ts_trend: Trend Extraction by Moving Averages

In alberto-mateos-mo/tsextras: Provides Additional Funtions to Analise Time Series

Description

Extracts and plots the trend for a time series.

Usage

ts_trend(
  x,
  order = 5,
  plot = T,
  detrend = T,
  detrendPlot = F,
  type = "additive"
)

Arguments

x	A time series
order	Order of moving average smoother. Defaults to 5.
plot	Whether to plot the trend or not. Defaults to TRUE.
detrend	Whether to remove the calculated trend from the time series or not. TRUE needed to use with ts_season(). Defaults to TRUE.
detrendPlot	Whether to plot the detrended series. Defaults to FALSE.
type	Type of de decomposition, either "additive" or "multiplicative". Defaults to "additive".

Details

The moving average smoother averages the nearest order periods of each observation.

Value

If either plot or detrendPlot a list containing the series and the plots, otherwise a list containing the trend and the order of the moving average.

Author(s)

David Alberto Mateos Montes de Oca

See Also

ma()

Examples

 x <- AirPassengers
 ts_trend(x)

alberto-mateos-mo/tsextras documentation built on Feb. 3, 2020, 12:03 a.m.