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

library(seasonal)
x <- structure(c(620L, 585L, 643L, 706L, 660L, 721L, 678L, 653L, 638L, 
                 789L, 1332L, 3226L, 598L, 576L, 683L, 735L, 685L, 722L, 745L, 
                 682L, 671L, 799L, 1480L, 3275L, 618L, 637L, 819L, 782L, 742L, 
                 758L, 778L, 801L, 806L, 987L, 1677L, 3445L, 683L, 665L, 823L, 
                 867L, 821L, 873L, 851L, 846L, 846L, 993L, 1830L, 3616L, 705L, 
                 737L, 890L, 862L, 669L, 849L, 877L, 874L, 870L, 1094L, 2002L, 
                 4073L, 730L, 791L, 1032L, 896L, 947L, 940L, 963L, 958L, 971L, 
                 1141L, 2009L, 3643L, 858L, 883L, 987L, 1022L, 986L, 1016L, 1042L, 
                 1025L, 1005L, 1197L, 2011L, 3801L, 933L, 966L, 1135L, 1076L, 
                 1061L, 1101L, 1083L, 1101L, 1111L, 1277L, 2096L, 3711L, 893L, 
                 1002L, 1106L, 1136L, 1072L, 1098L, 1124L, 1132L, 1175L, 1285L, 
                 2161L, 3763L, 880L, 971L, 1176L, 1063L, 1038L, 1107L, 1094L, 
                 1065L, 1050L, 1303L, 2445L, 3628L, 896L, 966L, 1186L, 1014L, 
                 1078L, 1065L, 1103L, 1087L, 1048L, 1347L, 2468L, 3651L, 910L, 
                 940L, 1111L, 1139L, 1088L, 1064L, 1094L, 1087L, 1095L, 1286L, 
                 2223L, 3545L, 962L, 1045L, 1125L, 1082L, 974L, 1024L, 1086L, 
                 1016L, 1051L, 1311L, 2187L, 3451L, 950L, 980L, 1173L, 1098L, 
                 1061L, 1049L, 1077L, 1028L, 1019L, 1229L, 2120L, 3471L, 1063L, 
                 1022L, 1117L, 1094L, 1040L, 1048L, 1070L, 1043L, 1086L, 1205L, 
                 1933L, 3299L, 948L, 974L, 1188L, 1064L, 1050L, 1096L, 1102L, 
                 1084L, 1102L, 1275L, 2208L, 3253L, 1043L, 1077L, 1183L, 1080L, 
                 1131L, 1044L, 1097L, 1065L, 1061L, 1218L, 1959L, 3117L, 1031L, 
                 1009L, 1095L, 1086L, 1064L, 1020L, 1058L, 1007L, 1063L, 1194L, 
                 1842L, 2999L, 953L, 1000L, 1155L, 1059L, 1030L, 1024L, 1070L, 
                 1039L, 1074L, 1254L, 1990L, 3064L, 967L, 1023L, 1193L, 1184L, 
                 1065L, 1061L, 1082L, 1067L, 1143L, 1243L, 1951L, 3033L, 1063L, 
                 1182L, 1259L, 1146L, 1175L, 1120L, 1113L, 1117L, 1148L, 1263L, 
                 1929L, 2963L, 1019L, 1068L, 1239L, 1107L, 1116L, 1057L, 1106L, 
                 1145L, 1161L, 1338L, 2134L, 3263L, 1012L, 1084L, 1213L, 1195L, 
                 1170L, 1084L, 1183L, 1185L, 1253L, 1360L, 2140L, 3511L, 1157L, 
                 1190L, 1360L, 1260L, 1274L, 1196L), 
                 .Tsp = c(1992, 2015.4166666666, 12), class = "ts")

m0 <- seas(x, x11 = "")
x13page(m0, "series.span")

A very seasonal series

Let's assume there is to be a discussion about two possible prior adjustment methods.

Method A

take a log transform and let auto AO detection

Method B

no transform and include more AO's

mA <- seas(x, transform.function="log", 
             x11.seasonalma = "s3x5",
             forecast.maxlead = "12",
             outlier.types = "AO",
             regression.aictest = "td")

x13page(mA, "main")

First look at model with log transform selected

We get two AO's:

1. May 1996
2. Dec 1996

mB <- seas(x, transform.function="none", 
             x11.seasonalma = "s3x5",
             forecast.maxlead = "12",
             outlier.types = "AO",
             regression.aictest = "td")

x13page(mB, "main")

Now look at model with no transform selected

We get 7 AO's now

mAE <- seas(x, transform.function="log", 
               x11.seasonalma = "s3x5",
               forecast.maxlead = "12",
               outlier.types = "AO",
               regression.aictest = "td, easter")

x13page(mAE, "main")

Adding Easter Effects

One idea would be to add the easter regressor in. For Hobbies, Toys and games this seems prevalent.

However, Neither does easter ectify any outliers for model A...

mBE <- seas(x, transform.function="none", 
               x11.seasonalma = "s3x5",
               forecast.maxlead = "12",
               outlier.types = "AO",
               regression.aictest = "td, easter")

x13page(mBE, "main")

... or for model B

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