Seasonal Adjustment of Daily Time Series
Create a simple, exemplary, seasonal, daily time series
Delete name of xts
Invert taking logs and differences of a time series
Seasonally Adjust Daily Time Series
Obtain the frequency of an xts time series
Get Original Time Series
Get Seasonally Adjusted Series
Get Trend-Cycle
Creating holiday regressor that increases linearly up to holiday and d...
Creating set of dummy variables for specified Holidays
Creating Holiday dummy
Change multiple xts to a multivariate ts
Creating Output for dsa
Plot daily time series
Plot the periodogram of a daily time series
Print daily time series
Take logs and differences of a time series
Change a daily to a weekly differenced time series
Add time series
Change ts to xts
Change xts to ts
Create a plot for xts 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.