Seasonal adjustment by X-13ARIMA-SEATS in R

Abstract

Seasonal is a powerful interface between R and X-13ARIMA-SEATS, the seasonal adjustment software developed by the United States Census Bureau. It offers access to almost all features of X-13, including seasonal adjustment via the X-11 and SEATS approaches, automatic ARIMA model search, outlier detection, and support for user-defined holiday variables such as the Chinese New Year or Indian Diwali. The required X-13 binaries are provided by the x13binary package, which facilitates a fully-automatic installation on most platforms. A demo website (at http://www.seasonal.website/) supports interactive modeling of custom data. A graphical user interface in the seasonalview package offers the same functionality locally. X-13 can handle monthly, quarterly or bi-annual time series.