detrend: Detrending Transformation
In TSPred: Functions for Benchmarking Time Series Prediction

Description Usage Arguments Value Author(s) References See Also Examples

The detrend() function performs a detrending transformation and removes a trend from the provided time series. detrend.rev() reverses the transformation.

1	detrend(x, trend)

`x`	A numeric vector or univariate time series of class `ts`.
`trend`	A numeric vector or univariate time series containing the trend to be removed. Generally, the fitted values of a model object.

A vector of the same length as x containing the residuals of x after trend removal.

Rebecca Pontes Salles

R. H. Shumway, D. S. Stoffer, Time Series Analysis and Its Applications: With R Examples, Springer, New York, NY, 4 edition, 2017.

DIF,BCT, MAS, LT, PCT

data(CATS,CATS.cont)
fpoly <- fittestPolyR(CATS[,1],h=20)
trend <- fitted(fpoly$model)

residuals <- detrend(CATS[,1],trend)
x <- detrend.rev(residuals,trend)