search for: x12out

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2012 Jun 25
0
x12 ARIMA Moving Seasonality F Test Issue
...ars 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 <- factor(floor(time(x12out$d...