Hey all,
I wrapped the x12 R package in https://github.com/julianjohs/X13! It is still in a very early stage of development and I’m working on a proper documentation. Anyway, as of now, X13 provides the basic features of the wrapped R package, i.e. the X13-ARIMA-SEATS decomposition/seasonal adjustment. I hope people reading this thread later will find this useful!
As a big side note, I interviewed/gave a talk on Julia at the Census Bureau a few years ago and they were entertaining the idea of porting X13 to Julia. I think the situation was that X13 is written mostly by one guy who was about to retire and they wanted to make sure they could hire people to maintain it.
I was also looking for one way to decompose time series in Julia so I implemented STL here:
The package also has a plot recipe that mimics the R output when plotting STL objects, however there are some differences to make it closer to the choices made in the original paper for the representation.
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Merry Xmas!
I was thinking of creating an artifact with the original FORTRAN code, does anybody know the steps to do that?
Maybe take a look at Home · BinaryBuilder.jl Also here Calling C and Fortran Code · The Julia Language for some ideas on how to do it.