seasonal (version 0.60.0)

series: Import X-13ARIMA-SEATS Output Tables

Description

With the exception 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

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.

Value

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

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:

lll{ 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 }

References

Vignette with a more detailed description: http://cran.r-project.org/web/packages/seasonal/vignettes/seas.pdf

Wiki page with a comprehensive list of R examples from the X-13ARIMA-SEATS manual: https://github.com/christophsax/seasonal/wiki/Examples-of-X-13ARIMA-SEATS-in-R

Official X-13ARIMA-SEATS manual: http://www.census.gov/ts/x13as/docX13AS.pdf

See Also

seas for the main function.

Examples

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

# more than one series
series(m, c("d7", "d8", "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")

### 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[,1:2])
lines(x13.pacf[,3])
lines(-x13.pacf[,3])
# R equivalent: pacf from stats
pacf(AirPassengers, lag.max = 35)


### advanced examples
# (for more examples, see the wiki.)

# trading day and easter adjustment w/o seasonal adjustment
summary(m)
re <- series(m, "estimate.regressioneffects")
ce <- re[, 'Trading.Day'] + re[, 'Holiday']
# be aware of the log transformation
AirPassengersWoTd <- exp(log(AirPassengers) - ce)