Seasonal adjustment of time series can be a hassle. The softwares used by statistical agencies (X-13, X-12, TRAMO-SEATS) have tons of fantastic options, but the steep learning curve prevents users from taking advantage of the functionality of these packages, or from using them at all.
The R package seasonal simplifies the task by providing an interface to X-13, the newest seasonal adjustment software by the US Census Bureau. It combines and extends the capabilities of the older X-12ARIMA and TRAMO-SEATS software packages. The most simple use of seasonal requires the application of the main function to a time series, which invokes automated procedures that work well in many circumstances:
A new shiny based website is showcasing the use of seasonal and allows for online adjustment of time series, without the need to download and install seasonal. The AirPassengers series is set as the default series, but can be replaced by any uploaded series. There are other demo series that show the use of the software to adjust Indian Diwali or Chinese New Year effects.
The site allows to adjust most parameters of X-13, and to view and download a substantial part of its output. Frequently used options can be chosen from a drag and drop menu, while less often used options can be chosen by manipulating the R-Call itself. Here are some of the most interesting features of the website:
Frequently used options of X-13 can be modified using the drop down selectors. Each change will result in a re-estimation of the seasonal adjustment model. The R-call, the output and the summary are updated accordingly.
Fig 1: Frequently Used Options
A substantial part of the output of X-13ARIMA-SEATS can be shown on the website. Click and drag to zoom into the graph. Double click to restore the original view.
Fig 2: A substantial part of the output of X-13ARIMA-SEATS can be shown on the website.
The R-Call to seasonal can be modified and run online. In the picture below, the ARIMA model has been adjusted to include an autoregressive parameter of order 2. Press the button to execute the modified call.
Fig 3: Manipulating the R Call
User defined series can be uploaded, importing from Excel or CSV. Also, all viewable series can be downloaded as Excel or CSV.
Fig 4: Upload and Download
Chinese New Year or Indian Diwali support is included out of the box and can be selected from the drop down menu. Adjustment for these holidays is as easy as adjusting Easter effects.
Fig 5: Adjusting Chinese New Year or Indian Diwali Effects
The examples from the official manual of X-13 can be run directly on the website. The collection of examples can found here.
Fig 6: Examples of X 13ARIMA SEATS in R
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© 2016 Christoph Sax Data Analytics