series: Import X-13ARIMA-SEATS Output Tables

Description Usage Arguments Details Value References See Also Examples

View source: R/series.R

Description

With the exception of the composite spec, the series function imports all tables that can be saved in X-13ARIMA-SEATS.

Usage

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series(x, series, reeval = TRUE, verbose = TRUE)

Arguments

x

an object of class "seas".

series

character vector, short or long names of an X-13ARIMA-SEATS table. If a long name is specified, it needs to be combined with the spec name and separated by a dot (it is not unique, otherwise. See list below.). More than one series can be specified (see examples).

reeval

logical, if TRUE, the model is re-evaluated with the corresponding specs enabled.

verbose

logical, if TRUE, a message is returned if a spec is added during reevaluation.

Details

If the save argument is not specified in the model call, series re-evaluates the call with the corresponding specs enabled (also returning a message). Note that re-evaluation doubles the overall computational time. If you want to accelerate the procedure, you have to be explicit about the output in the model call (see examples).

List of all importable tables from X-13ARIMA-SEATS:

spec long name short name
check check.acf acf
check check.acfsquared ac2
check check.pacf pcf
estimate estimate.armacmatrix acm
estimate estimate.iterations itr
estimate estimate.regcmatrix rcm
estimate estimate.regressioneffects ref
estimate estimate.residuals rsd
estimate estimate.roots rts
force force.forcefactor ffc
force force.revsachanges e6a
force force.rndsachanges e6r
force force.saround rnd
force force.seasadjtot saa
forecast forecast.backcasts bct
forecast forecast.forecasts fct
forecast forecast.transformed ftr
forecast forecast.transformedbcst btr
forecast forecast.variances fvr
history history.chngestimates che
history history.chngrevisions chr
history history.fcsterrors fce
history history.fcsthistory fch
history history.indsaestimates iae
history history.indsarevisions iar
history history.lkhdhistory lkh
history history.outlierhistory rot
history history.saestimates sae
history history.sarevisions sar
history history.seatsmdlhistory smh
history history.sfestimates sfe
history history.sfilterhistory sfh
history history.sfrevisions sfr
history history.trendchngestimates tce
history history.trendchngrevisions tcr
history history.trendestimates tre
history history.trendrevisions trr
identify identify.acf iac
identify identify.pacf ipc
outlier outlier.finaltests fts
outlier outlier.iterations oit
regression regression.aoutlier ao
regression regression.holiday hol
regression regression.levelshift ls
regression regression.outlier otl
regression regression.regressionmatrix rmx
regression regression.regseasonal a10
regression regression.seasonaloutlier so
regression regression.temporarychange tc
regression regression.tradingday td
regression regression.transitory a13
regression regression.userdef usr
seats seats.adjustfac s16
seats seats.adjustmentratio s18
seats seats.cycle cyc
seats seats.diffseasonaladj dsa
seats seats.difftrend dtr
seats seats.irregular s13
seats seats.longtermtrend ltt
seats seats.seasadjconst sec
seats seats.seasonal s10
seats seats.seasonaladj s11
seats seats.seasonaladjfcstdecomp afd
seats seats.seasonalfcstdecomp sfd
seats seats.seasonalsum ssm
seats seats.seriesfcstdecomp ofd
seats seats.totaladjustment sta
seats seats.transitory s14
seats seats.transitoryfcstdecomp yfd
seats seats.trend s12
seats seats.trendconst stc
seats seats.trendfcstdecomp tfd
series series.adjoriginal b1
series series.calendaradjorig a18
series series.outlieradjorig a19
series series.seriesmvadj mv
series series.span a1
slidingspans slidingspans.chngspans chs
slidingspans slidingspans.indchngspans cis
slidingspans slidingspans.indsaspans ais
slidingspans slidingspans.indsfspans sis
slidingspans slidingspans.indychngspans yis
slidingspans slidingspans.sfspans sfs
slidingspans slidingspans.tdspans tds
slidingspans slidingspans.ychngspans ycs
spectrum spectrum.speccomposite is0
spectrum spectrum.specindirr is2
spectrum spectrum.specindsa is1
spectrum spectrum.specirr sp2
spectrum spectrum.specorig sp0
spectrum spectrum.specresidual spr
spectrum spectrum.specsa sp1
spectrum spectrum.specseatsextresiduals ser
spectrum spectrum.specseatsirr s2s
spectrum spectrum.specseatssa s1s
transform transform.permprior a2p
transform transform.permprioradjusted a3p
transform transform.permprioradjustedptd a4p
transform transform.prior a2
transform transform.prioradjusted a3
transform transform.prioradjustedptd a4d
transform transform.seriesconstant a1c
transform transform.tempprior a2t
transform transform.transformed trn
x11 x11.adjoriginalc c1
x11 x11.adjoriginald d1
x11 x11.adjustdiff fad
x11 x11.adjustfac d16
x11 x11.adjustmentratio e18
x11 x11.biasfactor bcf
x11 x11.calendar d18
x11 x11.calendaradjchanges e8
x11 x11.combholiday chl
x11 x11.extreme c20
x11 x11.extremeb b20
x11 x11.irregular d13
x11 x11.irregularadjao iao
x11 x11.irregularb b13
x11 x11.irregularc c13
x11 x11.irrwt c17
x11 x11.irrwtb b17
x11 x11.mcdmovavg f1
x11 x11.modirregular e3
x11 x11.modoriginal e1
x11 x11.modseasadj e2
x11 x11.modsic4 c4
x11 x11.modsid4 d4
x11 x11.origchanges e5
x11 x11.replacsi d9
x11 x11.replacsic9 c9
x11 x11.robustsa e11
x11 x11.sachanges e6
x11 x11.seasadj d11
x11 x11.seasadjb11 b11
x11 x11.seasadjb6 b6
x11 x11.seasadjc11 c11
x11 x11.seasadjc6 c6
x11 x11.seasadjconst sac
x11 x11.seasadjd6 d6
x11 x11.seasonal d10
x11 x11.seasonaladjregsea ars
x11 x11.seasonalb10 b10
x11 x11.seasonalb5 b5
x11 x11.seasonalc10 c10
x11 x11.seasonalc5 c5
x11 x11.seasonald5 d5
x11 x11.seasonaldi\_ fsd
x11 x11.sib3 b3
x11 x11.sib8 b8
x11 x11.tdadjorig c19
x11 x11.tdadjorigb b19
x11 x11.totaladjustment tad
x11 x11.trend d12
x11 x11.trendadjls tal
x11 x11.trendb2 b2
x11 x11.trendb7 b7
x11 x11.trendc2 c2
x11 x11.trendc7 c7
x11 x11.trendchanges e7
x11 x11.trendconst tac
x11 x11.trendd2 d2
x11 x11.trendd7 d7
x11 x11.unmodsi d8
x11 x11.unmodsiox d8b
x11 x11.yrtotals e4
x11regression x11regression.calendar xca
x11regression x11regression.calendarb bxc
x11regression x11regression.combcalendar xcc
x11regression x11regression.combcalendarb bcc
x11regression x11regression.combtradingday c18
x11regression x11regression.combtradingdayb b18
x11regression x11regression.extremeval c14
x11regression x11regression.extremevalb b14
x11regression x11regression.holiday xhl
x11regression x11regression.holidayb bxh
x11regression x11regression.outlieriter xoi
x11regression x11regression.priortd a4
x11regression x11regression.tradingday c16
x11regression x11regression.tradingdayb b16
x11regression x11regression.x11reg c15
x11regression x11regression.x11regb b15
x11regression x11regression.xregressioncmatrix xrc
x11regression x11regression.xregressionmatrix xrm

