Seasonal Adjustment

../_images/seasonal-adjustment.png

Decompose the time series into seasonal, trend, and residual components.

Signals

Inputs

Outputs

  • Time series

    Original time series with some additional columns: seasonal component, trend component, residual component, and seasonally adjusted time series.

Description

../_images/seasonal-adjustment-stamped.png
  1. Length of the season in periods (e.g. 12 for monthly data).
  2. Time series decomposition model, additive or multiplicative.
  3. The series to seasonally adjust.

Examples

../_images/seasonal-adjustment-ex1.png