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Where ldeaths is the sum of mdeaths and fdeaths. You can verify that the composite refers to the total of mdeaths and fdeaths by running: seas(ldeaths) A minimal composite call looks like this: seas( If you provide an empty list, the usual defaults of seas() are used. Specification works identical as for other series in seas(), including the application of the defaults. The composite argument is a list with an X-13 specification that is applied on the aggregated series. The composite spec helps you to analyze the problem and to compare the direct and the indirect adjustment. Sometimes, one has to decide whether seasonal adjustment should be performed on a granular level or on an aggregated level. Support for the X-13 batch mode makes it finally possible to use the composite spec – the one feature of X-13 that was missing in seasonal. System.time(seas(many, multimode = "x13")) The following comparison on a MacBook Pro shows a modest speed gain, but bigger differences have been observed on other systems: many <- rep(list(fdeaths), 100) Seas(cbind(fdeaths, mdeaths), multimode = "R") The results should be usually the same, but switching to multimode = "R" may be useful for debugging: seas(cbind(fdeaths, mdeaths), multimode = "x13") Alternatively, X-13 can be called for each series ( multimode = "R"). This is now the default in seasonal ( multimode = "x13"). X-13 ships with a batch mode that allows multiple adjustments in a single call to X-13. SOFTWARE LIKE SEASONALITY CORE HOW TOThe vignette on multiple adjustments describes how to specify options for individual series. Note that if entered that way, they will apply to both series. X-13 spec-argument combinations can be applied in the usual way, such as x11 = "". This will perform two seasonal adjustments, one for fdeaths and one for mdeaths. M <- seas(cbind(fdeaths, mdeaths), x11 = "") Multiple adjustments can be performed by supplying multiple time series as an "mts" object: library(seasonal) It removes the need for loops or lapply() in such cases, and finally brings one missing feature of X-13 to seasonal – the composite spec. This is done by using the built-in batch mode of X-13. In the latest CRAN version 1.8, it is now possible to seasonally adjust multiple series in a single call to seas(). By default, seas calls the automatic procedures of X-13ARIMA-SEATS to perform a seasonal adjustment that works well in most circumstances: seas(AirPassengers)įor a more detailed introduction, read our article in the Journal of Statistical Software. Seas is the core function of the seasonal package. ![]() SOFTWARE LIKE SEASONALITY CORE INSTALLTo install both packages: install.packages("seasonal") SOFTWARE LIKE SEASONALITY CORE MANUALSeasonal depends on the x13binary package to access pre-built binaries of X-13ARIMA-SEATS on all platforms and does not require any manual installation. The latest CRAN version of seasonal makes it much easier to adjust multiple time series. Seasonal is an easy-to-use and full-featured R-interface to X-13ARIMA-SEATS, the seasonal adjustment software developed by the United States Censusīureau. ![]()
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