ardec.periodic: Extraction of individual periodic components from a monthly...

In ArDec: Time Series Autoregressive-Based Decomposition

Extraction of individual periodic components from a monthly time series

Description

Function ardec.periodic extracts a periodic component from the autoregressive decomposition of a monthly time series.

Usage

ardec.periodic(x, per, tol = 0.95)

Arguments

x	time series
per	period of the component to be extracted
tol	tolerance for the period of the component

Value

A list with components:

period	period for the anual component
modulus	damping factor for the annual component
component	extracted component

Author(s)

S. M. Barbosa

Examples

data(tempEng)
ardec.periodic(tempEng,per=12)

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