robsplinedecomp: 'robsplinedecomp' decomposes a vector into trend, season and...

In tsapp: Time Series, Analysis and Application

Description

robsplinedecomp decomposes a vector into trend, season and irregular component by robustified spline approach; a time series attribute is lost

Usage

robsplinedecomp(y, d, alpha, beta, Plot = FALSE)

Arguments

y	the series, a vector or a time series
d	seasonal period
alpha	smoothing parameter for trend component (the larger alpha is, the smoother will the smooth component g be)
beta	smoothing parameter for seasonal component
Plot	logical, should a plot be produced?

Value

out list with the elements trend, season, residual

Examples

data(GDP) 
out  <- robsplinedecomp(GDP,4,2,10,Plot=FALSE) 

tsapp documentation built on Oct. 30, 2021, 5:08 p.m.