ts.non.seas.decomp: Non seasonal decomposition
In TimeSeries.OBeu: Time Series Analysis 'OpenBudgets.eu'

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

Decomposition of time series with no seasonal component using local regression models

1	ts.non.seas.decomp(tsdata, tojson = FALSE)

`tsdata`	The input univariate non seasonal time series data
`tojson`	If TRUE the results are returned in json format, default returns a list

For non-seasonal time series there is no seasonal component. Local regression and likelihood models (locfit package) are used in order to extract the trend and remaider components.

A list with the following components:

stl.plot:
- trend The estimated trend component
- trend.ci.up The estimated up limit for trend component
- trend.ci.low The estimated low limit for trend component
- seasonal The estimated seasonal component
- remainder The estimated remainder component
- time The time of the series was sampled
stl.general:
- stl.degree The degree of fit
- degfr The effective degrees of freedom
- degfr.fitted The fitted degrees of freedom
residuals_fitted:
- residuals The residuals of the model (fitted innovations)
- fitted The model's fitted values
- time the time of tsdata
- line The y=0 line
compare:
- resid.variance The residuals variance
- used.obs The used observations for the fitting
- loglik The maximized log-likelihood (of the differenced data), or the approximation to it used
- aic The AIC value corresponding to the log-likelihood
- bic The BIC value corresponding to the log-likelihood
- gcv The generalized cross-validation statistic