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

Documentation:

Reference manual:	dsa.pdf
Vignettes:	dsa-vignette

Downloads:

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

Linking:

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