USING R TO TEACH SEASONAL ADJUSTMENT
This article shows, using R software, how to seasonally adjust a time series using the X13-ARIMA-SEATS program and the seasonal package developed by Christoph Sax. In addition to presenting step-by-step seasonal adjustment, the article also explores how to analyze the program output and how to forec...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Universidade do Estado do Rio de Janeiro
2017-03-01
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| Series: | Cadernos do IME: Série Estatística |
| Subjects: | |
| Online Access: | http://www.e-publicacoes.uerj.br/index.php/cadest/article/view/25077/19993 |
| Summary: | This article shows, using R software, how to seasonally adjust a time series using the X13-ARIMA-SEATS program and the seasonal package developed by Christoph Sax. In addition to presenting step-by-step seasonal adjustment, the article also explores how to analyze the program output and how to forecast the original and seasonally adjusted time series. A case study was proposed using the Brazilian industrial production. It was verified that the effect of Carnival, Easter and working days improved the seasonal adjustment when treated by the model. |
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| ISSN: | 1413-9022 2317-4536 |