TSSmodel: Time Series model (simple constant + trend + sinus + cosine)

In MathiasVendt/TSAIB: Time Series Analysis and Intermission Bias

Time Series model (simple constant + trend + sinus + cosine)

Description

Estimates a simple time series model

Usage

TSSmodel(TS, date, p = 12, t = 1, testsize = round(length(date)/10))

Arguments

TS	The time series for the TSSmodel function
date	The time axis in the time series (dates, seconds, intervals)
p	The period. e.g.: p=12, for 12 months in a year
t	The time steps. e.g.: t=1, for monthly time steps, with period 12
testsize	The number of data points to be used for testing the model

Value

Simple TS model

MathiasVendt/TSAIB documentation built on May 4, 2022, 11:34 p.m.