plot.seas: Seasonal Adjustment Plots

Description

Functions to graphically analyze a "seas" object.

Usage

## S3 method for class 'seas':
plot(x, outliers = TRUE, trend = FALSE,
  main = "Original and Adjusted Series", transform = c("none", "PC", "PCY"),
  ...)
residplot(x, outliers = TRUE, main = "residuals of regARIMA", ...)
## S3 method for class 'seas':
monthplot(x, choice = c("seasonal", "irregular"), ...)

Arguments

an object of class "seas", usually, a result of a call to seas.

outliers

logical, should the oultiers be drawn.

trend

logical, should the trend be drawn.

main

character string, title of the graph.

transform

character string, optionally transform the data to period to period "PC" or year to year"PCY" percentage change rates.

choice

character string, "seasonal" (default) or "irregular".

...

further arguments passed to the plotting functions.

Value

All plot functions return a plot as their side effect.

Details

plot calls the plot method for class "seas". It plots the adjusted and unadjusted series, as well as the outliers. Optionally draws the trend series.

residplot plots the residuals and the outliers.

monthplot calls the monthplot method for class "seas". It plot the seasonal and SI component periodwise. Despite its name, monthplot can be used for series of all frequencies.

References

Vignette with a more detailed description: http://cran.r-project.org/web/packages/seasonal/vignettes/seas.pdf

Comprehensive list of R examples from the X-13ARIMA-SEATS manual: https://github.com/christophsax/seasonal/wiki/Examples-of-X-13ARIMA-SEATS-in-R

Official X-13ARIMA-SEATS manual: http://www.census.gov/ts/x13as/docX13AS.pdf

Examples

Run this code

m <- seas(AirPassengers)

plot(m)
plot(m, outliers = FALSE)
plot(m, trend = TRUE)

residplot(m)
residplot(m, outliers = FALSE)

monthplot(m)

# use standard R functions to analyze "seas" models
pacf(resid(m))
spectrum(diff(resid(m)))
plot(density(resid(m)))
qqnorm(resid(m))

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