plot.seas: Seasonal Adjustment Plots

In seasonal: R Interface to X-13-ARIMA-SEATS

Seasonal Adjustment Plots

Description

Functions to graphically analyze a "seas" object.

Usage

## S3 method for class 'seas'
plot(
  x,
  outliers = TRUE,
  trend = FALSE,
  main = "Original and Adjusted Series",
  xlab = "Time",
  ylab = "",
  transform = c("none", "PC", "PCY"),
  ...
)

residplot(
  x,
  outliers = TRUE,
  main = "residuals of regARIMA",
  xlab = "Time",
  ylab = "",
  ...
)

## S3 method for class 'seas'
monthplot(x, choice = c("seasonal", "irregular"), main, ...)

Arguments

x	an object of class "seas", usually, a result of a call to seas().
outliers	logical, should the outliers be drawn.
trend	logical, should the trend be drawn.
main	character string, title of the graph.
xlab	character string, title for the x axis.
ylab	character string, title for the y axis.
transform	character string, optionally transform the data to period to period "PC" or year to year"PCY" percentage change rates.
...	further arguments passed to the plotting functions.
choice	character string, "seasonal" (default) or "irregular".

Details

plot calls the plot method for class "seas". It plots the adjusted and unadjusted series, as well as the outliers. Optionally draws the trend series.

residplot plots the residuals and the outliers.

monthplot calls the monthplot method for class "seas". It plot the seasonal and SI component periodwise. Despite its name, monthplot can be used for series of all frequencies.

Value

All plot functions return a plot as their side effect.

References

Vignette with a more detailed description: http://www.seasonal.website/seasonal.html

Comprehensive list of R examples from the X-13ARIMA-SEATS manual: http://www.seasonal.website/examples.html

Official X-13ARIMA-SEATS manual: https://www2.census.gov/software/x-13arima-seats/x13as/windows/documentation/docx13as.pdf

See Also

seas(), for the main function.

udg(), for diagnostical statistics.

Examples

m <- seas(AirPassengers)

plot(m)
plot(m, outliers = FALSE)
plot(m, trend = TRUE)

residplot(m)
residplot(m, outliers = FALSE)

monthplot(m)

# use standard R functions to analyze "seas" models
pacf(resid(m))
spectrum(diff(resid(m)))
plot(density(resid(m)))
qqnorm(resid(m))

seasonal documentation built on April 18, 2022, 9:06 a.m.