通过13ARIMA-SEATS对R进行季节性调整

时间:2018-05-10 09:33:37

标签: r time-series adjustment

我已经下载了一些关于通货膨胀的原始数据,该数据在描述中表示尚未经过季节性调整。因此,我认为存在一些季节性。我没有检查这是否确实如此。检查季节性存在的时间序列的常用方法是什么?

尽管如此,我仍然尝试应用该程序,但前后结果完全相同;一切都没有改变。

代码:

if (!require("tis")) {install.packages("tis"); library('tis')} # Load time series library
if (!require("seasonal")) {install.packages("seasonal"); library('seasonal')}

inflation.start <- c(1960,1)
inflation.end <- c(2018,1)

inflation.raw <- "rawData/germany_inflation.csv"
inflation.table <- read.table(inflation.raw, skip = 1, header = F, sep = ',', stringsAsFactors = F)
inflation.ger <- ts(inflation.table[,2], start = inflation.start, frequency = 4)
# ts.plot(inflation.ger)

inflation.seasadj <- final(seas(as.ts(naWindow(inflation.ger),freq=4))) # seasonal adjustment
inflation.seasadj.ger <- ts(inflation.seasadj, start = inflation.start, frequency = 4)

显然,inflation.gerinflation.seasadj.ger是完全相同的时间序列。什么可能出错?

数据:

dput(inflation.ger)
structure(c(2.22222222222224, 1.244019138756, 0.75973409306742, 
1.80608365019013, 1.98487712665404, 2.64650283553874, 2.73327049952876, 
3.36134453781511, 3.15106580166824, 2.39410681399631, 2.47706422018348, 
3.25203252032522, 2.87511230907457, 2.42805755395685, 3.31244404655327, 
2.27471566054242, 2.09606986899562, 2.72168568920105, 2.2530329289428, 
2.05303678357573, 3.07955517536358, 3.84615384615386, 3.98305084745763, 
4.10729253981556, 4.06639004149377, 3.04526748971191, 2.93398533007336, 
2.49597423510466, 1.8341307814992, 1.75718849840257, 1.10847189231985, 
1.49253731343286, 1.25293657008615, 1.33437990580847, 1.80109631949884, 
1.62538699690402, 2.01082753286931, 2.09140201394268, 1.92307692307691, 
2.89413556740292, 3.33586050037907, 3.5660091047041, 4.00000000000001, 
4.44115470022204, 5.06236243580337, 5.78754578754579, 5.66037735849054, 
5.31537916371368, 4.88826815642457, 5.47091412742381, 6.25000000000001, 
6.46029609690444, 7.39014647137152, 6.9599474720946, 7.30446024563674, 
7.45891276864728, 7.06757594544325, 6.99815837937383, 6.44578313253009, 
5.88235294117648, 6.25361899247252, 6.08146873207113, 5.43293718166383, 
5.22222222222223, 4.30517711171662, 3.78583017847487, 3.70370370370372, 
3.80147835269271, 3.81400208986417, 3.85617509119333, 3.46790890269152, 
3.00101729399797, 2.86864620030195, 2.50878073256398, 2.50125062531265, 
2.91358024691356, 3.27788649706457, 4.650024473813, 5.31966813079548, 
5.51823416506719, 5.92136428233066, 5.19176800748362, 5.14365152919371, 
5.72987721691677, 5.81395348837209, 6.66963094708762, 7.13970912296167, 
5.89247311827958, 5.36770921386304, 5.08545227177989, 4.648292883587, 
4.06173842404549, 3.28920978740473, 3.13367711225704, 2.71226415094341, 
2.84933645589384, 2.83495145631071, 1.88461538461538, 2.06659012629162, 
2.31499051233397, 2.30362537764349, 2.076255190638, 1.57480314960629, 
0.741839762611279, 0, -0.332840236686399, -0.922849760059066, 
-0.515463917525782, 0.0369139904023732, 0.519480519480511, 0.968703427719836, 
0.962250185048109, 1.14391143911439, 1.29198966408267, 1.69741697416972, 
2.4193548387097, 2.88215979569498, 2.80612244897959, 3.01161103047896, 
2.72011453113812, 2.3049645390071, 2.72952853598016, 3.02923564635434, 
2.84251480582282, 3.29915972330998, 4.51351791825871, 5.50437317784258, 
5.9108527131783, 6.09404990403073, 4.95750708215298, 3.33642261353105, 
4.66605672461115, 4.38715513342377, 4.5434098065677, 4.30493273542601, 
2.97202797202796, 2.77296360485268, 2.58175559380379, 2.45055889939811, 
2.07979626485568, 1.7284991568297, 1.5520134228188, 1.46873688627781, 
1.45530145530146, 1.45047658516367, 1.36307311028499, 1.53019023986766, 
1.76229508196721, 1.55228758169937, 2.32273838630808, 2.11812627291242, 
1.24848973016513, 1.36765888978277, 0.597371565113501, 0.438771439968094, 
0.198886237072386, 0.515873015873038, 0.673000791765629, 0.953137410643369, 
1.54823342596267, 1.10540860639556, 1.37632717263074, 1.73092053501181, 
1.72009382329947, 2.53807106598985, 2.01706749418153, 1.6627996906419, 
1.99846272098384, 1.29474485910129, 1.21673003802282, 1.17915557246102, 
1.13036925395631, 0.789473684210527, 1.05184072126221, 1.16541353383457, 
0.968703427719814, 1.86497575531517, 1.82156133828996, 2.0066889632107, 
1.62361623616237, 1.24496521420726, 1.64293537787514, 1.67577413479055, 
1.70660856935367, 1.84448462929475, 1.4727011494253, 1.28986026513793, 
1.7850767583006, 2.05965909090908, 2.26548672566371, 3.0774672798019, 
2.94633461943178, 2.88796102992346, 3.08065074420214, 1.61290322580647, 
0.81771720613288, 0.270544470747383, -0.235057085292139, 0.405268490374862, 
0.811084825954715, 1.11298482293424, 1.11073712554695, 1.37907837201482, 
1.87730472678512, 2.00133422281521, 2.19707057256989, 2.22295952222959, 
2.13886146758801, 1.86396337475473, 2.01954397394136, 2.01233365790325, 
1.54639175257732, 1.50882825040129, 1.62835249042147, 1.33630289532296, 
1.20558375634519, 1.07526881720429, 0.848256361922726, 0.50235478806906, 
0.0313479623824208, 0.469336670838559, 0.124610591900319, 0.312402374258052, 
0.250705108116592, 0.0934288383680993, 0.466708151835709, 1.12114606041732, 
1.87558612066271, 1.68014934660859, 1.73428305977082, 1.66307360640589, 
1.50352868978214), .Tsp = c(1960, 2017.75, 4), class = "ts")

0 个答案:

没有答案