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...format="datevalue" # } # x11{ # mode=mult # sigmalim=(1.8 2.8) # seasonalma=x11default # trendma=13 # appendfcst=no # save=(b1 c17 d10 d11 d12 d13) # savelog=(m1 m2 m3 m4 m5 m6 m7 m8 m9 m10 m11 q q2 msr icr fb1 fd8 msf ids) # } # execute the x12 fortran pgm. executable x12a stored in /home/fred/x12a system("/home/fred/x12a/x12a blp") # read x12 fortran pgm output tables back into R blp.x12 <- readx12out("blp", adtype="M", calendar=F, tblnames=NULL) # basic versions of writex12in and readx12out writex12in <- function(tso,fil...

...forecasting, seasonal adjustment, trend-cycle estimation, construction of composite leading indicators, interpolation, detection and correction of outliers, estimation of special effects, and quality control of data." and just for good measure... GRETL and X12 http://gretl.sourceforge.net/x12a/x12a.html X-12-ARIMA is the program currently used by the U.S. Census Bureau for seasonal adjustment. > Working - among other things- in the field of (short & long term) electricity > forecast, we are now using too many & too expensive pieces of licensed > software: SAS, SPSS...

...F-value Between Years 236.0512 11 21.459200 2.681* Error 968.4973 121 8.004110 Here's me doing it manually with some sample data: library(x12) library(TSA) ### for cycle function data(AirPassengers) x12path <- "C:/WinX12/x12a/x12a.exe" x12out <- x12(AirPassengers,x12path=x12path, period=12,automdl=TRUE,transform="auto",outlier=c("AO","LS"),forecast_years= 0) si <- as.vector(x12out$d8) ### SI ratios -- i.e., final detrended series mo <- factor(cycle(x12out$d8)) yr <- fac...

...nd Q6 explain F2 and Q7 and Q8 explain F3... For check that what i supposed is true, i run this code to see if the values of loadings are big or not. (In this code i used more than 3 factors) library("sem") #put in "mydata", the value of the questions mydata <- data.frame(X$X12a,X$X12b,X$X12c,X$X12d,X$X12e,X$X12f,X$X12g,X$X12h,X$X12i,X$X12l,X$X12m,X$X12n,X$X12o,X$X12p,X$X12q,X$X12r,X$X12s,X$X1a,X$X1b,X$X1c,X$X1d,X$X1e,X$X1f,X$X3h,X$X3i,X$X3l,X$X3m,X$X3n,X$X3o,X$X3p,X$X3q,X$X3r,X$X3s,X$X3t,X$X3u,X$X3v,X$X4a,X$X5q,X$X5r,X$X5s,X$X8a,X$X8b,X$X8c,X$X8d) #i calculate the covaria...

Hi, Vikram and I are beginning work on a native R package to interface into X-12-arima. We have looked through gretl, and previous discussions on kludgy interfaces involving calls to the x12a binary. Our aim is to port as much of the functionality as possible with native R objects, and to do away with the archaic file-based interface of X-12-arima. Our estimate is that some X-12-arima Fortran source will need modification as well, to separate its I/O. We would appreciate any...

...ips on how to do a pseudo-additive seasonal decomposition in R? I am working on a ca. 20 year monthly time series on species abundance data, with annual peaks of varying magnitude and zero abundances between the seasonal occurrences. I have tried to use the package "x12", which utilizes x12arima, but without luck so far. More specifically, I am trying to run the following code, using R version 2.15.0: Cx12 <- x12(Cyanea.ts, period=12, x12path="C:\\x12a.exe", use="x12", forecast_years=0, transform="none",...

Buenas noches.Soy principiante de R, necesito por favor detectar outliers en una serie de tiempo. Muchas gracias [[alternative HTML version deleted]]

...and Q6 explain F2 and Q7 and Q8 explain F3... For check that what i supposed is true, i run this code to see if the values of loadings are big or not. (In this code i used more than 3 factors) library("sem") #put in "mydata", the value of the questions mydata <- data.frame(X$X12a,X$X12b,X$X12c,X$X12d,X$X12e,X$X12f,X$X12g,X$X12h,X$X12i,X$X12l,X$X12m,X$X12n,X$X12o,X$X12p,X$X12q,X$X12r,X$X12s,X$X1a,X$X1b,X$X1c,X$X1d,X$X1e,X$X1f,X$X3h,X$X3i,X$X3l,X$X3m,X$X3n,X$X3o,X$X3p,X$X3q,X$X3r,X$X3s,X$X3t,X$X3u,X$X3v,X$X4a,X$X5q,X$X5r,X$X5s,X$X8a,X$X8b,X$X8c,X$X8d) #i calculate the covaria...