seasonal_adj: Easy and error-resistant wrap-up for seasonal adjustment

In pttry/statfitools: Helper Functions for Working with the Data from Statistics Finland

Easy and error-resistant wrap-up for seasonal adjustment

Description

Seasonal adjustment using seasonal-package and RJDemetra-package. Functions take numeric and date vector and return numeric vector. If adjustment end in error, NA vector returned with warning.

Usage

seasonal_adj(x, time, series = "sa", outlier.types = "ao", ...)

demetra_adj(x, time, method = "tramoseats", series = "sa", ...)

sa_series(x, time, method = "seas", ...)

trend_series(x, time, method = "seas", ...)

Arguments

x	a numeric vector to seasonal adjust.
time	a date vector.
series	a series to return. "sa" for seasonal adjusted and "trend" for trend.
outlier.types	an outlier parameter passed to seas. Default "ao", only additive outliers differs from seas default.
...	parameters passed to seas.
method	a method for seasonal adjustment. "tramoseats" or "x13" from the RJDemetra or "seas" for x13 from the seasonal package.

Details

Intended specially to use in pipe with mutate.

Functions

• demetra_adj(): Seasonal adjustment with RJDemetra

• sa_series(): seasonal adjusted series

• trend_series(): trend of seasonal adjusted series

Examples

y <- sa_series(x = AirPassengers, time = zoo::as.Date(AirPassengers))
# yy <- sa_series(x = AirPassengers, time = zoo::as.Date(AirPassengers), method = "tramoseats")
# yyy <- trend_series(x = AirPassengers, time = zoo::as.Date(AirPassengers), method = "tramoseats")
  #' y <- demetra_adj(x = AirPassengers, time = zoo::as.Date(AirPassengers))

pttry/statfitools documentation built on Feb. 2, 2025, 1:50 a.m.