Description Usage Arguments Value Examples
The trend function for each individual time series is estimated non-parametrically by the local linear estimate (as discussed in Fan and Gijbels (1996)). Detailed description can be found in Chazin et al. 2019, Supplemental Materials 1.
1 |
y |
A vector of time series observations. |
time |
A vector of time points where the value of the trend needs to be estimated. |
bandwidth |
Denotes the order of the bandwidth that should be used in the estimation process. bandwidth = k will mean that the bandwidth is n^k. |
A vector of estimated values for the trend function at the given time-points.
1 2 3 4 5 6 |
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