Ex_Aggregation

Direct/indirect seasonal adjustment

Direct-indirect seasonal adjustment can be easily processed using the command-line tools. We describe below the chain of commands that should be used for that purpose, using random time series.

1. Create (or read from any source) the time series
   dem random2ts --count 3 -o a.xml -f

2. Indirect approach: seasonally adjust the series and aggregate them (with weights)
   dem ts2sa -i a.xml --items sa | dem sa2ts | dem tsaggregate -w 0.5,0.25,0.25 -o indirect.xml
   Note that we just keep the sa series and that we have to transform the sa output to the usual ts format (using sa2ts)

3. Direct approach: compute the aggregate and seasonal adjust it
   dem tsaggregate -i a.xml -w 0.5,0.25,0.25 | dem ts2sa --items sa | dem sa2ts -o direct.xml

4. Seasonality tests on the series
   dem ts2seasonalitytests -i indirect.xml -o indirect.csv
dem ts2seasonalitytests -i direct.xml -o direct.csv