seasonal is an easy-to-use and full-featured R-interface to X-13ARIMA-SEATS, the newest seasonal adjustment software developed by the United States Census Bureau.
seasonal depends on the x13binary package to access pre-built binaries of X-13ARIMA-SEATS on all platforms and does not require any manual installation. To install both packages:
install.packages("seasonal")
seas
is the core function of the seasonal package. By default, seas
calls
the automatic procedures of X-13ARIMA-SEATS to perform a seasonal adjustment
that works well in most circumstances:
m <- seas(AirPassengers)
For a more detailed introduction, check our article in the Journal of Statistical Software or consider the vignette:
vignette("seas")
In seasonal, it is possible to use almost the complete syntax of
X-13ARIMA-SEATS. The X-13ARIMA-SEATS syntax uses specs and arguments, with each spec
optionally containing some arguments. These spec-argument combinations can be
added to seas
by separating the spec and the argument by a dot (.
). For
example, in order to set the 'variables' argument of the 'regression' spec equal
to td
and ao1999.jan
, the input to seas
looks like this:
m <- seas(AirPassengers, regression.variables = c("td", "ao1955.jan"))
The best way to learn about the relationship between the syntax of X-13ARIMA-SEATS and seasonal is to study the comprehensive list of examples. Detailed information on the options can be found in the Census Bureaus' official manual.
seasonal has a flexible mechanism to read data from X-13ARIMA-SEATS. With the
series
function, it is possible to import almost all output that can be
generated by X-13ARIMA-SEATS. For example, the following command returns the
forecasts of the ARIMA model as a "ts"
time series:
m <- seas(AirPassengers)
series(m, "forecast.forecasts")
There are several graphical tools to analyze a seas
model. The main plot
function draws the seasonally adjusted and unadjusted series, as well as the
outliers:
m <- seas(AirPassengers, regression.aictest = c("td", "easter"))
plot(m)
The view
function is a graphical tool for choosing a seasonal adjustment
model, using the seasonalview package, with the same
structure as the demo website of seasonal. To install
seasonalview, type:
install.packages("seasonalview")
The goal of view
is to summarize all relevant options, plots and statistics
that should be usually considered. view
uses a "seas"
object as its main
argument:
view(m)
seasonal is free and open source, licensed under GPL-3. It requires the X-13ARIMA-SEATS software by the U.S. Census Bureau, which is open source and freely available under the terms of its own license.
To cite seasonal in publications use:
Sax C, Eddelbuettel D (2018). “Seasonal Adjustment by X-13ARIMA-SEATS in R.” Journal of Statistical Software, 87(11), 1-17. doi: 10.18637/jss.v087.i11 (URL: https://doi.org/10.18637/jss.v087.i11).
Please report bugs and suggestions on GitHub. Thank you!
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.