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Seasonal adjustment time series

Source: R/geom_sa.R
geom_sa.Rd

Performs a seasonal adjustment and plots a time series. geom_sa() and stat_sa() are aliases: they both use the same arguments. Use stat_sa() if you want to display the results with a non-standard geom.

Usage

geom_sa(
  mapping = NULL,
  data = NULL,
  stat = "sa",
  position = "identity",
  ...,
  method = c("x13", "tramoseats"),
  spec = NULL,
  frequency = NULL,
  message = TRUE,
  component = "sa",
  show.legend = NA,
  inherit.aes = TRUE
)

stat_sa(
  mapping = NULL,
  data = NULL,
  geom = "line",
  position = "identity",
  ...,
  method = c("x13", "tramoseats"),
  spec = NULL,
  frequency = NULL,
  message = TRUE,
  component = "sa",
  show.legend = NA,
  inherit.aes = TRUE
)

Arguments

mapping

Set of aesthetic mappings created by aes() or aes_(). If specified and inherit.aes = TRUE (the default), it is combined with the default mapping at the top level of the plot. You must supply mapping if there is no plot mapping.

data

A data.frame that contains the data used for the seasonal adjustment.

stat

The statistical transformation to use on the data for this layer, as a string.

position

Position adjustment, either as a string, or the result of a call to a position adjustment function.

...

Other arguments passed on to layer(). These are often aesthetics, used to set an aesthetic to a fixed value, like colour = "red" or size = 3.

method

the method used for the seasonal adjustment. "x13" (by default) for the X-13ARIMA method and "tramoseats" for TRAMO-SEATS.

spec

the specification used for the seasonal adjustment. See x13() or tramoseats().

frequency

the frequency of the time series. By default (frequency = NULL), the frequency is computed automatically.

message

a boolean indicating if a message is printed with the frequency used.

component

a character equals to the component to plot. The result must be a time series. See user_defined_variables() for the available parameters. By default (component = 'sa') the seasonal adjusted component is plotted.

show.legend

logical. Should this layer be included in the legends? NA, the default, includes if any aesthetics are mapped. FALSE never includes, and TRUE always includes. It can also be a named logical vector to finely select the aesthetics to display.

inherit.aes

If FALSE, overrides the default aesthetics, rather than combining with them.

geom

The geometric object to use to display the data

Examples

p_ipi_fr <- ggplot(data = ipi_c_eu_df, mapping = aes(x = date, y = FR)) +
    geom_line(color =  "#F0B400") +
    labs(title = "Seasonal adjustment of the French industrial production index",
         x = "time", y = NULL)

# To add the seasonal adjusted series:
p_ipi_fr +
    geom_sa(color = "#155692")


# To add the forecasts of the input data and the seasonal adjusted series:
p_sa <- p_ipi_fr +
    geom_sa(component = "y_f", linetype = 2, message = FALSE, color =  "#F0B400") + 
    geom_sa(component = "sa", color = "#155692", message = FALSE) +
    geom_sa(component = "sa_f", color = "#155692", linetype = 2, message = FALSE)
p_sa