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dsa (version 0.74.18)

Seasonal Adjustment of Daily Time Series

Description

Seasonal- and calendar adjustment of time series with daily frequency using the DSA approach developed by Ollech, Daniel (2018): Seasonal adjustment of daily time series. Bundesbank Discussion Paper 41/2018.

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Version

Install

install.packages('dsa')

Monthly Downloads

390

Version

0.74.18

License

GPL-3

Maintainer

Daniel Ollech

Last Published

April 15th, 2020

Functions in dsa (0.74.18)

Adding xts together

Dummy for the Day of the Year

Forecasts the days of the week

Output a dataframe to HTML

Cutting spurious days from a series with 31 days a month.

Creating set of dummy variables for specified Holidays

Seasonally Adjust Daily Time Series

Add time series

Extending a daily time series to having 31 days each month.

Invert taking logs and differences of a time series

Obtain the frequency of an xts time series

Outlier adjustment of daily time series

Get Trend-Cycle

Creating Output for dsa

Change ts to xts

Plot daily time series

Get Original Time Series

Creating Holiday dummy

Take logs and differences of a time series

Creating holiday regressor that increases linearly up to holiday and decreases afterwards

Get Seasonally Adjusted Series

Change a daily to a weekly differenced time series

Plot the periodogram of a daily time series

Change xts to ts

Create a plot for xts series

Dummy for the Day of the Month

Dummy for the Day of the Week

Creating Several Holiday dummy

Create a simple, exemplary, seasonal, daily time series