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", "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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