seasonal: series – R documentation

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series

Import X-13ARIMA-SEATS Output Tables

Description

With the exception of the composite spec, the series function imports all tables that can be saved in X-13ARIMA-SEATS.

Usage

series(x, series, reeval = TRUE, verbose = TRUE)

Arguments

`x`	an object of class `"seas"`.
`series`	character vector, short or long names of an X-13ARIMA-SEATS table. If a long name is specified, it needs to be combined with the spec name and separated by a dot (it is not unique, otherwise. See list below.). More than one series can be specified (see examples).
`reeval`	logical, if `TRUE`, the model is re-evaluated with the corresponding specs enabled.
`verbose`	logical, if `TRUE`, a message is returned if a spec is added during reevaluation.

Details

If the save argument is not specified in the model call, series re-evaluates the call with the corresponding specs enabled (also returning a message). Note that re-evaluation doubles the overall computational time. If you want to accelerate the procedure, you have to be explicit about the output in the model call (see examples).

List of all importable tables from X-13ARIMA-SEATS:

spec	long name	short name
check	check.acf	acf
check	check.acfsquared	ac2
check	check.pacf	pcf
estimate	estimate.armacmatrix	acm
estimate	estimate.iterations	itr
estimate	estimate.regcmatrix	rcm
estimate	estimate.regressioneffects	ref
estimate	estimate.residuals	rsd
estimate	estimate.roots	rts
force	force.forcefactor	ffc
force	force.revsachanges	e6a
force	force.rndsachanges	e6r
force	force.saround	rnd
force	force.seasadjtot	saa
forecast	forecast.backcasts	bct
forecast	forecast.forecasts	fct
forecast	forecast.transformed	ftr
forecast	forecast.transformedbcst	btr
forecast	forecast.variances	fvr
history	history.chngestimates	che
history	history.chngrevisions	chr
history	history.fcsterrors	fce
history	history.fcsthistory	fch
history	history.indsaestimates	iae
history	history.indsarevisions	iar
history	history.lkhdhistory	lkh
history	history.outlierhistory	rot
history	history.saestimates	sae
history	history.sarevisions	sar
history	history.seatsmdlhistory	smh
history	history.sfestimates	sfe
history	history.sfilterhistory	sfh
history	history.sfrevisions	sfr
history	history.trendchngestimates	tce
history	history.trendchngrevisions	tcr
history	history.trendestimates	tre
history	history.trendrevisions	trr
identify	identify.acf	iac
identify	identify.pacf	ipc
outlier	outlier.finaltests	fts
outlier	outlier.iterations	oit
regression	regression.aoutlier	ao
regression	regression.holiday	hol
regression	regression.levelshift	ls
regression	regression.outlier	otl
regression	regression.regressionmatrix	rmx
regression	regression.regseasonal	a10
regression	regression.seasonaloutlier	so
regression	regression.temporarychange	tc
regression	regression.tradingday	td
regression	regression.transitory	a13
regression	regression.userdef	usr
seats	seats.adjustfac	s16
seats	seats.adjustmentratio	s18
seats	seats.cycle	cyc
seats	seats.diffseasonaladj	dsa
seats	seats.difftrend	dtr
seats	seats.irregular	s13
seats	seats.longtermtrend	ltt
seats	seats.seasadjconst	sec
seats	seats.seasonal	s10
seats	seats.seasonaladj	s11
seats	seats.seasonaladjfcstdecomp	afd
seats	seats.seasonalfcstdecomp	sfd
seats	seats.seasonalsum	ssm
seats	seats.seriesfcstdecomp	ofd
seats	seats.totaladjustment	sta
seats	seats.transitory	s14
seats	seats.transitoryfcstdecomp	yfd
seats	seats.trend	s12
seats	seats.trendconst	stc
seats	seats.trendfcstdecomp	tfd
series	series.adjoriginal	b1
series	series.calendaradjorig	a18
series	series.outlieradjorig	a19
series	series.seriesmvadj	mv
series	series.span	a1
slidingspans	slidingspans.chngspans	chs
slidingspans	slidingspans.indchngspans	cis
slidingspans	slidingspans.indsaspans	ais
slidingspans	slidingspans.indsfspans	sis
slidingspans	slidingspans.indychngspans	yis
slidingspans	slidingspans.sfspans	sfs
slidingspans	slidingspans.tdspans	tds
slidingspans	slidingspans.ychngspans	ycs
spectrum	spectrum.speccomposite	is0
spectrum	spectrum.specindirr	is2
spectrum	spectrum.specindsa	is1
spectrum	spectrum.specirr	sp2
spectrum	spectrum.specorig	sp0
spectrum	spectrum.specresidual	spr
spectrum	spectrum.specsa	sp1
spectrum	spectrum.specseatsextresiduals	ser
spectrum	spectrum.specseatsirr	s2s
spectrum	spectrum.specseatssa	s1s
transform	transform.permprior	a2p
transform	transform.permprioradjusted	a3p
transform	transform.permprioradjustedptd	a4p
transform	transform.prior	a2
transform	transform.prioradjusted	a3
transform	transform.prioradjustedptd	a4d
transform	transform.seriesconstant	a1c
transform	transform.tempprior	a2t
transform	transform.transformed	trn
x11	x11.adjoriginalc	c1
x11	x11.adjoriginald	d1
x11	x11.adjustdiff	fad
x11	x11.adjustfac	d16
x11	x11.adjustmentratio	e18
x11	x11.biasfactor	bcf
x11	x11.calendar	d18
x11	x11.calendaradjchanges	e8
x11	x11.combholiday	chl
x11	x11.extreme	c20
x11	x11.extremeb	b20
x11	x11.irregular	d13
x11	x11.irregularadjao	iao
x11	x11.irregularb	b13
x11	x11.irregularc	c13
x11	x11.irrwt	c17
x11	x11.irrwtb	b17
x11	x11.mcdmovavg	f1
x11	x11.modirregular	e3
x11	x11.modoriginal	e1
x11	x11.modseasadj	e2
x11	x11.modsic4	c4
x11	x11.modsid4	d4
x11	x11.origchanges	e5
x11	x11.replacsi	d9
x11	x11.replacsic9	c9
x11	x11.robustsa	e11
x11	x11.sachanges	e6
x11	x11.seasadj	d11
x11	x11.seasadjb11	b11
x11	x11.seasadjb6	b6
x11	x11.seasadjc11	c11
x11	x11.seasadjc6	c6
x11	x11.seasadjconst	sac
x11	x11.seasadjd6	d6
x11	x11.seasonal	d10
x11	x11.seasonaladjregsea	ars
x11	x11.seasonalb10	b10
x11	x11.seasonalb5	b5
x11	x11.seasonalc10	c10
x11	x11.seasonalc5	c5
x11	x11.seasonald5	d5
x11	x11.seasonaldi\_	fsd
x11	x11.sib3	b3
x11	x11.sib8	b8
x11	x11.tdadjorig	c19
x11	x11.tdadjorigb	b19
x11	x11.totaladjustment	tad
x11	x11.trend	d12
x11	x11.trendadjls	tal
x11	x11.trendb2	b2
x11	x11.trendb7	b7
x11	x11.trendc2	c2
x11	x11.trendc7	c7
x11	x11.trendchanges	e7
x11	x11.trendconst	tac
x11	x11.trendd2	d2
x11	x11.trendd7	d7
x11	x11.unmodsi	d8
x11	x11.unmodsiox	d8b
x11	x11.yrtotals	e4
x11regression	x11regression.calendar	xca
x11regression	x11regression.calendarb	bxc
x11regression	x11regression.combcalendar	xcc
x11regression	x11regression.combcalendarb	bcc
x11regression	x11regression.combtradingday	c18
x11regression	x11regression.combtradingdayb	b18
x11regression	x11regression.extremeval	c14
x11regression	x11regression.extremevalb	b14
x11regression	x11regression.holiday	xhl
x11regression	x11regression.holidayb	bxh
x11regression	x11regression.outlieriter	xoi
x11regression	x11regression.priortd	a4
x11regression	x11regression.tradingday	c16
x11regression	x11regression.tradingdayb	b16
x11regression	x11regression.x11reg	c15
x11regression	x11regression.x11regb	b15
x11regression	x11regression.xregressioncmatrix	xrc
x11regression	x11regression.xregressionmatrix	xrm

