Using R to Teach Seasonal Adjustment

dc.contributorInstitutos::IBRE
dc.contributorDemais unidades::RPCA
dc.creatorFerreira, Pedro Costa
dc.creatorMattos, Daiane Marcolino de
dc.date.accessioned2017-04-11T18:08:44Z
dc.date.available2017-04-11T18:08:44Z
dc.date.created2017-04-11T18:08:44Z
dc.date.issued2016
dc.identifierhttp://hdl.handle.net/10438/18173
dc.description.abstractThis 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.
dc.languageeng
dc.publisherIBRE
dc.relationCadernos do IME – Série Estatística
dc.subjectSeasonal Adjustment
dc.subjectR software
dc.subjectR studio
dc.titleUsing R to Teach Seasonal Adjustment
dc.typePaper


Este ítem pertenece a la siguiente institución