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seasonal: R Interface to X-13-ARIMA-SEATS

Easy-to-use interface to X-13-ARIMA-SEATS, the seasonal adjustment software by the US Census Bureau.

It offers full access to almost all options and outputs of X-13, including X-11 and SEATS, automatic ARIMA model search, outlier detection and support for user defined holiday variables, such as Chinese New Year or Indian Diwali.

A graphical user interface can be used through the 'seasonalview' package.

Uses the X-13-binaries from the 'x13binary' package.

The R package is available on CRAN, GitHub and the package website.

Citation

Sax C, Eddelbuettel D (2018). “Seasonal Adjustment by X-13ARIMA-SEATS in R.” Journal of Statistical Software, 87(11), 1-17. doi:10.18637/jss.v087.i11 https://doi.org/10.18637/jss.v087.i11.