Seasonality refers to the recurring fluctuation around the mean of a time-series for a given period of time, usually a calendar year.

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Seasonal adjustment for daily/weekly data [closed]

I have daily sales data which display strong weekly seasonality as well as monthly seasonality. It means that there are spikes/dips at the end of each week and greater spikes at the end of each month. ...
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31 views

Double-Seasonal Holt-Winters forecasts for periods where $k>s_1$

I have the feeling that this may be a stupid question, so apologies in advance. I have a set of daily demand data (midnight-midnight) which clearly has two very strong seasonal cycles - one ...
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33 views

X12 for seasonality adjustment - SAS

I found this code online and I wanted to dissect it before programming something similar in SAS. The problem is idenitfy seasonality in a time series. I want to understand the code line by line: ...
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19 views

Which technique will tell whether mortality is seasonal or not?

I want to analyze monthly death counts with respect to age, cause and gender. The data I have is about the name, date of birth, date of death, gender and cause of death of about 2000 cases for the ...
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1answer
21 views

A smoothed series still exibits strong seasonality

I have a monthly time series. It is basically a price level series (inflation data), and I converted it into monthly percentage changes (i.e. like the CPI measure). This time series exhibits extremely ...
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18 views

How do I assess seasonality with a glm using a cosine curve in r?

I'm new to R, so I'm sure I'm just doing something dumb. I have a dataset of kereru counts from two different decades, the 80s and 2000s. I am looking to describe how kereru counts have changed ...
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1answer
46 views

How to identify the seasonality of a timeseries from the Periodogram?

I need to identify seasonality/ periodicity of a dataset so as to develop an ARMAX model. This is what the original time-series looks like I have plotted the periodogram of the dataset. Ps: I used ...
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16 views

How to include seasonality in the data ARMAX model that has multiple periodicities?

I am doing regression with ARIMA errors. The residuals are as shown in the figure below. Clearly, the scatter plot shows that this time series has some sort of periodicity or seasonality, but its very ...
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17 views

How can I filter marketing campaigns out of my decomposed seasonal data?

I've recently jumped into the deep end of statistical analysis of revenue. I've learned a ton about statistics, probability, decomposition (stl), and the Python and R languages. I feel like I'm ...
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1answer
19 views

Cross-applying known seasonality adjustment to new data

I have two sets of data, drawn from the same source. I know that the data exhibits seasonal behavior, visible over each week and over each day, and am willing to assume that the seasonal behavior is ...
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1answer
109 views

Decomposition of daily time series (several years) with multiple seasonal patterns

i have a daily time series of several years. Graph & CSV-file So far i could figure out with an based on an acf graph and this method: timeSeriesObj = ts(x,start=c(1999,1,1),frequency=7) ...
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31 views

Can anyone explain what is happening in the stl function of R?

I am recently working with seasonal-trend decomposition. Yet I am not that familiar with the approach that R is using. Can anyone one kindly explain the mechanism of the stl function?
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22 views

Seasonality in Regression

I am trying to run a regression for quantity of imports of a commodity on the unit value of the commodity, unit value of a substitute and the income of consumers. Regarding seasonality, I know that ...
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1answer
72 views

Analyzing seasonality in data

In order to analyze the data in presence of seasonality, I used two methods: Proportional hazard model (Cox model) and time series method (Triple Exponential Smoothing (Holt Winters Method)). Now , my ...
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1answer
36 views

How to detect variable seasonality pattern

We have predicted and actual (daily) data for past 3 years. We use 90 days of data for prediction. Generally our predictions are very accurate, but we receive unusual traffic for few days/weeks ( like ...
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26 views

linear regression with autoregressive errors ~ARMA(1,0)(2,1)[12]

I am fitting monthly data that are expected to be auto-regressive (streamflow), but I want to include other independent variables (in my case it is a multivariate regression, with about 4 variables). ...
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15 views

X11 deseasoning: too few datapoint for S3x3 moving average?

Do I have too few data points to use a $S_{3\times3}$ moving average? I have the following dataset for January months, ...
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25 views

EWMA or Moving Average when Estimating Trend in Seasonal Data

What is generally the best practice when estimating trend (non-seasonal component) in seasonal data? Centred Moving Average as suggested by MatLab docs Averaged EWMA (backwards & forwards) as ...
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26 views

Making a Time-series Stationary: Order of Operations

Following various sources including this post, which is the correct approach to making a time-series stationary? Remove trend Remove seasonality or Remove seasonality with estimated trend ...
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39 views

Seasonality in residuals [closed]

I'm running a simple OLS with two seasonally adjusted independent variables and the dependent variable is also seasonally adjusted. I'm seeing distinct seasonality in the residuals of the estimation. ...
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1answer
49 views

Removing Seasonality

Excuse me for the basic question; however I am having trouble removing seasonality from this data. I have been using Win X-13 with no luck so far (it doesn't appear to do much to remove the ...
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2answers
48 views

Suggested software to compute seasonal arima model

My issue is really simple: I need to compute a seasonal arima model on traffic data (5 min frequency). The data exhibits daily seasonality (288 observations). This is causing me issues in computing ...
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25 views

Seasonal adjustment question, why do days matter?

I have a simple ols equation where the independent variable is total production in a month. I seasonally adjust the data with an x12 and run the ols and get my estimates. The strange thing is, if I ...
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2answers
86 views

How to interpret decomposition plot and check for seasonality

I'm new to this and I have a question about the results that I get from checking whether my data contains seasonality or not. I have a csv file which contains date, period and year. However, R reads ...
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1answer
62 views

Interpreting the result of decomposing time series

I don't have a lot of experience working with time series data. Now I have a 3 year, monthly data for several entities (you can think about them as different stores), that I would like to do some ...
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1answer
31 views

Seasonal component in irregular time series

Is it possible to identify seasonality in a Time Series that is irregular? I am currently working with a time series that is being periodically constructed (via crawling), but these crawled ...
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1answer
60 views

How do I remove the seasonality of a time series?

