Alberto Monteiro wrote:
> I have a time series x = f(t), where t is taken for each
> month. What is the best function to detect if _x_ has a seasonal
> variation? If there is such seasonal effect, what is the
> best function to estimate it?
>
From my own experience, I had the impression that ther
Hello Alberto, hello Felix,
aside of monthplot() and stl(), there is the possibility to use Census
X-12-ARIMA. The program can be downloaded from:
http://www.census.gov/srd/www/x12a/
It should be mentioned that this is *not* a pure R solution, but one can set up
the relevant scripts and output
?monthplot
?stl
On 8/10/07, Alberto Monteiro <[EMAIL PROTECTED]> wrote:
> I have a time series x = f(t), where t is taken for each
> month. What is the best function to detect if _x_ has a seasonal
> variation? If there is such seasonal effect, what is the
> best function to estimate it?
>
> Fun
I have a time series x = f(t), where t is taken for each
month. What is the best function to detect if _x_ has a seasonal
variation? If there is such seasonal effect, what is the
best function to estimate it?
Function arima has a "seasonal" parameter, but I guess this is
too complex to be useful.
