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("ucarima", "ucarima0", "ssm", "ssm0", "mixed", "forecast", "backcast"),
  envir = parent.frame(),
  ...
)

Arguments

mdl	An object of class um or tfm, representing a univariate ARIMA or transfer function model.
...	Additional arguments passed to internal methods.
z	an object of class ts.
method	Character string specifying the decomposition method. Options are: "ucarima", "ucarima0" – using the UCARIMA representation, without or with the canonical requirement. "ssm", "ssm0" – using the state-space model representation, with multiple sources of error (MSOE) or a single source of error (SSOE), respectively. "mixed" – combining forward and backward forecasts. "forecast", "backcast" – using the forward or backward eventual forecast function. The last three options are deprecated and will be removed in a future release.
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 Nov. 5, 2025, 7:43 p.m.