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https://github.com/christophsax/seasonal

R interface to X-13ARIMA-SEATS
https://github.com/christophsax/seasonal

r seasonal-adjustment time-series

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R interface to X-13ARIMA-SEATS

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README 

        
R interface to X-13ARIMA-SEATS

------------------------------



[![Downloads](https://cranlogs.r-pkg.org/badges/seasonal)](https://cran.r-project.org/package=seasonal)

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*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][census].






### Installation



*seasonal* depends on the [x13binary][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*](https://doi.org/10.18637/jss.v087.i11) 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][examples].

Detailed information on the options can be found in the Census Bureaus'

[official manual][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][seasonalview] package, with the same

structure as the [demo website of seasonal][seasweb]. To install

[seasonalview][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][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][github]. Thank you!



[seasonalview]: https://cran.r-project.org/package=seasonalview "Graphical User Interface for Seasonal Adjustment"



[x13binary]: https://cran.r-project.org/package=x13binary "X-13ARIMA-SEATS binary for R"



[manual]: https://www2.census.gov/software/x-13arima-seats/x13as/windows/documentation/docx13as.pdf "Reference Manual"



[census]: https://www.census.gov/data/software/x13as.X-13ARIMA-SEATS.html "United States Census Bureau"



[license]: https://www.census.gov/data/software/x13as/disclaimer.html "License Information and Disclaimer"



[examples]: http://www.seasonal.website/examples.html "Examples of X-13ARIMA-SEATS in R"



[seasweb]: http://www.seasonal.website "Examples of X-13ARIMA-SEATS in R"



[github]: https://github.com/christophsax/seasonal "Development on Github"