stat_seas: X13 seasonal adjustment Stat

In ggseas: 'stats' for Seasonal Adjustment on the Fly with 'ggplot2'

Description

Conducts X13-SEATS-ARIMA seasonal adjustment on the fly for ggplot2

Usage

stat_seas(mapping = NULL, data = NULL, geom = "line",
  position = "identity", show.legend = NA, inherit.aes = TRUE,
  x13_params = NULL, index.ref = NULL, index.basis = 100,
  frequency = NULL, start = NULL, ...)

Arguments

mapping	Set of aesthetic mappings created by aes() or aes_(). If specified and inherit.aes = TRUE (the default), it is combined with the default mapping at the top level of the plot. You must supply mapping if there is no plot mapping.
data	The data to be displayed in this layer. There are three options: If NULL, the default, the data is inherited from the plot data as specified in the call to ggplot(). A data.frame, or other object, will override the plot data. All objects will be fortified to produce a data frame. See fortify() for which variables will be created. A function will be called with a single argument, the plot data. The return value must be a data.frame., and will be used as the layer data.
geom	The geometric object to use display the data
position	Position adjustment, either as a string, or the result of a call to a position adjustment function.
show.legend	logical. Should this layer be included in the legends? NA, the default, includes if any aesthetics are mapped. FALSE never includes, and TRUE always includes. It can also be a named logical vector to finely select the aesthetics to display.
inherit.aes	If FALSE, overrides the default aesthetics, rather than combining with them. This is most useful for helper functions that define both data and aesthetics and shouldn't inherit behaviour from the default plot specification, e.g. borders().
x13_params	a list of other parameters for seas
index.ref	if not NULL, a vector of integers indicating which elements of the beginning of each series to use as a reference point for converting to an index. If NULL, no conversion takes place and the data are presented on the original scale.
index.basis	if index.ref is not NULL, the basis point for converting to an index, most commonly 100 or 1000. See examples.
frequency	The frequency for the time series
start	The starting point for the time series, in a format suitable for ts()
...	other arguments for the geom

See Also

seas

Other time series stats for ggplot2: stat_decomp, stat_index, stat_rollapplyr, stat_stl

Examples

## Not run: 
ap_df <- tsdf(AirPassengers)

# SEATS with defaults:
ggplot(ap_df, aes(x = x, y = y)) +
   stat_seas()
   
# X11 with no outlier treatment:
ggplot(ap_df, aes(x = x, y = y)) +
  stat_seas(x13_params = list(x11 = "", outlier = NULL))

# Multiple time series example:    
ggplot(ldeaths_df, aes(x = YearMon, y = deaths, colour = sex)) +
  geom_point() +
  facet_wrap(~sex) +
  stat_seas() +
  ggtitle("Seasonally adjusted lung deaths")
  
# example use of index:  
ggplot(ap_df, aes(x = x, y = y)) +
  stat_seas(x13_params = list(x11 = "", outlier = NULL),
  index.ref = 1, index.basis = 1000) +
  labs(y = "Seasonally adjusted index\n(first observation = 1000)")
  
# if the x value is not a decimal eg not created with time(your_ts_object),
# you need to specify start and frequency by hand:
ggplot(subset(nzbop, Account == "Current account"), 
      aes(x = TimePeriod, y = Value)) +
   stat_seas(start = c(1971, 2), frequency = 12) +
   facet_wrap(~Category, scales = "free_y")
  
  
## End(Not run)

Example output

Loading required package: ggplot2
sh: 1: /usr/lib/R/site-library/x13binary/bin/x13ashtml: Permission denied
The binaries provided by 'x13binary' do not work on this
machine. To get more information, run:
  x13binary::checkX13binary()

You can set 'X13_PATH' manually if you intend to use your own
binaries. See ?seasonal for details.

Warning message:
In system(paste(x13.bin, file.path(tdir, "Testairline")), intern = TRUE) :
  running command '/usr/lib/R/site-library/x13binary/bin/x13ashtml /work/tmp/tmp/RtmpmY5Bco/Testairline' had status 126
Calculating starting date of 1949 from the data.
Calculating frequency of 12 from the data.
No path to the binary executable of X-13 specified.

You can set 'X13_PATH' manually if you intend to use your own
binaries. See ?seasonal for details.

Warning message:
Computation failed in `stat_seas()`:
Process terminated 
Calculating starting date of 1949 from the data.
Calculating frequency of 12 from the data.
No path to the binary executable of X-13 specified.

You can set 'X13_PATH' manually if you intend to use your own
binaries. See ?seasonal for details.

Warning message:
Computation failed in `stat_seas()`:
Process terminated 
Calculating starting date of 1974 from the data.
Calculating frequency of 12 from the data.
No path to the binary executable of X-13 specified.

You can set 'X13_PATH' manually if you intend to use your own
binaries. See ?seasonal for details.

Calculating starting date of 1974 from the data.
Calculating frequency of 12 from the data.
No path to the binary executable of X-13 specified.

You can set 'X13_PATH' manually if you intend to use your own
binaries. See ?seasonal for details.

Warning messages:
1: Computation failed in `stat_seas()`:
Process terminated 
2: Computation failed in `stat_seas()`:
Process terminated 
Calculating starting date of 1949 from the data.
Calculating frequency of 12 from the data.
No path to the binary executable of X-13 specified.

You can set 'X13_PATH' manually if you intend to use your own
binaries. See ?seasonal for details.

Warning message:
Computation failed in `stat_seas()`:
Process terminated 
No path to the binary executable of X-13 specified.

You can set 'X13_PATH' manually if you intend to use your own
binaries. See ?seasonal for details.

No path to the binary executable of X-13 specified.

You can set 'X13_PATH' manually if you intend to use your own
binaries. See ?seasonal for details.

No path to the binary executable of X-13 specified.

You can set 'X13_PATH' manually if you intend to use your own
binaries. See ?seasonal for details.

No path to the binary executable of X-13 specified.

You can set 'X13_PATH' manually if you intend to use your own
binaries. See ?seasonal for details.

No path to the binary executable of X-13 specified.

You can set 'X13_PATH' manually if you intend to use your own
binaries. See ?seasonal for details.

No path to the binary executable of X-13 specified.

You can set 'X13_PATH' manually if you intend to use your own
binaries. See ?seasonal for details.

No path to the binary executable of X-13 specified.

You can set 'X13_PATH' manually if you intend to use your own
binaries. See ?seasonal for details.

No path to the binary executable of X-13 specified.

You can set 'X13_PATH' manually if you intend to use your own
binaries. See ?seasonal for details.

No path to the binary executable of X-13 specified.

You can set 'X13_PATH' manually if you intend to use your own
binaries. See ?seasonal for details.

No path to the binary executable of X-13 specified.

You can set 'X13_PATH' manually if you intend to use your own
binaries. See ?seasonal for details.

No path to the binary executable of X-13 specified.

You can set 'X13_PATH' manually if you intend to use your own
binaries. See ?seasonal for details.

No path to the binary executable of X-13 specified.

You can set 'X13_PATH' manually if you intend to use your own
binaries. See ?seasonal for details.

No path to the binary executable of X-13 specified.

You can set 'X13_PATH' manually if you intend to use your own
binaries. See ?seasonal for details.

No path to the binary executable of X-13 specified.

You can set 'X13_PATH' manually if you intend to use your own
binaries. See ?seasonal for details.

No path to the binary executable of X-13 specified.

You can set 'X13_PATH' manually if you intend to use your own
binaries. See ?seasonal for details.

There were 15 warnings (use warnings() to see them)

ggseas documentation built on May 1, 2019, 9:47 p.m.