Seasonal Adjustment of Daily Time Series


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Documentation for package ‘dsa’ version 0.74.18

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Add Adding xts together
daily_sim Create a simple, exemplary, seasonal, daily time series
day_split Forecasts the days of the week
Descaler Invert taking logs and differences of a time series
df2HTML Output a dataframe to HTML
dom_dummy Dummy for the Day of the Month
dow_dummy Dummy for the Day of the Week
doy_dummy Dummy for the Day of the Year
drop31 Cutting spurious days from a series with 31 days a month.
dsa Seasonally Adjust Daily Time Series
fill31 Extending a daily time series to having 31 days each month.
fill_up Fill up NAs
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
Holiday Creating Holiday dummy
makeCal Creating holiday regressor that increases linearly up to holiday and decreases afterwards
makeDummy Creating set of dummy variables for specified Holidays
outlier Outlier adjustment of daily time series
output Creating Output for dsa
plot.daily Plot daily time series
plot_spectrum Plot the periodogram of a daily time series
Scaler Take logs and differences of a time series
Time Creating Several Holiday dummy
to_weekly Change a daily to a weekly differenced time series
ts.sum Add time series
ts2xts Change ts to xts
xts2ts Change xts to ts
xtsplot Create a plot for xts series