| daily_data {dsa} | R Documentation |
Exemplary time series
Description
Three time series that have been analysed by Ollech (2021) and their seasonally and calendar adjusted variants.
Usage
daily_data
Format
An xts data set containing 3 time series:
- currency_circulation
Currency in circulation in Germany, in billion Euros, sum of small denominations: i.e. 5 Euro + 10 Euro + 20 Euro + 50 Euro. Series compiled by Deutsche Bundesbank
- elec_consumption
Electricity consumption in Germany in GWh. Compiled by Bundesnetzagentur (German Federal Network Agency)
- no2
Nitrogen dioxide (NO2) immissions averaged over all available measuring stations in Europe that are made available by the European Environment Agency (EEA)
#'
- currency_circulation_sa
Seasonally and calendar adjusted version using dsa of currency_circulation
- elec_consumption_sa
Seasonally and calendar adjusted version using dsa of elec_consumption
- no2_sa
Seasonally and calendar adjusted version using dsa of no2
Author(s)
Daniel Ollech
Source
Own calculations, Deutsche Bundesbank, Bundesnetzagentur, EEA
References
Ollech, Daniel (2021). Seasonal Adjustment of Daily Time Series. Journal of Time Series Econometrics (forthcoming).