Import X-13ARIMA-SEATS Output Tables
The series function imports all tables that can be saved in X-13ARIMA-SEATS.
series(x, series, reeval = TRUE, verbose = TRUE)
x: an object of class "seas".series: character vector, short or long names of an X-13ARIMA-SEATS table. If a long name is specified, it needs to be combined with the spec name and separated by a dot (it is not unique, otherwise. See list below.). More than one series can be specified (see examples).reeval: logical, if TRUE, the model is re-evaluated with the corresponding specs enabled.verbose: logical, if TRUE, a message is returned if a spec is added during reevaluation.depending on the table, either an object of class "ts" or "data.frame".
If the save argument is not specified in the model call, series
re-evaluates the call with the corresponding specs enabled (also returning a message). Note that re-evaluation doubles the overall computational time. If you want to accelerate the procedure, you have to be explicit about the output in the model call (see examples).
List of all importable tables from X-13ARIMA-SEATS:
| spec | long name | short name | description |
| check | check.acf | acf | autocorrelation function of residuals with standard errors and Ljung-Box Q-statistics computed through each lag |
| check | check.acfsquared | ac2 | autocorrelation function of squared residuals with standard errors and Ljung-Box Q-statistics computed through each lag |
| check | check.pacf | pcf | partial autocorrelation function of residuals with standard errors |
| composite | composite.adjcompositesrs | b1 | aggregated time series data, prior adjusted, with associated dates |
| composite | composite.calendaradjcomposite | cac | aggregated time series data, adjusted for regARIMA calendar effects. |
| composite | composite.compositesrs | cms | aggregated time series data, with associated dates |
| composite | composite.indadjsatot | iaa | final indirect seasonally adjusted series, with yearly totals adjusted to match the original series |
| composite | composite.indadjustfac | iaf | final combined adjustment factors for the indirect seasonal adjustment |
| composite | composite.indaoutlier | iao | final indirect AO outliers |
| composite | composite.indcalendar | ica | final calendar factors for the indirect seasonal adjustment |
| composite | composite.indirregular | iir | final irregular component for the indirect adjustment |
| composite | composite.indlevelshift | ils | final indirect LS outliers |
| composite | composite.indmcdmovavg | if1 | MCD moving average of the final indirect seasonally adjusted series |
| composite | composite.indmodirr | ie3 | irregular component modified for extreme values from the indirect seasonal adjustment |
| composite | composite.indmodoriginal | ie1 | original series modified for extreme values from the indirect seasonal adjustment |
| composite | composite.indmodsadj | ie2 | seasonally adjusted series modified for extreme values from the indirect seasonal adjustment |
| composite | composite.indreplacsi | id9 | final replacement values for extreme SI-ratios (differences) for the indirect adjustment |
| composite | composite.indrevsachanges | i6a | percent changes for indirect seasonally adjusted series with revised yearly totals |
| composite | composite.indrndsachanges | i6r | percent changes (differences) in the rounded indirect seasonally adjusted series |
| composite | composite.indrobustsa | iee | final indirect seasonally adjusted series modified for extreme values |
| composite | composite.indsachanges | ie6 | percent changes (differences) in the indirect seasonally adjusted series |
| composite | composite.indsadjround | irn | rounded indirect seasonally adjusted series |
| composite | composite.indseasadj | isa | final indirect seasonally adjusted series |
| composite | composite.indseasonal | isf | final seasonal factors for the indirect seasonal adjustment |
| composite | composite.indseasonaldiff | isd | final seasonal difference for the indirect seasonal adjustment (only for pseudo-additive seasonal adjustment) |
| composite | composite.indtotaladjustment | ita | total indirect adjustment factors (only produced if the original series contains values that are <= 0) |
| composite | composite.indtrend | itn | final trend-cycle for the indirect adjustment |
