rjd3x13: Seasonal Adjustment with 'X-13' in 'JDemetra+' 3.x

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Authors: Jean Palate, Alain Quartier-la-Tente, Tanguy Barthelemy, Eulalie Delaune, Anna Smyk
Cited by: 0

Abstract

R Interface to 'JDemetra+ 3.x' () time series analysis software. It offers full access to options and outputs of 'X-13', including Reg-ARIMA modelling (automatic AutoRegressive Integrated Moving Average (ARIMA) model with outlier detection and trading days adjustment) and X-11 decomposition.

Fields of Study & Subjects

Data Analysis with R Time Series Analysis and Forecasting Forecasting Techniques and Applications

Publication details

Publication date
27 January 2026
Document type
Dataset