seasadj: Seasonal adjustment

In tfarima: Transfer Function and ARIMA Models

Seasonal adjustment

Description

seasadj removes the seasonal component of time series.

Usage

seasadj(mdl, ...)

## S3 method for class 'um'
seasadj(
  mdl,
  z = NULL,
  method = c("mixed", "forecast", "backcast"),
  envir = NULL,
  ...
)

Arguments

mdl	an object of class um or tfm.
...	additional arguments.
z	an object of class ts.
method	forward/backward forecasts or a mixture of the two.
envir	environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.

Value

seasadj returns a seasonal adjusted time series.

Examples

Y <- AirPassengers
um1 <- um(Y, bc = TRUE, i = list(1, c(1,12)), ma = list(1, c(1,12)))
Y <- seasadj(um1)
ide(Y)

tfarima documentation built on May 20, 2022, 5:06 p.m.