In christophsax/x13story: Interactive Stories on Seasonal Adjustment with X-13ARIMA-SEATS

# aspect ratio for time series
knitr::opts_chunk$set(fig.width = 9, fig.height = 5.5, 
                      out.width='5.2in', fig.align = 'center')
library(x13story)  # also loads seasonal

m <- seas(AirPassengers)
x13page(m, "main")

A main header

This is a template for X-13 stories, descriptions of seasonal adjustment discussions that can be turned into PDFs or into interactive stories. For a more extensive description of the approach, see the vignette.

Use h2 header (##) as top headers, so you can wrap several stories in a book, separating them with h1 headers (#).

To initiate a new page in an interactive story, use x13page(). The function takes an object of class "seas" as its first argment, and a chararacter string describing the series shown on the page as its second. For a list of all available series, see the series function from the seasonal package.

Everything you write after a call to x13page() will appeare on that page. To start a new page, simply invoke x13page() again.

x13page(m, "main", pdf = FALSE)

By default x13page() will also inlclude a plot into a PDF, but this can be changed by setting pdf = FALSE. If you want to include a customized graph in a PDF, the prettify() function allows you to give seasonal and R base plots a look that works well with the document template. Note that this plot will not appear in an interactive story:

prettify(plot(final(m), main = "", xlab = "", ylab = "Passengers, in 1000"))

library(x13story)

myseries <- structure(c(112, 118, 132, 129, 121, 135, 148, 148, 136, 119, 
55, 55, 55, 55, 55, 135, 125, 149, 170, 170, 158, 133, 114, 
140, 145, 150, 178, 163, 172, 178, 199, 199, 184, 162, 146, 166, 
171, 180, 193, 181, 183, 218, 230, 242, 209, 191, 172, 194, 196, 
196, 236, 235, 229, 88, 264, 272, 237, 211, 180, 201, 204, 188, 
235, 227, 234, 264, 302, 293, 259, 229, 203, 229, 242, 233, 267, 
269, 270, 315, 364, 347, 312, 274, 237, 278, 284, 277, 317, 313, 
318, 374, 413, 405, 355, 306, 271, 306, 315, 301, 356, 348, 355, 
422, 465, 467, 404, 347, 305, 336, 340, 318, 362, 348, 363, 435, 
491, 505, 404, 359, 310, 337, 360, 342, 406, 396, 420, 472, 548, 
559, 463, 407, 362, 405, 417, 391, 419, 461, 472, 535, 622, 606, 
508, 461, 390, 432), .Tsp = c(1949, 1960.91666666667, 12), class = "ts")

m <- seas(myseries, x11 = "")

# initializes a second X-13 view
x13page(m, 'x11.seasonal')

A sub header

You can use arbitrary code in your document. Note that evaluations of R code are not shown in interactive stories.

dput(AirPassengers)

You can also use \LaTeX-style math both for PDFs and and the interactive view:

$$X_t = T_t + S_t + I_t$$

Inlined math, $E = mc^2$, is possible as well.

You can include your own data into the code. Use dput to transform an existing series in your workspace into R code:

prettify(qqnorm(resid(m), main = "", xlab = ""))

Tables

This is still a bit experimental and subject to further changes.

You can add tables using the standard R Markdown syntax. The xtable function allows you to produce a nice PDF table. The following produces no output in interactive stories, since we have the summary (and the X-13 output) available all the time, so we can reference to them.

The data.frame argument requires the latest dev Version of seasonal, which is not yet on CRAN.

# xtable with reasonable options (we may do this differently at some point)
library(xtable)
options(xtable.include.rownames = FALSE, xtable.booktabs = TRUE)

m <- seas(x = AirPassengers, x11 = "")
xtable(head(as.data.frame(m), 4), caption = 'Adjusted and unadjusted data.')

mstat <- formatC(1:10, width=2, flag="0")
dta <- data.frame(Stat = paste0("M", mstat), Value = udg(m, paste0("f3.m", mstat)))
xtable(dta, caption = 'X-11 M Statistics')

library(xtable)
options(xtable.include.rownames = FALSE, xtable.booktabs = TRUE)

xtable(as.data.frame(summary(m)), caption = 'Coefficient Overview')

christophsax/x13story documentation built on May 13, 2019, 7:06 p.m.