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I try to find out if x11 census type filtering is possible with R. I am pretty sure it is, but if I google or use ??x11 I only get information about the graphical device X11. Can anyone point me to some time series package respectively a function (e.g. within zoo or standard ts) that does it?
thx in advance!
X11 is old. X12 is the current version and X13 is coming. See http://www.census.gov/srd/www/x12a/
The x12 package functions as a wrapper to the X12 binaries under Windows, but currently that is the only implementation that I know of. I’ve asked the folks at the US Census Bureau about this a few times and they tell me that it is on their agenda, but they’ve been saying that for a couple of years now.
Update: you get similar time series decomposition functionality with the
stl()function which is part of thestatspackage in R. It has the advantage of being applicable to time series of every period (not only monthly or quarterly).