Value

depending on the table, either an object of class "ts" or "data.frame".

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://www.census.gov/ts/x13as/docX13ASHTML.pdf

See Also

seas for the main function.

Examples

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## Not run: 

m <- seas(AirPassengers)
series(m, "fct")  # re-evaluate with the forecast spec activated 

# more than one series
series(m, c("rsd", "fct"))

m <- seas(AirPassengers, forecast.save = "fct")
series(m, "fct") # no re-evaluation (much faster!)

# using long names
series(m, "forecast.forecasts")

# history spec
series(m, "history.trendestimates") 
series(m, "history.sfestimates") 
series(m, "history.saestimates") 
series(m, c("history.sfestimates", "history.trendestimates")) 

# slidingspans spec
series(m, "slidingspans.sfspans") 
series(m, "slidingspans.tdspans") 

# fundamental identities of seasonal adjustment 
# Y = T * I * (S * TD)
all.equal(AirPassengers, series(m, "seats.trend") * 
         series(m, "seats.irregular") * series(m, "seats.adjustfac"))
# Y_sa = Y / (S * TD)
all.equal(final(m), AirPassengers / series(m, "seats.adjustfac"))

### Some X-13ARIMA-SEATS functions can be replicated in R:

# X-13ARIMA-SEATS spectrum
plot(series(m, "spectrum.specorig")[,-1], t = "l")
# R equivalent: spectrum from stats
spectrum(diff(log(AirPassengers)), method = "ar")

# X-13ARIMA-SEATS pacf
x13.pacf <- series(m, "identify.pacf")
plot(x13.pacf[,1], t = "h")
lines(x13.pacf[,2])
lines(-x13.pacf[,2])
# R equivalent: pacf from stats
pacf(AirPassengers, lag.max = 35)

## End(Not run)

seasonal documentation built on May 30, 2017, 4:24 a.m.