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What R packages should I install for seasonality analysis?

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  • $\begingroup$ Is the OP asking for a way to find the seasonality of a series? In my opinion, that is a quite complex question, and none of the above answers (I think) address that. Please correct me if I am worng, either about the question or the answer. $\endgroup$
    – Samik R
    Aug 24, 2010 at 22:46
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    $\begingroup$ It might be better to ask how one performs seasonality analysis in general. That risks being too broad a topic, but, at least it would not be off-topic. In its current form, the question is off-topic because it is asking for help with R, and not help with statistics. $\endgroup$
    – Carl
    Aug 17, 2017 at 17:45

3 Answers 3

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You don't need to install any packages because this is possible with base-R functions. Have a look at the arima function.

This is a basic function of Box-Jenkins analysis, so you should consider reading one of the R time series text-books for an overview; my favorite is Shumway and Stoffer. "Time Series Analysis and Its Applications: With R Examples".

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Try using the stl() function for time series decomposition. It provides a very flexible method for extracting a seasonal component from a time series.

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I build/published an R package named seas for my M.Sc. work a few years ago. The package is good for discretizing a time-series over years into seasonal divisions, such as months or 11-day periods. These divisions can then be applied to continuous variables (e.g., temperature, water levels) or discontinuous variables (e.g., precipitation, groundwater recharge rates).

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