dsa_examples {dsa}

Exemplary dsa outputs

Description

The dsa results for the three time series that have been analysed by Ollech (2021). Details on the specification can be found in the vignette.

Usage

dsa_examples

Format

A list containing the following three objects

cic_dsa

Results from a call to dsa() for the 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_dsa

Results from a call to dsa() for the electricity consumption in Germany in GWh. Compiled by Bundesnetzagentur (German Federal Network Agency)

no2_dsa

Results from a call to dsa() for the nitrogen dioxide (NO2) immissions averaged over all available measuring stations in Europe that are made available by the European Environment Agency (EEA)

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).