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文章基本信息

  • 标题:USING R TO TEACH SEASONAL ADJUSTMENT
  • 作者:Pedro Costa Ferreira ; Daiane Marcolino Mattos
  • 期刊名称:Cadernos do IME - Série Estatística
  • 印刷版ISSN:2317-4536
  • 出版年度:2016
  • 卷号:40
  • 页码:19
  • DOI:10.12957/cadest.2016.25077
  • 语种:English
  • 出版社:Cadernos do IME - Série Estatística
  • 其他摘要:DOI: 10.12957/cadest.2016.25077 This article shows, using R software, how to seasonally adjust a time series using the X-13-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. Keywords: Seasonal Adjustment, X13-ARIMA-SEATS, R software, RStudio.
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