USING R TO TEACH SEASONAL ADJUSTMENT

Detalhes bibliográficos
Autor(a) principal: Ferreira, Pedro Costa
Data de Publicação: 2017
Outros Autores: Mattos, Daiane Marcolino
Tipo de documento: Artigo
Idioma: por
Título da fonte: Cadernos do IME. Série Estatística (Online)
Texto Completo: https://www.e-publicacoes.uerj.br/cadest/article/view/25077
Resumo: DOI: 10.12957/cadest.2016.25077This 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.Keywords: Seasonal Adjustment, X13-ARIMA-SEATS, R software, RStudio.
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spelling USING R TO TEACH SEASONAL ADJUSTMENTDOI: 10.12957/cadest.2016.25077This 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.Keywords: Seasonal Adjustment, X13-ARIMA-SEATS, R software, RStudio.Universidade do Estado do Rio de Janeiro2017-02-27info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionAvaliado pelos Paresapplication/pdfhttps://www.e-publicacoes.uerj.br/cadest/article/view/2507710.12957/cadest.2016.25077Cadernos do IME - Série Estatística; v. 40 (2016): Volume 40, Junho de 2016; 192317-45361413-9022reponame:Cadernos do IME. Série Estatística (Online)instname:Universidade do Estado do Rio de Janeiro (UERJ)instacron:UERJporhttps://www.e-publicacoes.uerj.br/cadest/article/view/25077/19993Ferreira, Pedro CostaMattos, Daiane Marcolinoinfo:eu-repo/semantics/openAccess2020-12-04T00:20:40Zoai:ojs.www.e-publicacoes.uerj.br:article/25077Revistahttps://www.e-publicacoes.uerj.br/index.php/cadestPUBhttps://www.e-publicacoes.uerj.br/index.php/cadest/oaifabiano@ime.uerj.br||fabiano@ime.uerj.br2317-45361413-9022opendoar:2024-05-17T13:37:35.372932Cadernos do IME. Série Estatística (Online) - Universidade do Estado do Rio de Janeiro (UERJ)false
dc.title.none.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
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
author_role author
author2 Mattos, Daiane Marcolino
author2_role author
dc.contributor.author.fl_str_mv Ferreira, Pedro Costa
Mattos, Daiane Marcolino
description DOI: 10.12957/cadest.2016.25077This 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.Keywords: Seasonal Adjustment, X13-ARIMA-SEATS, R software, RStudio.
publishDate 2017
dc.date.none.fl_str_mv 2017-02-27
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Avaliado pelos Pares
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv https://www.e-publicacoes.uerj.br/cadest/article/view/25077
10.12957/cadest.2016.25077
url https://www.e-publicacoes.uerj.br/cadest/article/view/25077
identifier_str_mv 10.12957/cadest.2016.25077
dc.language.iso.fl_str_mv por
language por
dc.relation.none.fl_str_mv https://www.e-publicacoes.uerj.br/cadest/article/view/25077/19993
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Universidade do Estado do Rio de Janeiro
publisher.none.fl_str_mv Universidade do Estado do Rio de Janeiro
dc.source.none.fl_str_mv Cadernos do IME - Série Estatística; v. 40 (2016): Volume 40, Junho de 2016; 19
2317-4536
1413-9022
reponame:Cadernos do IME. Série Estatística (Online)
instname:Universidade do Estado do Rio de Janeiro (UERJ)
instacron:UERJ
instname_str Universidade do Estado do Rio de Janeiro (UERJ)
instacron_str UERJ
institution UERJ
reponame_str Cadernos do IME. Série Estatística (Online)
collection Cadernos do IME. Série Estatística (Online)
repository.name.fl_str_mv Cadernos do IME. Série Estatística (Online) - Universidade do Estado do Rio de Janeiro (UERJ)
repository.mail.fl_str_mv fabiano@ime.uerj.br||fabiano@ime.uerj.br
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