[R] Seasonality

Pfaff, Bernhard Dr. Bernhard_Pfaff at fra.invesco.com
Fri Aug 10 11:14:51 CEST 2007

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:


It should be mentioned that this is *not* a pure R solution, but one can set up the relevant scripts and output files and call the program from R and read in the relevant numbers back into R again.


>On 8/10/07, Alberto Monteiro <albmont at centroin.com.br> 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?
>> Function arima has a "seasonal" parameter, but I guess this is
>> too complex to be useful.
>> Alberto Monteiro
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>Felix Andrews / 安福立
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