ts_trend_season: Trend and Season Model

In exams.forge: Support for Compiling Examination Tasks using the 'exams' Package

Trend and Season Model

Description

Estimate a trend and season model from a ts_data object.

Usage

ts_trend_season(ts, trend = NULL, season = NULL)

ts_ts(ts, trend = NULL, season = NULL)

Arguments

ts	ts_data object
trend	numeric or logical: if trend is TRUE then a linear trend will be estimated, otherwise an exponential trend. If trend is numeric this is considered as trend value
season	numeric or logical

Value

Returns an extended ts_data object with the following list of elements:

• t the time points

• s the season for the time points

• xt the time series values

• trend the fitted trend values

• trend.coeff the trend coefficients

• trend.linear the trend type, if NA then it is unknown

• season the fitted season values

• season.t the fitted season values for the time series

• trend.season the fitted values for trend and season

• trend.linear the trend type, if NA then it is unknown

• var the variance of the residuals

• r.square the R^2 of the final model

Examples

ts <- ts_data(12, trend.coeff= c(sample(0:10, 1), sample(1+(1:10)/20, 1)))
ts_trend_season(ts)

exams.forge documentation built on Sept. 11, 2024, 5:32 p.m.