ArDec: Time Series Autoregressive-Based Decomposition

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

Getting started

Package details

AuthorSusana Barbosa
MaintainerSusana Barbosa <sabarbosa@fc.ul.pt>
LicenseGPL (>= 2)
Version2.1-1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ArDec")

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ArDec documentation built on June 1, 2022, 1:06 a.m.