tslinear: Linear Time Series Filter

In tsaux: Time Series Forecasting Auxiliary Functions

Linear Time Series Filter

Description

Estimates a simple linear time series model with trend, seasonal and regressors.

Usage

tslinear(y, trend = FALSE, seasonal = FALSE, xreg = NULL, frequency = 1, ...)

Arguments

y	a vector.
trend	whether to include a linear trend.
seasonal	whether to include seasonal dummies.
xreg	an optional matrix of regressors.
frequency	the frequency of the series (required if seasonal is TRUE).
...	not currently used.

Value

An object of class “tslinear” which also inherits “lm”.

Author(s)

Alexios Galanos

tsaux documentation built on April 4, 2025, 3:08 a.m.