Seasonal Adjustment by X-13ARIMA-SEATS in R

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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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
Note:Publication type according to Uni Basel Research Database: Journal article
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Last Modified:17 Jan 2019 14:10
Deposited On:17 Jan 2019 14:10

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