Function decomposes multiple seasonal time series into components using the principles of classical decomposition.
Vector or ts object, containing data needed to be smoothed.
Vector of lags, corresponding to the frequencies in the data.
The type of decomposition. If
The function applies centred moving averages based on filter
function and order specified in
lags variable in order to smooth the
original series and obtain level, trend and seasonal components of the series.
The object of the class "msdecompose" is return, containing:
y - the original time series.
initial - the estimates of the initial level and trend.
trend - the long term trend in the data.
seasonal - the list of seasonal parameters.
lags - the provided lags.
type - the selected type of the decomposition.
yName - the name of the provided data.
Ivan Svetunkov, firstname.lastname@example.org
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