seasonal is an easy-to-use and full-featured R-interface to X-13ARIMA-SEATS, the newest seasonal adjustment software developed by the United States Census Bureau.
seasonal depends on the x13binary package to access pre-built binaries of X-13ARIMA-SEATS on all platforms and does not require any manual installation. To install both packages:
install.packages("seasonal")
seas
is the core function of the seasonal
package. By default, seas
calls the automatic procedures of
X-13ARIMA-SEATS to perform a seasonal adjustment that works well in most
circumstances:
m <- seas(AirPassengers)
For a more detailed introduction, check our article in the Journal of Statistical Software or consider the vignette:
vignette("seas")
In seasonal, it is possible to use almost the complete
syntax of X-13ARIMA-SEATS. The X-13ARIMA-SEATS syntax uses
specs and arguments, with each spec optionally
containing some arguments. These spec-argument combinations can be added
to seas
by separating the spec and the argument by a dot
(.
). For example, in order to set the ‘variables’ argument
of the ‘regression’ spec equal to td
and
ao1999.jan
, the input to seas
looks like
this:
m <- seas(AirPassengers, regression.variables = c("td", "ao1955.jan"))
The best way to learn about the relationship between the syntax of X-13ARIMA-SEATS and seasonal is to study the comprehensive list of examples. Detailed information on the options can be found in the Census Bureaus’ official manual.
seasonal has a flexible mechanism to read data from
X-13ARIMA-SEATS. With the series
function, it is possible
to import almost all output that can be generated by X-13ARIMA-SEATS.
For example, the following command returns the forecasts of the ARIMA
model as a "ts"
time series:
m <- seas(AirPassengers)
series(m, "forecast.forecasts")
There are several graphical tools to analyze a seas
model. The main plot function draws the seasonally adjusted and
unadjusted series, as well as the outliers:
m <- seas(AirPassengers, regression.aictest = c("td", "easter"))
plot(m)
The view
function is a graphical tool for choosing a
seasonal adjustment model, using the seasonalview
package, with the same structure as the demo website of seasonal.
To install seasonalview,
type:
install.packages("seasonalview")
The goal of view
is to summarize all relevant options,
plots and statistics that should be usually considered.
view
uses a "seas"
object as its main
argument:
view(m)
seasonal is free and open source, licensed under GPL-3. It requires the X-13ARIMA-SEATS software by the U.S. Census Bureau, which is open source and freely available under the terms of its own license.
To cite seasonal in publications use:
Sax C, Eddelbuettel D (2018). “Seasonal Adjustment by X-13ARIMA-SEATS in R.” Journal of Statistical Software, 87(11), 1-17. doi: 10.18637/jss.v087.i11 (URL: https://doi.org/10.18637/jss.v087.i11).
Please report bugs and suggestions on GitHub. Thank you!