Seasonal Adjustment of Daily Time Series


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Documentation for package ‘dsa’ version 1.0.12

Help Pages

daily_data Exemplary time series
daily_sim Create a simple, exemplary, seasonal, daily time series
del_names Delete name of xts
Descaler Invert taking logs and differences of a time series
dsa Seasonally Adjust Daily Time Series
dsa_examples Exemplary dsa outputs
freq_xts Obtain the frequency of an xts time series
get_original Get Original Time Series
get_sa Get Seasonally Adjusted Series
get_trend Get Trend-Cycle
holidays Data set for frequently used regressors
make_cal Creating holiday regressor that increases linearly up to holiday and decreases afterwards
make_dummy Creating set of dummy variables for specified Holidays
make_holiday Creating Holiday dummy
multi_xts2ts Change multiple xts to a multivariate ts
output Creating Output for dsa
plot.daily Plot daily time series
plot_spectrum Plot the periodogram of a daily time series
print.daily Print daily time series
Scaler Take logs and differences of a time series
to_weekly Change a daily to a weekly differenced time series
ts2xts Change ts to xts
ts_sum Add time series
xts2ts Change xts to ts
xtsplot Create a plot for xts series