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.

Getting started

Package details

AuthorSusana Barbosa
MaintainerSusana Barbosa <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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ArDec documentation built on May 2, 2019, 5:08 a.m.