| composite | composite.indtrendchanges | ie7 | percent changes (differences) in the indirect final trend component |
| composite | composite.indunmodsi | id8 | final unmodified SI-ratios (differences) for the indirect adjustment |
| composite | composite.origchanges | ie5 | percent changes (differences) in the original series |
| composite | composite.outlieradjcomposite | oac | aggregated time series data, adjusted for outliers. |
| composite | composite.prioradjcomposite | ia3 | composite series adjusted for user-defined prior adjustments applied at the component level |
| estimate | estimate.armacmatrix | acm | correlation matrix of ARMA parameter estimates if used with the print argument; covariance matrix of same if used with the save argument |
| estimate | estimate.iterations | itr | detailed output for estimation iterations, including log-likelihood values and parameters, and counts of function evaluations and iterations |
| estimate | estimate.regcmatrix | rcm | correlation matrix of regression parameter estimates if used with the print argument; covariance matrix of same if used with the save argument |
| estimate | estimate.regressioneffects | ref | Xb matrix of regression variables multiplied by the vector of estimated regression coefficients |
| estimate | estimate.residuals | rsd | model residuals with associated dates or observation numbers |
| estimate | estimate.roots | rts | roots of the autoregressive and moving average operators in the estimated model |
| force | force.forcefactor | ffc | factors applied to get seasonally adjusted series with constrained yearly totals (if type = regress or type = denton) |
| force | force.revsachanges | e6a | percent changes (differences) in seasonally adjusted series with revised yearly totals |
| force | force.revsachangespct | p6a | percent changes in seasonally adjusted series with forced yearly totals |
| force | force.rndsachanges | e6r | percent changes (differences) in rounded seasonally adjusted series |
| force | force.rndsachangespct | p6r | percent changes in rounded seasonally adjusted series |
| force | force.saround | rnd | rounded final seasonally adjusted series (if round = yes) or the rounded final seasonally adjusted series with constrained yearly totals (if type = regress or type = denton) |
| force | force.seasadjtot | saa | final seasonally adjusted series with constrained yearly totals (if type = regress or type = denton) |
| forecast | forecast.backcasts | bct | point backcasts on the original scale, along with upper and lower prediction interval limits |
| forecast | forecast.forecasts | fct | point forecasts on the original scale, along with upper and lower prediction interval limits |
| forecast | forecast.transformed | ftr | forecasts on the transformed scale, with corresponding forecast standard errors |
| forecast | forecast.transformedbcst | btr | backcasts on the transformed scale, with corresponding forecast standard errors |
| forecast | forecast.variances | fvr | forecast error variances on the transformed scale, showing the contributions of the error assuming the model is completely known (stochastic variance) and the error due to estimating any regression parameters (error in estimating AR and MA parameters is ignored) |
| history | history.armahistory | amh | history of estimated AR and MA coefficients from the regARIMA model |
| history | history.chngestimates | che | concurrent and most recent estimate of the month-tomonth (or quarter-to-quarter) changes in the seasonally adjusted data |
| history | history.chngrevisions | chr | revision from concurrent to most recent estimate of the month-to-month (or quarter-to-quarter) changes in the seasonally adjusted data |
| history | history.fcsterrors | fce | revision history of the accumulated sum of squared forecast errors |
| history | history.fcsthistory | fch | listing of the forecast and forecast errors used to generate accumulated sum of squared forecast errors |
| history | history.indsaestimates | iae | concurrent and most recent estimate of the indirect seasonally adjusted data |
| history | history.indsarevisions | iar | revision from concurrent to most recent estimate of the indirect seasonally adjusted series |
| history | history.lkhdhistory | lkh | history of AICC and likelihood values |
