Seasonal Adjustment by X-13ARIMA-SEATS in R

Volume: 87, Issue: 11
Published: Jan 1, 2018
Abstract
seasonal is a powerful interface between R and X-13ARIMA-SEATS, the seasonal adjustment software developed by the United States Census Bureau. It offers access to almost all features of X-13, including seasonal adjustment via the X-11 and SEATS approaches, automatic ARIMA model search, outlier detection, and support for user-defined holiday variables such as the Chinese New Year or Indian Diwali. The required X-13 binaries are provided by the...
Paper Details
Title
Seasonal Adjustment by X-13ARIMA-SEATS in R
Published Date
Jan 1, 2018
Volume
87
Issue
11
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