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

In tsapp: Time Series, Analysis and Application

Description

simpledecomp decomposes a vector into trend, season and irregular component by linear regression approach

Usage

simpledecomp(y, trend = 0, season = 0, Plot = FALSE)

Arguments

y	the series, a vector or a time series
trend	order of trend polynomial
season	period of seasonal component
Plot	logical, should a plot be produced?

Value

out: (n,3) matrix

1. column	smooth component
2. column	seasonal component
3. column	irregular component

Examples

data(GDP)
out  <- simpledecomp(GDP,trend=3,season=4,Plot=FALSE) 

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