Value

depending on the table, either an object of class "ts" or "data.frame".

References

Vignette with a more detailed description: http://www.seasonal.website/seasonal.html

Comprehensive list of R examples from the X-13ARIMA-SEATS manual: http://www.seasonal.website/examples.html

Official X-13ARIMA-SEATS manual: https://www.census.gov/ts/x13as/docX13ASHTML.pdf

Examples

m <- seas(AirPassengers)
series(m, "fct")  # re-evaluate with the forecast spec activated

# more than one series
series(m, c("rsd", "fct"))

m <- seas(AirPassengers, forecast.save = "fct")
series(m, "fct") # no re-evaluation (much faster!)

# using long names
series(m, "forecast.forecasts")

# history spec
series(m, "history.trendestimates")
series(m, "history.sfestimates")
series(m, "history.saestimates")
series(m, c("history.sfestimates", "history.trendestimates"))

# slidingspans spec
series(m, "slidingspans.sfspans")
series(m, "slidingspans.tdspans")

# fundamental identities of seasonal adjustment
# Y = T * I * (S * TD)
all.equal(AirPassengers, series(m, "seats.trend") *
         series(m, "seats.irregular") * series(m, "seats.adjustfac"))
# Y_sa = Y / (S * TD)
all.equal(final(m), AirPassengers / series(m, "seats.adjustfac"))

### Some X-13ARIMA-SEATS functions can be replicated in R:

# X-13ARIMA-SEATS spectrum
plot(series(m, "spectrum.specorig")[,-1], t = "l")
# R equivalent: spectrum from stats
spectrum(diff(log(AirPassengers)), method = "ar")

# X-13ARIMA-SEATS pacf
x13.pacf <- series(m, "identify.pacf")
plot(x13.pacf[,1], t = "h")
lines(x13.pacf[,2])
lines(-x13.pacf[,2])
# R equivalent: pacf from stats
pacf(AirPassengers, lag.max = 35)

seasonal

R Interface to X-13-ARIMA-SEATS

v1.8.2

GPL-3

Authors

Christoph Sax [aut, cre] (<https://orcid.org/0000-0002-7192-7044>), Dirk Eddelbuettel [ctb] (<https://orcid.org/0000-0001-6419-907X>)

Initial release

2021-03-23