Seasonal Adjustment

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

Inputs

Outputs

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

../_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.

Example

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

See also

Moving Transform