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dsa (version 1.0.12)

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

383

Version

1.0.12

License

GPL-3

Maintainer

Daniel Ollech

Last Published

June 21st, 2021

Functions in dsa (1.0.12)

get_original

Get Original Time Series
dsa_examples

Exemplary dsa outputs
del_names

Delete name of xts
Descaler

Invert taking logs and differences of a time series
make_cal

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

Exemplary time series
holidays

Data set for frequently used regressors
get_trend

Get Trend-Cycle
to_weekly

Change a daily to a weekly differenced time series
output

Creating Output for dsa
plot.daily

Plot daily time series
xtsplot

Create a plot for xts series
make_dummy

Creating set of dummy variables for specified Holidays
ts2xts

Change ts to xts
plot_spectrum

Plot the periodogram of a daily time series
print.daily

Print daily time series
daily_sim

Create a simple, exemplary, seasonal, daily time series
ts_sum

Add time series
make_holiday

Creating Holiday dummy
multi_xts2ts

Change multiple xts to a multivariate ts
xts2ts

Change xts to ts
freq_xts

Obtain the frequency of an xts time series
get_sa

Get Seasonally Adjusted Series
Scaler

Take logs and differences of a time series
dsa

Seasonally Adjust Daily Time Series