View source: R/ts_fil_seas_adj.R
| ts_fil_seas_adj | R Documentation |
Remove the seasonal component from a time series while preserving level and trend, using a state-space/BATS approach.
ts_fil_seas_adj(frequency = NULL)
frequency |
Frequency of the time series. It is an optional parameter. It can be configured when the frequency of the time series is known. |
A ts_fil_seas_adj object.
R. J. Hyndman and G. Athanasopoulos (2021). Forecasting: Principles and Practice (3rd ed). OTexts. (BATS/seasonal adjustment)
# Seasonal adjustment using BATS at known frequency
# Load package and example data
library(daltoolbox)
data(tsd)
tsd$y[9] <- 2 * tsd$y[9] # inject an outlier (illustrative)
# Fit seasonal adjustment (set frequency if known) and transform
filter <- ts_fil_seas_adj(frequency = 26)
filter <- fit(filter, tsd$y)
y <- transform(filter, tsd$y)
# Plot original vs seasonally adjusted series
plot_ts_pred(y = tsd$y, yadj = y)
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