stl.xts: Loess Seasonal Decomposition for xts Objects

In R-Finance/xtsExtra: Supplementary Functionality for xts

Description

Decompose a time series into seasonal, trend, and irregular components using loess.

Usage

  ## S3 method for class 'xts'
stl(x, ...)

Arguments

x	an xts object
...	additional arguments to be passed to the stats function which drives these methods.

Details

Currently little more than thin wrappers to stats::stl for xts objects. Will receive increased functionality going forward. See documentation of those functions for more information about the calculation mechanisms.

Value

A stl object with the residuals and fitted values coerced back to xts objects.

Author(s)

Michael Weylandt

Examples

  # Hopefully we don't break this
  example("stl","stats")

R-Finance/xtsExtra documentation built on May 8, 2019, 4:51 a.m.