chainSTAT is a small package that includes the functions needed to run
the seasonal adjustment code for national accounts by Statistics
Austria. The main objective are the chainlinking functions (using annual
overlap). The functions are designed for the use in QNA but may be
useful in other contexts as well.
You can install the development version from GitHub with:
# install.packages("devtools")
devtools::install_github("statistikat/chainSTAT")This example shows how to use the chainlinkAO function. For
demonstration we first generate a time series that represents the
current price series and deflate it to mimic the corresponding pyp
series.
library(chainSTAT)
#> Warning: package 'chainSTAT' was built under R version 4.0.3
# generating a cup and a pyp series
cup <- stats::ts(cumsum(c(100,stats::rnorm(99, mean = 1))), start = 1995, frequency = 4)
pyp <- cup / stats::rnorm(100, mean = 1.02, sd = 0.01)
# deriving volume series
vol <- chainlinkAO(cup,pyp)