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.
- Susana Barbosa
- Date of publication
- 2013-05-10 10:03:26
- Susana Barbosa <email@example.com>
- GPL (>= 2)
- Time series autoregressive decomposition
- Fit an autoregressive model as a linear regression
- Extraction of individual periodic components from a monthly...
- Estimation of the trend component from a monthly time series
- Time series of monthly temperature values
Files in this package