ArDec: Time series autoregressive-based decomposition

Package ArDec implements autoregressive-based decomposition of a time series based on the constructive approach in West (1997). Particular cases include the extraction of trend and seasonal components.

Author
Susana Barbosa
Date of publication
2013-05-10 10:03:26
Maintainer
Susana Barbosa <sabarbosa@fc.ul.pt>
License
GPL (>= 2)
Version
2.0

View on CRAN

Man pages

ardec
Time series autoregressive decomposition
ardec.lm
Fit an autoregressive model as a linear regression
ardec.periodic
Extraction of individual periodic components from a monthly...
ardec.trend
Estimation of the trend component from a monthly time series
tempEng
Time series of monthly temperature values

Files in this package

ArDec
ArDec/MD5
ArDec/inst
ArDec/inst/doc
ArDec/inst/doc/ArdecIntro.pdf
ArDec/man
ArDec/man/ardec.lm.Rd
ArDec/man/ardec.trend.Rd
ArDec/man/ardec.periodic.Rd
ArDec/man/ardec.Rd
ArDec/man/tempEng.Rd
ArDec/R
ArDec/R/ardec.R
ArDec/R/ardec.trend.R
ArDec/R/ardec.periodic.R
ArDec/R/ardec.lm.R
ArDec/NAMESPACE
ArDec/data
ArDec/data/tempEng.rda
ArDec/DESCRIPTION