| history | history.outlierhistory | rot | record of outliers removed and kept for the revisions history (printed only if automatic outlier identification is used) |
| history | history.saestimates | sae | concurrent and most recent estimate of the seasonally adjusted data |
| history | history.sarevisions | sar | revision from concurrent to most recent estimate of the seasonally adjusted data |
| history | history.seatsmdlhistory | smh | SEATS ARIMA model history |
| history | history.sfestimates | sfe | concurrent and most recent estimate of the seasonal factors and projected seasonal factors |
| history | history.sfilterhistory | sfh | record of seasonal filter selection for each observation in the revisions history (printed only if automatic seasonal filter selection is used) |
| history | history.sfrevisions | sfr | revision from concurrent to most recent estimate of the seasonal factor, as well as projected seasonal factors |
| history | history.tdhistory | tdh | history of estimated trading day regression coefficients from the regARIMA model |
| history | history.trendchngestimates | tce | concurrent and most recent estimate of the month-tomonth (or quarter-to-quarter) changes in the trend component |
| history | history.trendchngrevisions | tcr | revision from concurrent to most recent estimate of the month-to-month (or quarter-to-quarter) changes in the trend component |
| history | history.trendestimates | tre | concurrent and most recent estimate of the trend component |
| history | history.trendrevisions | trr | revision from concurrent to most recent estimate of the trend component |
| identify | identify.acf | iac | sample autocorrelation function(s), with standard errors and Ljung-Box Q-statistics for each lag |
| identify | identify.pacf | ipc | sample partial autocorrelation function(s) with standard errors for each lag |
| outlier | outlier.finaltests | fts | t-statistics for every time point and outlier type generated during the final outlier detection iteration (not saved when automdl/pickmdl is used) |
| outlier | outlier.iterations | oit | detailed results for each iteration of outlier detection including outliers detected, outliers deleted, model parameter estimates, and robust and nonrobust estimates of the residual standard deviation |
| regression | regression.aoutlier | ao | regARIMA additive (or point) outlier factors (table A8.AO) |
| regression | regression.holiday | hol | regARIMA holiday factors (table A7) |
| regression | regression.levelshift | ls | regARIMA level shift, temporary level shift and ramp outlier factors (table A8.LS) |
| regression | regression.outlier | otl | combined regARIMA outlier factors (table A8) |
| regression | regression.regressionmatrix | rmx | values of regression variables with associated dates |
| regression | regression.regseasonal | a10 | regARIMA user-defined seasonal factors (table A10) |
| regression | regression.seasonaloutlier | so | regARIMA seasonal outlier factors (table A8.SO) |
| regression | regression.temporarychange | tc | regARIMA temporary change outlier factors (table A8.TC) |
| regression | regression.tradingday | td | regARIMA trading day factors (table A6) |
| regression | regression.transitory | a13 | regARIMA transitory component factors from userdefined regressors (table A13) |
| regression | regression.userdef | usr | factors from user-defined regression variables (table A9) |
| seats | seats.adjustfac | s16 | final SEATS combined adjustment factors |
| seats | seats.adjustfacpct | psa | combined adjustment factors, expressed as percentages if appropriate |
| seats | seats.adjustmentratio | s18 | final SEATS adjustment ratio |
| seats | seats.componentmodels | mdc | models for the components |
| seats | seats.cycle | cyc | cycle component |
| seats | seats.difforiginal | dor | fully differenced transformed original series |
| seats | seats.diffseasonaladj | dsa | fully differenced transformed SEATS seasonal adjustment |
| seats | seats.difftrend | dtr | fully differenced transformed SEATS trend |
| seats | seats.filtersaconc | fac | concurrent finite seasonal adjustment filter |
| seats | seats.filtersasym | faf | symmetric finite seasonal adjustment filter |
| seats | seats.filtertrendconc | ftc | concurrent finite trend filter |
| seats | seats.filtertrendsym | ftf | symmetric finite trend filter |
