USING R TO TEACH SEASONAL ADJUSTMENT

CADERNOS DO IME - SÉRIE ESTATÍSTICA

Endereço:
UERJ, Rua São Francisco Xavier, 524, sala 6028-B
Rio de Janeiro / RJ
20550-900
Site: http://www.e-publicacoes.uerj.br/index.php/cadest
Telefone: 2123340144
ISSN: 23174536
Editor Chefe: José Fabiano da Serra Costa
Início Publicação: 31/05/2006
Periodicidade: Semestral

USING R TO TEACH SEASONAL ADJUSTMENT

Ano: 2016 | Volume: 40 | Número: 1
Autores: Ferreira & Matos
Autor Correspondente: D. Matos | daiane.mattos@fgv.br

Palavras-chave: Seasonal Adjustment, X13-ARIMA-SEATS, R software, RStudio.

Resumos Cadastrados

Resumo Inglês:

This article shows, using R software, how to seasonally adjust a time series using the X13-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.