[R] Is there a R function for seasonal adjustment
John Field
johnfield at ozemail.com.au
Mon Jan 7 13:28:29 CET 2008
tom soyer <tom.soyer <at> gmail.com> writes:
>
> Hi,
>
> I just discovered decompose() and stl(), both are very nice! I am wondering
> if R also has a function that calculates the seasonal index, or make the
> seasonal adjustment directly using the results generated from either
> decompose() or stl(). It seems that there should be one, but I couldn't find
> it. Does anyone know?
>
> Thanks,
>
Tom,
You could try Rob Hyndman's forecasting package, and seasadj in particular. You
may find it useful to look at the task view for econometrics at CRAN, and its
subset for time series.
Regards,
John Field
More information about the R-help
mailing list