USING R TO TEACH SEASONAL ADJUSTMENT
| Autor: | Pedro Costa Ferreira, Daiane Marcolino de Mattos |
|---|---|
| Jazyk: | English<br />Spanish; Castilian<br />Portuguese |
| Rok vydání: | 2017 |
| Předmět: | |
| Zdroj: | Cadernos do IME: Série Estatística, Vol 40, Iss 1, Pp 19-33 (2017) |
| Druh dokumentu: | article |
| ISSN: | 1413-9022 2317-4536 |
| DOI: | 10.12957/cadest.2016.25077 |
| Popis: | This article shows, using R software, how to seasonally adjust a time series using the X13-ARIMA-SEATS program and the seasonal package developed by Christoph Sax. In addition to presenting step-by-step seasonal adjustment, the article also explores how to analyze the program output and how to forecast the original and seasonally adjusted time series. A case study was proposed using the Brazilian industrial production. It was verified that the effect of Carnival, Easter and working days improved the seasonal adjustment when treated by the model. |
| Databáze: | Directory of Open Access Journals |
| Externí odkaz: |
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