| seats | seats.irregular | s13 | final SEATS irregular component |
| seats | seats.irregularoutlieradj | se3 | final SEATS irregular component, outlier adjusted |
| seats | seats.irregularpct | psi | final irregular component, expressed as percentages if appropriate |
| seats | seats.longtermtrend | ltt | long term trend |
| seats | seats.pseudoinnovsadj | pia | pseudo-innovations of the final SEATS seasonal adjustment |
| seats | seats.pseudoinnovseasonal | pis | pseudo-innovations of the seasonal component |
| seats | seats.pseudoinnovtransitory | pit | pseudo-innovations of the transitory component |
| seats | seats.pseudoinnovtrend | pic | pseudo-innovations of the trend component |
| seats | seats.seasadjconst | sec | final SEATS seasonal adjustment with constant term included |
| seats | seats.seasonal | s10 | final SEATS seasonal component |
| seats | seats.seasonaladj | s11 | final SEATS seasonal adjustment |
| seats | seats.seasonaladjfcstdecomp | afd | forecast of the final SEATS seasonal adjustment |
| seats | seats.seasonaladjoutlieradj | se2 | final SEATS seasonal adjustment, outlier adjusted |
| seats | seats.seasonaladjse | ase | standard error of final seasonally adjusted series |
| seats | seats.seasonalfcstdecomp | sfd | forecast of the seasonal component |
| seats | seats.seasonalpct | pss | final seasonal factors, expressed as percentages if appropriate |
| seats | seats.seasonalse | sse | standard error of final steasonal component |
| seats | seats.seasonalsum | ssm | seasonal-period-length sums of final SEATS seasonal component |
| seats | seats.seriesfcstdecomp | ofd | forecast of the series component |
| seats | seats.squaredgainsaconc | gac | squared gain for finite concurrent seasonal adjustment filter |
| seats | seats.squaredgainsasym | gaf | squared gain for finite symmetric seasonal adjustment filter |
| seats | seats.squaredgaintrendconc | gtc | squared gain for finite concurrent trend filter |
| seats | seats.squaredgaintrendsym | gtf | squared gain for finite symmetric trend filter |
| seats | seats.timeshiftsaconc | tac | time shift for finite concurrent seasonal adjustment filter |
| seats | seats.timeshifttrendconc | ttc | time shift for finite concurrent trend filter |
| seats | seats.totaladjustment | sta | total adjustment factors for SEATS seasonal adjustment |
| seats | seats.transitory | s14 | final SEATS transitory component |
| seats | seats.transitoryfcstdecomp | yfd | forecast of the transitory component |
| seats | seats.transitorypct | psc | final transitory component, expressed as percentages if appropriate |
| seats | seats.transitoryse | cse | standard error of final transitory component |
| seats | seats.trend | s12 | final SEATS trend component |
| seats | seats.trendadjls | stl | level shift adjusted trend |
| seats | seats.trendconst | stc | final SEATS trend component with constant term included |
| seats | seats.trendfcstdecomp | tfd | forecast of the trend component |
| seats | seats.trendse | tse | standard error of final trend component |
| seats | seats.wkendfilter | wkf | end filters of the semi-infinite Wiener-Kolmogorov filter |
| series | series.adjoriginal | b1 | original series, adjusted for prior effects and forecast extended |
| series | series.calendaradjorig | a18 | original series adjusted for regARIMA calendar effects |
| series | series.outlieradjorig | a19 | original series adjusted for regARIMA outliers |
| series | series.seriesmvadj | mv | original series with missing values replaced by regARIMA estimates |
| series | series.span | a1 | time series data, with associated dates (if the span argument is present, data are printed and/or saved only for the specified span) |
| slidingspans | slidingspans.chngspans | chs | month-to-month (or quarter-to-quarter) changes from all sliding spans |
| slidingspans | slidingspans.indchngspans | cis | indirect month-to-month (or quarter-to-quarter) changes from all sliding spans |
| slidingspans | slidingspans.indsaspans | ais | indirect seasonally adjusted series from all sliding spans |
| slidingspans | slidingspans.indsfspans | sis | indirect seasonal factors from all sliding spans |
| slidingspans | slidingspans.indychngspans | yis | indirect year-to-year changes from all sliding spans |
| slidingspans | slidingspans.sfspans | sfs | seasonal factors from all sliding spans |
