Seasonal Adjustment of Daily Time Series

Seasonal- and calendar adjustment of time series with daily frequency using the DSA approach developed by Ollech, Daniel (2018): Seasonal adjustment of daily time series. Bundesbank Discussion Paper 41/2018.


News

dsa v0.60.35 (Release date: 2018-10-29)

Changes:

  • Bug fixes
    • descaler: set y=NA as a default. Otherwise when descaler is only used for log-transformations, as then y does not need to be supplied, it lead to an error.

dsa v0.60.34 (Release date: 2018-10-29)

Changes:

  • Bug fixes
    • drop31: fixed an error that could lead to faulty transformation

dsa v0.60.33 (Release date: 2018-10-29)

Changes:

  • Bug fixes
    • fixed the fill_up function to correctly identify the 29th of February.

dsa v0.60.32 (Release date: 2018-10-29)

Changes:

  • Changes
    • Minor changes of examples to decrease run time.

dsa v0.60.31 (Release date: 2018-10-29)

Changes:

  • Bug fixes
    • previously, setting option reiterate3 > 0 in the dsa function did not work together with diff > 0.
    • if scaling the data became active in the dsa function, the data where not propably rescaled at the end.
    • fixed display of SI ratios for annual period.

dsa v0.60.21 (Release date: 2018-10-19)

Changes:

  • First public release of the dsa package

Reference manual

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install.packages("dsa")

0.70.3 by Daniel Ollech, 2 months ago


Browse source code at https://github.com/cran/dsa


Authors: Daniel Ollech [aut, cre]


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL-3 license


Imports ggplot2, xts, zoo, R2HTML, xtable, grid, tools, tsoutliers, htmlwidgets, forecast, rJava, timeDate, dygraphs, extrafont, gridExtra, reshape2, stats

Suggests knitr, rmarkdown


See at CRAN