daily_data

Three time series that have been analysed by Ollech (2021) and their seasonally and calendar adjusted variants.

datasets

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.

Daniel Ollech

Seasonal Adjustment of Daily Time Series

daily_data function

An xts data set containing 3 time series:<dl class="dl-horizontal">
<dt>currency_circulation</dt><dd>Currency in circulation in Germany, in billion Euros, sum of small denominations: i.e. 5 Euro + 10 Euro + 20 Euro + 50 Euro. Series compiled by Deutsche Bundesbank</dd>
<dt>elec_consumption</dt><dd>Electricity consumption in Germany in GWh. Compiled by Bundesnetzagentur (German Federal Network Agency)</dd>
<dt>no2</dt><dd>Nitrogen dioxide (NO2) immissions averaged over all available measuring stations in Europe that are made available by the European Environment Agency (EEA)</dd>
#' <dt>currency_circulation_sa</dt><dd>Seasonally and calendar adjusted version using dsa of currency_circulation</dd>
<dt>elec_consumption_sa</dt><dd>Seasonally and calendar adjusted version using dsa of elec_consumption</dd>
<dt>no2_sa</dt><dd>Seasonally and calendar adjusted version using dsa of no2</dd>
</dl>

Format

Exemplary time series — daily_data

An xts data set containing 3 time series:<dl class='dl-horizontal'>
<dt>currency_circulation</dt><dd>Currency in circulation in Germany, in billion Euros, sum of small denominations: i.e. 5 Euro + 10 Euro + 20 Euro + 50 Euro. Series compiled by Deutsche Bundesbank</dd>
<dt>elec_consumption</dt><dd>Electricity consumption in Germany in GWh. Compiled by Bundesnetzagentur (German Federal Network Agency)</dd>
<dt>no2</dt><dd>Nitrogen dioxide (NO2) immissions averaged over all available measuring stations in Europe that are made available by the European Environment Agency (EEA)</dd>
#' <dt>currency_circulation_sa</dt><dd>Seasonally and calendar adjusted version using dsa of currency_circulation</dd>
<dt>elec_consumption_sa</dt><dd>Seasonally and calendar adjusted version using dsa of elec_consumption</dd>
<dt>no2_sa</dt><dd>Seasonally and calendar adjusted version using dsa of no2</dd>
</dl>

daily_data: Exemplary time series

Description

Usage

Arguments

Format

References