[R] Is there a R function for seasonal adjustment

John Field johnfield at ozemail.com.au
Mon Jan 7 13:28:29 CET 2008


tom soyer <tom.soyer <at> gmail.com> writes:

> 
> Hi,
> 
> I just discovered decompose() and stl(), both are very nice! I am wondering
> if R also has a function that calculates the seasonal index, or make the
> seasonal adjustment directly using the results generated from either
> decompose() or stl(). It seems that there should be one, but I couldn't find
> it. Does anyone know?
> 
> Thanks,
> 

Tom,
You could try Rob Hyndman's forecasting package, and seasadj in particular.  You
may find it useful to look at the task view for econometrics at CRAN, and its
subset for time series.
Regards,
John Field




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