Show simple item record

dc.contributor.authorFerreira, Pedro Costa
dc.contributor.authorMattos, Daiane Marcolino de
dc.date.accessioned2017-04-11T18:08:44Z
dc.date.available2017-04-11T18:08:44Z
dc.date.issued2016
dc.identifier.urihttp://hdl.handle.net/10438/18173
dc.description.abstractThis article shows, using R software, how to seasonally adjust a time series using the X-13-ARIMA-SEATS program and the seasonal package developed by Christoph Sax. In addition to presenting step-by-step seasonal adjustment, the article also explores how to analyze the program output and how to forecast the original and seasonally adjusted time series. A case study was proposed using the Brazilian industrial production. It was verified that the effect of Carnival, Easter and working days improved the seasonal adjustment when treated by the model.eng
dc.language.isoeng
dc.publisherIBREpor
dc.relation.ispartofCadernos do IME – Série Estatística
dc.subjectSeasonal Adjustmenteng
dc.subjectR softwareeng
dc.subjectR studioeng
dc.titleUsing R to Teach Seasonal Adjustmenteng
dc.typePapereng
dc.subject.areaTecnologiapor
dc.contributor.unidadefgvInstitutos::IBREpor
dc.contributor.unidadefgvRede de Pesquisapor
dc.subject.bibliodataR (Linguagem de programação de computador)por


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record