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.


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


  • 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)


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

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


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

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


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

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


  • 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)


  • First public release of the dsa package

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.0.12 by Daniel Ollech, 4 months ago

Browse source code at

Authors: Daniel Ollech [aut, cre]

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL-3 license

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

Suggests knitr, rmarkdown, stR

Imported by tssim.

See at CRAN