Decompose a time series into seasonal, trend, and remainder components using an implementation of Seasonal Decomposition of Time Series by Loess (STL) that provides several enhancements over the STL method in the stats package. These enhancements include handling missing values, providing higher order (quadratic) loess smoothing with automated parameter choices, frequency component smoothing beyond the seasonal and trend components, and some basic plot methods for diagnostics.
|Author||Ryan Hafen [aut, cre]|
|Date of publication||2016-01-06 10:42:19|
|Maintainer||Ryan Hafen <email@example.com>|
|License||BSD_3_clause + file LICENSE|
accessors: Accessor functions for elements of an stl and stlplus object
plot_cycle: Cycle-Subseries Plot for an stlplus Object
plot_rembycycle: Plot of Remainder Component by Cycle-Subseries
plot_seasonal: Seasonal Diagnostic Plot for an stlplus Object
plot.stlplus: Lattice plot of the raw, seasonal, trend, and remainder...
plot_trend: Trend Diagnostic Plot for an stlplus Object
stlplus: Seasonal Decomposition of Time Series by Loess