x13: Seasonal Adjustment with X13-ARIMA

In rjd3x13: Seasonal Adjustment with 'X-13' in 'JDemetra+' 3.x

Seasonal Adjustment with X13-ARIMA

Description

Seasonal Adjustment with X13-ARIMA

Usage

x13(
  ts,
  spec = c("rsa4", "rsa0", "rsa1", "rsa2c", "rsa3", "rsa5c"),
  context = NULL,
  userdefined = NULL
)

x13_fast(
  ts,
  spec = c("rsa4", "rsa0", "rsa1", "rsa2c", "rsa3", "rsa5c"),
  context = NULL,
  userdefined = NULL
)

jx13(
  ts,
  spec = c("rsa4", "rsa0", "rsa1", "rsa2c", "rsa3", "rsa5c"),
  context = NULL,
  userdefined = NULL
)

Arguments

ts	an univariate time series.
spec	the model specification. Can be either the name of a predefined specification or a user-defined specification.
context	list of external regressors (calendar or other) to be used for estimation
userdefined	a vector containing additional output variables (see x13_dictionary()).

Value

the x13() function returns a list with the results, the estimation specification and the result specification, while x13_fast() is a faster function that only returns the results. The jx13() functions only returns results in a java object which will allow to customize outputs in other packages (use rjd3toolkit::dictionary() to get the list of variables and rjd3toolkit::result() to get a specific variable). In the estimation functions x13() and x13_fast() you can directly use a specification name (string). If you want to customize a specification you have to create a specification object first.

Examples

library("rjd3toolkit")

y <- rjd3toolkit::ABS$X0.2.09.10.M
x13_fast(y, "rsa3")
x13(y, "rsa5c")
regarima_fast(y, "rg0")
regarima(y, "rg3")

sp <- x13_spec("rsa5c")
sp <- add_outlier(sp,
    type = c("AO"), c("2015-01-01", "2010-01-01")
)
sp <- set_transform(
    set_tradingdays(
        set_easter(sp, enabled = FALSE),
        option = "workingdays"
    ),
    fun = "None"
)
x13(y, spec = sp)
sp <- set_x11(sp,
    henderson.filter = 13
)
x13_fast(y, spec = sp)
j <- jx13(y, spec = sp)
class(j)

rjd3x13 documentation built on July 10, 2026, 9:08 a.m.