Nothing
require(seasonal)
# 'seas' ist 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)
# The first argument of 'seas' has to be a time series of class "ts". It
# returns an object of class "seas" that contains all necessary information
# on the adjustment.
# The 'final' function returns the adjusted series:
final(m)
# The 'plot' method shows a plot with the unadjusted and the adjusted series:
plot(m)
# The 'summary' method allows you to display an overview of the model:
summary(m)
# By default, 'seas' calls the SEATS adjustment procedure. If you prefer the X11
# adjustment procedure, use the following option:
seas(AirPassengers, x11 = list())
# Alternatively, all inputs may be entered manually, as in the following
# example:
seas(x = AirPassengers,
regression.variables = c("td1coef", "easter[1]", "ao1951.May"),
arima.model = "(0 1 1)(0 1 1)", regression.aictest = NULL,
outlier = NULL, transform.function = "log")
# The 'static' command reveals the static call from above that is needed to
# replicate the automatic seasonal adjustment procedure:
static(m)
# invoke X-13ARIMA-SEATS options as 'spec.argument' through the ... argument:
# no test for Easter effects
seas(AirPassengers, regression.aictest = c("td"))
# force equality of annual values
seas(AirPassengers, force.type = "denton")
# all series from X-13 can be extracted with series()
ts.plot(series(m, "forecast.forecasts"))
# use genhol to generate user defined holiday variables:
data(seasonal) # exports and imports of China
data(holiday) # dates of Chinese New Year and Easter
cny.ts <- genhol(cny, start = 0, end = 6, center = "calendar")
# the series can be used as a user defined regressor
plot(cny.ts)
seas(imp, xreg = cny.ts, regression.usertype = "holiday", x11 = list(),
regression.variables = c("td1coef", "ls1985.Jan", "ls2008.Nov"),
arima.model = "(0 1 2)(0 1 1)", regression.aictest = NULL,
outlier = NULL, transform.function = "log")
# For many more examples, go to:
# https://github.com/christophsax/seasonal/wiki/Examples-of-X-13ARIMA-SEATS-in-R
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