Using R to Teach Seasonal Adjustment

Detalhes bibliográficos
Autor(a) principal: Ferreira, Pedro Costa
Data de Publicação: 2016
Outros Autores: Mattos, Daiane Marcolino de
Tipo de documento: Artigo de conferência
Idioma: eng
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: http://hdl.handle.net/10438/18173
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.
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spelling Ferreira, Pedro CostaMattos, Daiane Marcolino deInstitutos::IBREDemais unidades::RPCA2017-04-11T18:08:44Z2017-04-11T18:08:44Z2016http://hdl.handle.net/10438/18173This 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.engIBRECadernos do IME – Série EstatísticaSeasonal AdjustmentR softwareR studioTecnologiaR (Linguagem de programação de computador)Using R to Teach Seasonal Adjustmentinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/conferenceObjectreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessFortalecimento da pesquisa aplicada utilizando o software R e criação de um pacote estatístico para o R com as séries temporais produzidas pela FGVProjetos de Pesquisa AplicadaTEXTUsing_R_to_Teach_Seasonal_Adjustment.pdf.txtUsing_R_to_Teach_Seasonal_Adjustment.pdf.txtExtracted 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dc.title.eng.fl_str_mv Using R to Teach Seasonal Adjustment
title Using R to Teach Seasonal Adjustment
spellingShingle Using R to Teach Seasonal Adjustment
Ferreira, Pedro Costa
Seasonal Adjustment
R software
R studio
Tecnologia
R (Linguagem de programação de computador)
title_short Using R to Teach Seasonal Adjustment
title_full Using R to Teach Seasonal Adjustment
title_fullStr Using R to Teach Seasonal Adjustment
title_full_unstemmed Using R to Teach Seasonal Adjustment
title_sort Using R to Teach Seasonal Adjustment
author Ferreira, Pedro Costa
author_facet Ferreira, Pedro Costa
Mattos, Daiane Marcolino de
author_role author
author2 Mattos, Daiane Marcolino de
author2_role author
dc.contributor.unidadefgv.por.fl_str_mv Institutos::IBRE
Demais unidades::RPCA
dc.contributor.author.fl_str_mv Ferreira, Pedro Costa
Mattos, Daiane Marcolino de
dc.subject.eng.fl_str_mv Seasonal Adjustment
R software
R studio
topic Seasonal Adjustment
R software
R studio
Tecnologia
R (Linguagem de programação de computador)
dc.subject.area.por.fl_str_mv Tecnologia
dc.subject.bibliodata.por.fl_str_mv R (Linguagem de programação de computador)
description 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.
publishDate 2016
dc.date.issued.fl_str_mv 2016
dc.date.accessioned.fl_str_mv 2017-04-11T18:08:44Z
dc.date.available.fl_str_mv 2017-04-11T18:08:44Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
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dc.identifier.uri.fl_str_mv http://hdl.handle.net/10438/18173
url http://hdl.handle.net/10438/18173
dc.language.iso.fl_str_mv eng
language eng
dc.relation.ispartof.none.fl_str_mv Cadernos do IME – Série Estatística
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.publisher.none.fl_str_mv IBRE
publisher.none.fl_str_mv IBRE
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