| slidingspans | slidingspans.tdspans | tds | trading day factors from all sliding spans |
| slidingspans | slidingspans.ychngspans | ycs | year-to-year changes from all sliding spans |
| spectrum | spectrum.speccomposite | is0 | spectral plot of first-differenced aggregate series |
| spectrum | spectrum.specextresiduals | ser | spectrum of the extended residuals |
| spectrum | spectrum.specindirr | is2 | spectral plot of outlier-modified irregular series from the indirect seasonal adjustment |
| spectrum | spectrum.specindsa | is1 | spectral plot of the first-differenced indirect seasonally adjusted series |
| spectrum | spectrum.specirr | sp2 | spectral plot of outlier-modified X-11 irregular series |
| spectrum | spectrum.specorig | sp0 | spectral plot of the first-differenced original series |
| spectrum | spectrum.specresidual | spr | spectral plot of the regARIMA model residuals |
| spectrum | spectrum.specsa | sp1 | spectral plot of differenced, X-11 seasonally adjusted series (or of the logged seasonally adjusted series if mode = logadd or mode = mult) |
| spectrum | spectrum.specseatsirr | s2s | spectrum of the final SEATS irregular |
| spectrum | spectrum.specseatssa | s1s | spectrum of the differenced final SEATS seasonal adjustment |
| spectrum | spectrum.spectukeycomposite | it0 | Tukey spectrum of the first-differenced aggregate series |
| spectrum | spectrum.spectukeyextresiduals | ter | Tukey spectrum of the extended residuals |
| spectrum | spectrum.spectukeyindirr | it2 | Tukey spectrum of the outlier-modified irregular series from the indirect seasonal adjustment |
| spectrum | spectrum.spectukeyindsa | it1 | Tukey spectrum of the first-differenced indirect seasonally adjusted series |
| spectrum | spectrum.spectukeyirr | st2 | Tukey spectrum of the outlier-modified X-11 irregular series |
| spectrum | spectrum.spectukeyorig | st0 | Tukey spectrum of the first-differenced original series |
| spectrum | spectrum.spectukeyresidual | str | Tukey spectrum of the regARIMA model residuals |
| spectrum | spectrum.spectukeysa | st1 | Tukey spectrum of the differenced, X-11 seasonally adjusted series (or of the logged seasonally adjusted series if mode = logadd or mode = mult) |
| spectrum | spectrum.spectukeyseatsirr | t2s | Tukey spectrum of the final SEATS irregular |
| spectrum | spectrum.spectukeyseatssa | t1s | Tukey spectrum of the differenced final SEATS seasonal adjustment |
| transform | transform.permprior | a2p | permanent prior adjustment factors, with associated dates |
| transform | transform.permprioradjusted | a3p | prior adjusted series using only permanent prior factors, with associated dates |
| transform | transform.permprioradjustedptd | a4p | prior adjusted series using only permanent prior factors and prior trading day adjustments, with associated dates |
| transform | transform.prior | a2 | prior adjustment factors, with associated dates |
| transform | transform.prioradjusted | a3 | prior adjusted series, with associated dates |
| transform | transform.prioradjustedptd | a4d | prior adjusted series (including prior trading day adjustments), with associated dates |
| transform | transform.seriesconstant | a1c | original series with value from the constant argument added to the series |
| transform | transform.tempprior | a2t | temporary prior adjustment factors, with associated dates |
| transform | transform.transformed | trn | prior adjusted and transformed data, with associated dates |
| x11 | x11.adjoriginalc | c1 | original series modified for outliers, trading day and prior factors, C iteration |
| x11 | x11.adjoriginald | d1 | original series modified for outliers, trading day and prior factors, D iteration |
| x11 | x11.adjustdiff | fad | final adjustment difference (only for pseudo-additive seasonal adjustment) |
| x11 | x11.adjustfac | d16 | combined seasonal and trading day factors |
| x11 | x11.adjustfacpct | paf | combined adjustment factors, expressed as percentages if appropriate |
| x11 | x11.adjustmentratio | e18 | final adjustment ratios (original series/seasonally adjusted series) |
| x11 | x11.biasfactor | bcf | bias correction factors |
| x11 | x11.calendar | d18 | combined holiday and trading day factors |
| x11 | x11.calendaradjchanges | e8 | percent changes (differences) in original series adjusted for calendar effects |
