Daiane Marcolino de Mattos
Format: Article
Language:English
Published: Universidade do Estado do Rio de Janeiro 2017-03-01
Series:Cadernos do IME: Série Estatística
Subjects:
Seasonal Adjustment
X13-ARIMA-SEATS
R software
R Studio
Online Access:http://www.e-publicacoes.uerj.br/index.php/cadest/article/view/25077/19993
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spelling doaj-7791836ed3864c3ab92c7f83c684d2f52020-11-25T01:21:21ZengUniversidade do Estado do Rio de JaneiroCadernos do IME: Série Estatística 1413-90222317-45362017-03-01401193310.12957/cadest.2016.25077USING R TO TEACH SEASONAL ADJUSTMENTPedro Costa Ferreira0Daiane Marcolino de Mattos1Brazilian Institute of Economics (FGV/IBRE)Brazilian Institute of Economics (FGV/IBRE)This article shows, using R software, how to seasonally adjust a time series using the X13-ARIMA-SEATS program and the seasonal package developed by Christoph Sax. In addition to presenting step-by-step seasonal adjustment, the article also explores how to analyze the program output and how to forecast the original and seasonally adjusted time series. A case study was proposed using the Brazilian industrial production. It was verified that the effect of Carnival, Easter and working days improved the seasonal adjustment when treated by the model.http://www.e-publicacoes.uerj.br/index.php/cadest/article/view/25077/19993Seasonal AdjustmentX13-ARIMA-SEATSR softwareR Studio
collection DOAJ
language English
format Article
sources DOAJ
author Pedro Costa Ferreira
Daiane Marcolino de Mattos
spellingShingle Pedro Costa Ferreira
Daiane Marcolino de Mattos
USING R TO TEACH SEASONAL ADJUSTMENT
Cadernos do IME: Série Estatística
Seasonal Adjustment
X13-ARIMA-SEATS
R software
R Studio
author_facet Pedro Costa Ferreira
Daiane Marcolino de Mattos
author_sort Pedro Costa Ferreira
title USING R TO TEACH SEASONAL ADJUSTMENT
title_short USING R TO TEACH SEASONAL ADJUSTMENT
title_full USING R TO TEACH SEASONAL ADJUSTMENT
title_fullStr USING R TO TEACH SEASONAL ADJUSTMENT
title_full_unstemmed USING R TO TEACH SEASONAL ADJUSTMENT
title_sort using r to teach seasonal adjustment
publisher Universidade do Estado do Rio de Janeiro
series Cadernos do IME: Série Estatística
issn 1413-9022
2317-4536
publishDate 2017-03-01
description This article shows, using R software, how to seasonally adjust a time series using the X13-ARIMA-SEATS program and the seasonal package developed by Christoph Sax. In addition to presenting step-by-step seasonal adjustment, the article also explores how to analyze the program output and how to forecast the original and seasonally adjusted time series. A case study was proposed using the Brazilian industrial production. It was verified that the effect of Carnival, Easter and working days improved the seasonal adjustment when treated by the model.
topic Seasonal Adjustment
X13-ARIMA-SEATS
R software
R Studio
url http://www.e-publicacoes.uerj.br/index.php/cadest/article/view/25077/19993
work_keys_str_mv AT pedrocostaferreira usingrtoteachseasonaladjustment
AT daianemarcolinodemattos usingrtoteachseasonaladjustment
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