I am trying to migrate some code from R
to Python
but, in order to do that, I need to seasonally adjust some time series. I've compared the outputs from the seasonal
package in R
and the statsmodels
package from Python
and they differ a bit even though they both use the x13
program.
According to this thread https://github.com/statsmodels/statsmodels/issues/3549 the difference is that the R
package uses by default trading days and easter in its spec file.
The statsmodels.tsa.x13.x13_arima_analysis
documentation (https://www.statsmodels.org/dev/generated/statsmodels.tsa.x13.x13_arima_analysis.html) has an explicit parameter for the trading days but it doesn't seem to have one for other variable settings such as easter holiday.
Is it possible to set this in this python function or does it still have to be implemented?