| x11 | x11.calendaradjchangespct | pe8 | percent changes in original series adjusted for calendar factors |
| x11 | x11.combholiday | chl | combined holiday prior adjustment factors, A16 table |
| x11 | x11.extreme | c20 | extreme values, C iteration |
| x11 | x11.extremeb | b20 | extreme values, B iteration |
| x11 | x11.irregular | d13 | final irregular component |
| x11 | x11.irregularadjao | ira | final irregular component adjusted for point outliers |
| x11 | x11.irregularb | b13 | irregular component, B iteration |
| x11 | x11.irregularc | c13 | irregular component, C iteration |
| x11 | x11.irregularpct | pir | final irregular component, expressed as percentages if appropriate |
| x11 | x11.irrwt | c17 | final weights for the irregular component |
| x11 | x11.irrwtb | b17 | preliminary weights for the irregular component |
| x11 | x11.mcdmovavg | f1 | MCD moving average of the final seasonally adjusted series |
| x11 | x11.modirregular | e3 | irregular component modified for zero-weighted extreme values |
| x11 | x11.modoriginal | e1 | original series modified for zero-weighted extreme values |
| x11 | x11.modseasadj | e2 | seasonally adjusted series modified for zero-weighted extreme values |
| x11 | x11.modsic4 | c4 | modified SI-ratios (differences), C iteration |
| x11 | x11.modsid4 | d4 | modified SI-ratios (differences), D iteration |
| x11 | x11.origchanges | e5 | percent changes (differences) in original series |
| x11 | x11.origchangespct | pe5 | percent changes in the original series |
| x11 | x11.replacsi | d9 | final replacement values for extreme SI-ratios (differences), D iteration |
| x11 | x11.replacsic9 | c9 | modified SI-ratios (differences), C iteration |
| x11 | x11.robustsa | e11 | robust final seasonally adjusted series |
| x11 | x11.sachanges | e6 | percent changes (differences) in seasonally adjusted series |
| x11 | x11.sachangespct | pe6 | percent changes in seasonally adjusted series |
| x11 | x11.seasadj | d11 | final seasonally adjusted series |
| x11 | x11.seasadjb11 | b11 | seasonally adjusted series, B iteration |
| x11 | x11.seasadjb6 | b6 | preliminary seasonally adjusted series, B iteration |
| x11 | x11.seasadjc11 | c11 | seasonally adjusted series, C iteration |
| x11 | x11.seasadjc6 | c6 | preliminary seasonally adjusted series, C iteration |
| x11 | x11.seasadjconst | sac | final seasonally adjusted series with constant from transform spec included |
| x11 | x11.seasadjd6 | d6 | preliminary seasonally adjusted series, D iteration |
| x11 | x11.seasonal | d10 | final seasonal factors |
| x11 | x11.seasonaladjregsea | ars | seasonal factors adjusted for user-defined seasonal regARIMA component |
| x11 | x11.seasonalb10 | b10 | seasonal factors, B iteration |
| x11 | x11.seasonalb5 | b5 | preliminary seasonal factors, B iteration |
| x11 | x11.seasonalc10 | c10 | preliminary seasonal factors, C iteration |
| x11 | x11.seasonalc5 | c5 | preliminary seasonal factors, C iteration |
| x11 | x11.seasonald5 | d5 | preliminary seasonal factors, D iteration |
| x11 | x11.seasonaldiff | fsd | final seasonal difference (only for pseudo-additive seasonal adjustment) |
| x11 | x11.seasonalpct | psf | final seasonal factors, expressed as percentages if appropriate |
| x11 | x11.sib3 | b3 | preliminary unmodified SI-ratios (differences) |
| x11 | x11.sib8 | b8 | unmodified SI-ratios (differences) |
| x11 | x11.tdadjorig | c19 | original series adjusted for final trading day |
| x11 | x11.tdadjorigb | b19 | original series adjusted for preliminary trading day |
| x11 | x11.totaladjustment | tad | total adjustment factors (only printed out if the original series contains values that are <= 0) |
| x11 | x11.trend | d12 | final trend-cycle |
| x11 | x11.trendadjls | tal | final trend-cycle adjusted for level shift outliers |
| x11 | x11.trendb2 | b2 | preliminary trend-cycle, B iteration |
| x11 | x11.trendb7 | b7 | preliminary trend-cycle, B iteration |
| x11 | x11.trendc2 | c2 | preliminary trend-cycle, C iteration |
| x11 | x11.trendc7 | c7 | preliminary trend-cycle, C iteration |
| x11 | x11.trendchanges | e7 | percent changes (differences) in final trend component series |
| x11 | x11.trendchangespct | pe7 | percent changes in final trend cycle |
