Using R to Teach Seasonal Adjustment

Resumo

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.

Ficha do documento

Tipo

Outro

Ano

2016

Instituição

IBRE

Fonte

Repositório da FGV

Idioma

Inglês

Acesso

Não informado

Identificador

oai:repositorio.fgv.br:10438/18173

Temas

Tecnologia

Palavras-chave

Seasonal AdjustmentR softwareR studioTecnologiaR (Linguagem de programação de computador)