dsa: Seasonal Adjustment of Daily Time Series

Seasonal- and calendar adjustment of time series with daily frequency using the DSA approach developed by Ollech, Daniel (2018): Seasonal adjustment of daily time series. Bundesbank Discussion Paper 41/2018.

Version: 1.0.12
Depends: R (≥ 3.1.0)
Imports: ggplot2, xts, zoo, R2HTML, grid, tools, tsoutliers, htmlwidgets, forecast, rJava, timeDate, dygraphs, gridExtra, reshape2, stats, seastests
Suggests: knitr, rmarkdown, stR
Published: 2021-06-21
DOI: 10.32614/CRAN.package.dsa
Author: Daniel Ollech [aut, cre]
Maintainer: Daniel Ollech <daniel.ollech at bundesbank.de>
License: GPL-3
NeedsCompilation: no
Materials: NEWS
In views: TimeSeries
CRAN checks: dsa results


Reference manual: dsa.pdf
Vignettes: dsa-vignette


Package source: dsa_1.0.12.tar.gz
Windows binaries: r-devel: dsa_1.0.12.zip, r-release: dsa_1.0.12.zip, r-oldrel: dsa_1.0.12.zip
macOS binaries: r-release (arm64): dsa_1.0.12.tgz, r-oldrel (arm64): dsa_1.0.12.tgz, r-release (x86_64): dsa_1.0.12.tgz, r-oldrel (x86_64): dsa_1.0.12.tgz
Old sources: dsa archive

Reverse dependencies:

Reverse imports: tssim


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