splinedecomp: 'splinedecomp' decomposes a time series into trend, season...

In tsapp: Time Series, Analysis and Application

Description

splinedecomp decomposes a time series into trend, season and irregular component by spline approach.

Usage

splinedecomp(x, d, alpha, beta, Plot = FALSE)

Arguments

x	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 (n,3) matrix:

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

Examples

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

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