ggseas.Rmd

---
title: "ggplot2 extensions: ggseas"
---

### ggseas
<https://github.com/ellisp/ggseas>

Seasonal adjustment on the fly extension for ggplot2. Convenience functions that let you easily do seasonal adjustment on the fly with ggplot. Depends on the [`seasonal` package](https://cran.r-project.org/web/packages/seasonal/index.html) to give you access to X13-SEATS-ARIMA.

```{r, message=FALSE,warning=FALSE}
# Example from https://github.com/ellisp/ggseas
library(ggplot2)
library(ggnet)
library(ggseas)
```


#### Usage
So far there are three types of seasonal adjustment possible

##### X13-SEATS-ARIMA
```{r, message=FALSE,warning=FALSE}

# make demo data
ap_df <- data.frame(
   x = as.numeric(time(AirPassengers)),
   y = as.numeric(AirPassengers)
)

# SEATS with defaults
ggplot(ap_df, aes(x = x, y = y)) +
   geom_line(colour = "grey80") +
   stat_seas(start = c(1949, 1), frequency = 12) +
   ggtitle("SEATS seasonal adjustment - international airline passengers") +
   ylab("International airline passengers per month")

# X11 with no outlier treatment
ggplot(ap_df, aes(x = x, y = y)) +
   geom_line(colour = "grey80") +
   stat_seas(start = c(1949, 1), frequency = 12, x13_params = list(x11 = "", outlier = NULL)) +
   ggtitle("X11 seasonal adjustment - international airline passengers") +
   ylab("International airline passengers per month")

ggplot(ldeaths_df, aes(x = YearMon, y = deaths, colour = sex)) +
   geom_point(colour = "grey50") +
   geom_line(colour = "grey50") +
   facet_wrap(~sex) +
   stat_seas(start = c(1974, 1), frequency = 12, size = 2) +
   ggtitle("Seasonally adjusted lung deaths in the UK 1974 - 1979") +
   ylab("Deaths") +
   xlab("(light grey shows original data;\ncoloured line is seasonally adjusted)") +
   theme(legend.position = "none")
```

##### STL (LOESS-based decomposition)
```{r, message=FALSE,warning=FALSE}
# periodic if fixed seasonality; doesn't work well:
ggplot(ap_df, aes(x = x, y = y)) +
   geom_line(colour = "grey80") +
   stat_stl(frequency = 12, s.window = "periodic")

# seasonality varies a bit over time, works better:
ggplot(ap_df, aes(x = x, y = y)) +
   geom_line(colour = "grey80") +
   stat_stl(frequency = 12, s.window = 7)
```

#### Classical decomposition
```{r, message=FALSE,warning=FALSE}
# default additive decomposition (doesn't work well in this case!):
ggplot(ap_df, aes(x = x, y = y)) +
   geom_line(colour = "grey80") +
   stat_decomp(frequency = 12)

# multiplicative decomposition, more appropriate:
ggplot(ap_df, aes(x = x, y = y)) +
   geom_line(colour = "grey80") +
   stat_decomp(frequency = 12, type = "multiplicative")
```