[SciPy-User] Seasonal adjustment in scipy/python?

Pierre GM pgmdevlist@gmail....
Thu Jan 14 14:03:25 CST 2010


On Jan 14, 2010, at 2:44 PM, totalbull@mac.com wrote:
> 
> Hello,
> 
> I am looking to seasonally adjust some data series in Python - specifically economics in emerging markets. As you can see on the charts (www.emconfidential.com) there is a lot of seasonality to monthly data series. Example 1 (retail sales) is obvious. Example 2, CPI,  is somewhat less so, but there is still some seasonality here with price falls around January and fairly high prices in December. 
> 
> How would I go about seasonally adjusting this data using Python and Scipy? Any canned functions?

Have a look to scikits.timeseries, the package was designed to simplify the handling of a series. You can also check scikits.hydroclimpy, a derived package: there's a 'deseasonalize' function in the second package that makes it easy to compute seasonal anomalies and normalize them. You may not have to install the whole package, just check the source and copy the function.
pytseries.sourceforge.net
hydroclimpy.sourceforge.net



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