prep.deseason.differencing: Deseason with differencing method

In predtoolsTS: Time Series Prediction Tools

Description

Performs differencing with lag=frequency.

Usage

prep.deseason.differencing(tserie, nsd = NULL)

Arguments

tserie	a ts object
nsd	number of seasonal differences to apply. As default its value is NULL; in this case, the function will perform an automatic estimation of nsd.

Details

If no number of differences is specified, the function will make an estimation of the number of differences needed based on unit root test provided by forecast::nsdiffs

Value

A list is returned containing:

tserie	Transformed ts object.
nsd	Number of seasonal differencies applied.
firstseasons	Lost values after differencing.

Examples

prep.deseason.differencing(AirPassengers)
prep.deseason.differencing(AirPassengers,nsd=2)

predtoolsTS documentation built on May 2, 2019, 5:54 a.m.