trendseries.R
In trendseries: Extract Trends from Time Series

## ----include = FALSE----------------------------------------------------------
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.width = 7,
  fig.height = 4.5,
  fig.align = "center",
  message = FALSE,
  warning = FALSE
)

## ----setup--------------------------------------------------------------------
library(trendseries)
library(ggplot2)
library(ekioplot)

series_palette <- unname(c(
  ekio_pal("blue")["700"],
  ekio_pal("blue")["400"],
  ekio_pal("teal")["600"]
))
highlight_orange <- unname(ekio_pal("orange")["400"])

## ----augment------------------------------------------------------------------
ibcbr_trend <- augment_trends(ibcbr, value_col = "index", methods = "stl")

head(ibcbr_trend)

## ----ibcbr-plot---------------------------------------------------------------
ggplot(ibcbr_trend, aes(date)) +
  geom_line(aes(y = index, color = "Original"), linewidth = 0.5, alpha = 0.5) +
  geom_line(aes(y = trend_stl, color = "Trend (STL)"), linewidth = 0.7) +
  scale_color_manual(
    values = c("Original" = series_palette[[1]], "Trend (STL)" = highlight_orange)
  ) +
  labs(
    title = "Brazilian economic activity (IBC-Br)",
    x = NULL,
    y = "Index",
    color = NULL
  ) +
  theme_ekio(background = "white") +
  theme(legend.position = "bottom")

## ----extract------------------------------------------------------------------
stl_trend <- extract_trends(AirPassengers, methods = "stl")
plot.ts(AirPassengers)
lines(stl_trend, col = highlight_orange)

## ----index--------------------------------------------------------------------
ibcbr_indexed <- ibcbr |>
  index_series(value_col = "index", base_period = 2019)

head(ibcbr_indexed)