decompose: Decompose a time series object

In iNZightTS: Time Series for 'iNZight'

Description

Decompose a time series object

Usage

decompose(
  obj,
  multiplicative = FALSE,
  t = 10,
  model.lim = NULL,
  data.name = NULL,
  ...
)

## S3 method for class 'inzdecomp'
plot(
  x,
  recompose.progress = c(0, 0),
  recompose = any(recompose.progress > 0),
  ylab = x$currVar,
  xlab = "Date",
  title = NULL,
  xlim = c(NA, NA),
  colour = c("#1B9E46", "#45a8ff", "orangered"),
  ...
)

Arguments

obj	an iNZightTS object
multiplicative	fit a multiplicative time series model?
t	the smoothing parameter
model.lim	limits for the time series model
data.name	the name of the data
...	additional arguments (ignored)
x	an inzdecomp object (from decompose(ts))
recompose.progress	if recompose is TRUE, this shows how much to show (for animation!). Length 2 numeric: the first is 0 for seasonal, and 1 for residual; second component is how many observations have been recomposed so far
recompose	logical as to whether the recomposition is shown or not
ylab	the label for the y axis
xlab	the label for the x axis
title	the title for the plot
xlim	the x axis limits
colour	vector of three colours for trend, seasonal, and residuals, respectively

Value

an inzdecomp object (this is the original object with an additional decompVars component)

Invisibly returns the original decomposition object. Mainly called to plot the decomposition.

Methods (by generic)

• plot: Plot a time series decomposition

References

R. B. Cleveland, W. S. Cleveland, J.E. McRae, and I. Terpenning (1990) STL: A Seasonal-Trend Decomposition Procedure Based on Loess. Journal of Official Statistics, 6, 3iV73.

Examples

t <- iNZightTS(visitorsQ)
decomp.ts <- decompose(t, data.name = "Visitors")
plot(decomp.ts)

iNZightTS documentation built on Feb. 1, 2022, 1:08 a.m.