christophsax / Seasonal
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R interface to X-13ARIMA-SEATS
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.
Installation
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")
Getting started
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")
Input
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.
Output
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")
Graphs
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)
Graphical User Interface
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)
License
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!