I want to know which is the procedure to remove the seasonality (anual cycle, monthly cycle, daily cycle) of a time serie. I plotted the Autocorrelogram of my time series and I extracted from there ...
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1answer
25 views

Cointegration between a variable of significant seasonality and one with no significant seasonality

After running programs of deseasonalization, I had an output in which one variable held significant seasonality, for which I corrected, and another that did not have. My main objective was to ...
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14 views

Alogrithmic way to incorporate Seasonality with only PARTIAL data

I currently am trying to include seasonality in a predictive model (regression) on a partial data set. I know for a fact that seasonality exists for what I am trying to predict (e.g. Jan - Feb are ...
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1answer
218 views

Simple algorithm for online outlier detection of a generic time series II: Daily cycle within annual

I have several years of sensor data (temperature and relative humidity) that records every 1/2 hour. When the sensor dies, it often starts throwing bad data mixed in with good data before it dies ...
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1answer
118 views

Interpretation differences between deterministic seasonality and deseasonalized data with X-13 SEATS

I am running X-13 SEATS on r for monthly data in six years of observations and I think I got a (sufficiently) reasonable fit for the ARIMA model, but the output also shows me that my original series ...
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1answer
60 views

Examine historical demand data

I have to examine historical sales data in order to figure out which calendar events have an influence. I would like to ask for some feedback if it makes sense or what I could do better. What I have: ...
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108 views

Forecasting quarterly seasonal time series

I have to build a forecasting model to predict one very seasonal time series. I want to predict it with external variables. My first approach was to de-seasonalize the data (time series frequency is ...
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60 views

Dealing with seasonality in time series with no trend

I'm working with quarterly time series data. The series does not have a trend but fluctuates around more or less a constant mean. I observe weak seasonality such that the values are somewhat lower on ...
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1answer
51 views

The results and specifics from the 'qs' function in R

I'm not entirely familiar with the results of the qs() function in R's package seasonal. But, by what I understand roughly, the ...
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1answer
47 views

Exponential smoothing method that can be used in seasonal forecasting without trend

I'm working on the task of forecasting. The data I have is seasonal. I use exponential smoothing methods, but my references (e.g. for the Holt-Winters method) are for using such methods for seasonal ...
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31 views

Do Difference-In-Differences Estimators Inherently Remove Seasonality?

I have crime data which are known to be seasonal, and I want to determine the effect of a treatment on the crime. I have a treated group and a control group which share similar characteristics. The ...
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168 views

Why is stl function giving significant seasonal variation with random data

I plotted with following code with stl (Seasonal Decomposition of Time Series by Loess) function: plot(stl(ts(rnorm(144), frequency=12), s.window="periodic")) ...
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1answer
59 views

How to analyze time series with multiple readings per unit time

I have data as follows: ...
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245 views

Forecasting and decomposition of hourly time series with 2 seasonal periods

I have hourly temperature data over a 5 year period with a lot of missing values. They have 2 seasonal periods: daily (24) and annual (365*24). I am very interested in the diurnal cycles of the ...
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70 views

Forecasting one dataset using data and correlation from another using R: commercial centers entrances and restaurant sales figures

Please, be kind, as I'm totally noob in stats and R... I'm the owner of a small restaurant in a commercial center, and I managedd to collect two main dataset, commercial-center (cc) and restaurant ...
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54 views

Fitting a time series model to potentially seasonal data

I'm analyzing a data set that appears to be seasonal but I can't figure out the appropriate model. I made ACF/PACF plots of weekly data of data over 5 years, but I just don't know where to go from ...
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1answer
68 views

How to fit an ARIMA model with seasonality in R? [closed]

I have a set of monthly data and detected seasonality. The ACF and PACF is shown below. How can I set c=(p,d,q) for non-seasonal part and c=(P,D,Q) for seasonal part based on the figures.
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1answer
184 views

What is the best filter/way for deseasonalizing quarterly data?

There are many deseasonalization techniques for deseasonalizing quarterly time series data: 1. Filter: Centered moving averages 2. Filter/way: automatic ARIMA selection using X-11-Auto , X-11 based ...
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2answers
279 views

How can I produce a de-seasonalized time series in R?

I have a time series of hourly activity levels for a period of about 2 months (1704 observations). There is obviously a strong "seasonal" component (freq=24) to this time series, with activity showing ...
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47 views

non negative seasonal forecast using R

I am performing forecast of time series using the forecast package (ver. 5.9) of R. The characteristics of my time series are have hourly data (without holes) for about three months have daily, ...
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4answers
624 views

Is this an appropriate method to test for seasonal effects in suicide count data?

I have 17 years (1995 to 2011) of death certificate data related to suicide deaths for a state in the U.S. There is a lot of mythology out there about suicides and the months/seasons, much of it ...
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71 views

Census X-11 ARIMA seasonal component identification using R [closed]

I have been trying to wrap my head around conducting seasonal component identification analysis using Census X-11 ARIMA process using R. The procedure is fairly straight forward in SAS(proc x11) but ...
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2answers
399 views

Forecast daily data with weekly and monthly seasonality using exponential smoothing

I have to forecast data that exhibits dual seasonality. For example, the first day of the week can show seasonality and also the first week of the month can show seasonality. I am planning to use ...