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For Ubuntu 14.04 64 bits, the following works: Needs["RLink`"]; SetEnvironment["LD_LIBRARY_PATH" -> "/usr/lib/R/lib"] InstallR["RHomeLocation" -> "/usr/lib/R"] Without the SetEnvironment[] line, I got exactly the same errors as @swish.


In my experience economists tend not to write time-series decomposition algorithms of the their own but rather use well established ones. Among them two most well known are ARIMA-X13 and TRAMO-SEATS. Both are implemented by the US Census Bureau and executables are available here. I've tried and implemented a simple package that calls the CB's files in the ...

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