Seasonal Adjustment with the R Packages x12 and x12GUI
The X-12-ARIMA seasonal adjustment program of the US Census Bureau extracts the different components (mainly: seasonal component, trend component, outlier component and irregular component) of a monthly or quarterly time series. It is the state-of-the- art technology for seasonal adjustment used in...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2014-12-01
|
| Series: | Journal of Statistical Software |
| Online Access: | http://www.jstatsoft.org/index.php/jss/article/view/2207 |