Package for deseasonalizing

question

#1

Is there a Julia package that has some functionality for deseasonalizing time series data (eg monthly)? I can implement a naive approach (regress, remove) very quickly, looking for something more sophisticated.

If there isn’t one, I may just port X13-ARIMA-SEATS, but it would be great to a avoid that :smile:.


Is there a Julia package that can decompose a time series data into trend, seasonality and random?
#2

I don’t think there is a native Julia solution. You could use https://cran.r-project.org/web/packages/seasonal/README.html via RCall.

But it would be great to have a direct Julia interface to X13-ARIMA-SEATS.