Sax, Christoph and Eddelbuettel, Dirk. (2018) Seasonal Adjustment by X-13ARIMA-SEATS in R. Journal of Statistical Software, 87 (11). pp. 1-17.
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Official URL: https://edoc.unibas.ch/68269/
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Abstract
Seasonal is a powerful interface between R and X-13ARIMA-SEATS, the seasonal adjustment software developed by the United States Census Bureau. It offers access to almost all features of X-13, including seasonal adjustment via the X-11 and SEATS approaches, automatic ARIMA model search, outlier detection, and support for user-defined holiday variables such as the Chinese New Year or Indian Diwali. The required X-13 binaries are provided by the x13binary package, which facilitates a fully-automatic installation on most platforms. A demo website (at http://www.seasonal.website/) supports interactive modeling of custom data. A graphical user interface in the seasonalview package offers the same functionality locally. X-13 can handle monthly, quarterly or bi-annual time series.
| Faculties and Departments: | 06 Faculty of Business and Economics > Departement Wirtschaftswissenschaften > Professuren Wirtschaftswissenschaften > Aussenwirtschaft und Europ. Integration (Weder) |
|---|---|
| UniBasel Contributors: | Sax, Christoph |
| Item Type: | Article, refereed |
| Article Subtype: | Research Article |
| ISSN: | 1548-7660 |
| Note: | Publication type according to Uni Basel Research Database: Journal article |
| Identification Number: | |
| Last Modified: | 17 Jan 2019 14:10 |
| Deposited On: | 17 Jan 2019 14:10 |
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