How is a Time Series seasonally adjusted?

Removing seasonality from time series is always complicated and laborious. The standard deseasonalization method is X-13ARIMA-SEATS or some other version of the methodologies maintained by the United States Census Bureau. Denationalizing usually includes using some application such as Eviews, Demetra or Stata or Python, combining it with the files that are downloaded from Census. Anyone who has also tried to seasonally adjust in Excel knows that it is cumbersome.

Just for reference, about the reasons why it is important to deseasonalize the series for the analysis of the situation [I wrote this article a while ago]( -medieval.html).

Deseasonalize with Pipelines in Alphacast is very easy and includes only 4 steps:

  1. Fetch dataset
  2. Filter the columns we want to use (this is not strictly necessary)
  3. Step "Apply Transform", choosing the "Seasonal Adjustment" option
  4. Chart, download, or publish the dataset

As an example, Let's see how to deseasonalize the Monthly Estimator of Economic Activity of Mexico -> This data and Argentina's EMAE -> This dataset

Related insights

  • Read more... Excel and Google Sheets allow adding data from different sources. Here you can find an alternative way to embed data into Excel, by using our TSV data source:

    From a Dataset

    First of all, filter the information you want to use. Excel and Google Sheet limit the information that can be downloaded

  •

    How to convert a series to the official USD or Blue Chip Swap?

    The pipeline engine "Apply Transform" step incorporates a new transformation that allows changing the source unit: Convert to dollar official or to Blue Chip Swap (for Argentina only).

    The pipeline is separated into Two steps

    1. Select ("Fetch") the dataset and its columns
    2. "Apply transform"
  •

    How to merge the content of two datasets?

    Surely in your usual work with data, you needed to join several data sources and if your calculation tool is Excel you may solve it with some combination of the VLOOKUP, HLOOKUP, and/or MATCH formulas. Excel is a great solution in many cases, but it can be difficult in some scenarios.

  •

    How to calculate a monthly end-of-period series?

    Pipelines are an easy way to apply transformations to datasets that update automatically every time data is updated.

    Suppose we have a daily data series for which we need only the last value of each month. It is possible to do that in Excel. For example, an auxiliary column is added that