Interactive X-13ARIMA-SEATS Seasonal Adjustment Using R

• Activity Number: 563
• Type: Contributed
• Date/Time: Wednesday, August 12, 2015 : 11:35 AM to 12:20 PM
• Sponsor: Government Statistics Section
• Author(s): James Livsey*
• Companies: U.S. Census Bureau

Abstract

For a variety of reasons, many statistical agencies perform seasonal adjustment. Of the multiples different choices for seasonal adjustment methodology and software, a large number of agencies, including the U.S. Census Bureau, choose to use X-13ARIMA-SEATS. The "big picture" ideas behind seasonal adjustment are well understood and easily explained. However, once it comes time to perform a seasonal adjustment, an inexperienced user can become easily overwhelmed with the options and diagnostics of most seasonal adjustment software. This, coupled with the associated learning costs, yields many people who could benefit from a better understanding of the X-13ARIMA-SEATS process.

This talk will discuss a middle ground solution for those looking to better visualize and understand the X-13ARIMA-SEATS seasonal adjustment routine. Through the use of Rstudio and Shiny, an interactive web application which gives a user-friendly hands-on experience with X-13ARIMA-SEATS seasonal adjustment is presented. This interface is a way to interactively view the effect of different X-13ARIMA-SEATS options in real time. The core functionality of this work utilizes the functions of R's seasonal package