tbats.components: Extract components of a TBATS model

In forecast: Forecasting Functions for Time Series and Linear Models

Extract components of a TBATS model

Description

Extract the level, slope and seasonal components of a TBATS model. The extracted components are Box-Cox transformed using the estimated transformation parameter.

Usage

tbats.components(x)

Arguments

x	A tbats object created by tbats.

Value

A multiple time series (mts) object. The first series is the observed time series. The second series is the trend component of the fitted model. Series three onwards are the seasonal components of the fitted model with one time series for each of the seasonal components. All components are transformed using estimated Box-Cox parameter.

Author(s)

Slava Razbash and Rob J Hyndman

References

De Livera, A.M., Hyndman, R.J., & Snyder, R. D. (2011), Forecasting time series with complex seasonal patterns using exponential smoothing, Journal of the American Statistical Association, 106(496), 1513-1527.

See Also

tbats.

Examples

## Not run: 
fit <- tbats(USAccDeaths, use.parallel=FALSE)
components <- tbats.components(fit)
plot(components)
## End(Not run)

forecast documentation built on June 22, 2024, 9:20 a.m.