| x11 | x11.trendconst | tac | final trend component with constant from transform spec included |
| x11 | x11.trendd2 | d2 | preliminary trend-cycle, D iteration |
| x11 | x11.trendd7 | d7 | preliminary trend-cycle, D iteration |
| x11 | x11.unmodsi | d8 | final unmodified SI-ratios (differences) |
| x11 | x11.unmodsiox | d8b | final unmodified SI-ratios, with labels for outliers and extreme values |
| x11 | x11.yrtotals | e4 | ratio of yearly totals of original and seasonally adjusted series |
| x11regression | x11regression.calendar | xca | final calendar factors (trading day and holiday) |
| x11regression | x11regression.calendarb | bxc | preliminary calendar factors |
| x11regression | x11regression.combcalendar | xcc | final calendar factors from combined daily weights |
| x11regression | x11regression.combcalendarb | bcc | preliminary calendar factors from combined daily weights |
| x11regression | x11regression.combtradingday | c18 | final trading day factors from combined daily weights |
| x11regression | x11regression.combtradingdayb | b18 | preliminary trading day factors from combined daily weights |
| x11regression | x11regression.extremeval | c14 | irregulars excluded from the irregular regression, C iteration |
| x11regression | x11regression.extremevalb | b14 | irregulars excluded from the irregular regression, B iteration |
| x11regression | x11regression.holiday | xhl | final holiday factors |
| x11regression | x11regression.holidayb | bxh | preliminary holiday factors |
| x11regression | x11regression.outlieriter | xoi | detailed results for each iteration of outlier detection including outliers detected, outliers deleted, model parameter estimates, and robust and non-robust estimates of the residual standard deviation |
| x11regression | x11regression.priortd | a4 | prior trading day weights and factors |
| x11regression | x11regression.tradingday | c16 | final trading day factors and weights |
| x11regression | x11regression.tradingdayb | b16 | preliminary trading day factors and weights |
| x11regression | x11regression.x11reg | c15 | final irregular regression coefficients and diagnostics |
| x11regression | x11regression.x11regb | b15 | preliminary irregular regression coefficients and diagnostics |
| x11regression | x11regression.xregressioncmatrix | xrc | correlation matrix of irregular regression parameter estimates if used with the print argument; covariance matrix of same if used with the save argument |
| x11regression | x11regression.xregressionmatrix | xrm | values of irregular regression variables with associated dates |
m <- seas(AirPassengers) series(m, "fct") # re-evaluate with the forecast spec activated # more than one series series(m, c("rsd", "fct")) m <- seas(AirPassengers, forecast.save = "fct") series(m, "fct") # no re-evaluation (much faster!) # using long names series(m, "forecast.forecasts") # history spec series(m, "history.trendestimates") series(m, "history.sfestimates") series(m, "history.saestimates") series(m, c("history.sfestimates", "history.trendestimates")) # slidingspans spec series(m, "slidingspans.sfspans") series(m, "slidingspans.ychngspans") # fundamental identities of seasonal adjustment # Y = T * I * (S * TD) all.equal(AirPassengers, series(m, "seats.trend") * series(m, "seats.irregular") * series(m, "seats.adjustfac")) # Y_sa = Y / (S * TD) all.equal(final(m), AirPassengers / series(m, "seats.adjustfac")) ### Some X-13ARIMA-SEATS functions can be replicated in R: # X-13ARIMA-SEATS spectrum plot(series(m, "spectrum.specorig")[,-1], t = "l") # R equivalent: spectrum from stats spectrum(diff(log(AirPassengers)), method = "ar") # X-13ARIMA-SEATS pacf x13.pacf <- series(m, "identify.pacf") plot(x13.pacf[,1], t = "h") lines(x13.pacf[,2]) lines(-x13.pacf[,2]) # R equivalent: pacf from stats pacf(AirPassengers, lag.max = 35) # use with composite (see vignette("multiple", "seasonal")) m_composite <- seas( cbind(mdeaths, fdeaths), composite = list(), series.comptype = "add" ) series(m_composite, "composite.indseasadj")
Vignette with a more detailed description: http://www.seasonal.website/seasonal.html
Comprehensive list of R examples from the X-13ARIMA-SEATS manual: http://www.seasonal.website/examples.html
Official X-13ARIMA-SEATS manual: https://www2.census.gov/software/x-13arima-seats/x13as/windows/documentation/docx13as.pdf
seas() for the main function.