accessors: Accessor functions for elements of an stl and stl2 object

In hafen/stl2: Implementation of Seasonal-Trend Decomposition using Loess (STL) in R

Description

Retrieves the raw, seasonal, trend, remainder, or time components from an stl2 object. The methods seasonal.stl, ... also exist as a convenience for extracting components from R's stl().

Usage

getraw(object)
## S3 method for class 'stl2'
seasonal(object)
## S3 method for class 'stl2'
trend(object)
## S3 method for class 'stl2'
remainder(object)
## S3 method for class 'stl2'
fitted(object, ...)
## S3 method for class 'stl2'
time(x, ...)
fc(object, fcnum=1)

## S3 method for class 'stl'
seasonal(object)
## S3 method for class 'stl'
trend(object)
## S3 method for class 'stl'
remainder(object)
## S3 method for class 'stl'
fitted(object, ...)
## S3 method for class 'stl'
time(x, ...)

Arguments

x, object	object of class "stl" or "stl2".
fcnum	number of post-trend smoothing frequency component.
...

Value

Returns a vector of either the getraw time series, the seasonal, trend, or remainder components, or the time values of the time series. If times are requested but were not supplied in the initial stl2 call, the 1:n vector is returned, where n is the number of data points. The fitted method returns the sum of the seasonal and trend.

Note

The fitted and predict methods are equivalent. For objects of class "stl2", these functions return the sum of all components but the remainder, including post-trend smoothing components. Note also that the trend method for objects of class "stl2" only returns the trend component from the STL iterations, even when post-trend smoothing is done.

Author(s)

Ryan Hafen

References

R. B. Cleveland, W. S. Cleveland, J.E. McRae, and I. Terpenning (1990) STL: A Seasonal-Trend Decomposition Procedure Based on Loess. Journal of Official Statistics, 6, 3–73.

See Also

stl2

Examples

co2.stl <- stl2(co2, t=as.vector(time(co2)), n.p=12, l.window=13, 
t.window=19, s.window=35, s.degree=1, sub.labels=substr(month.name, 1, 3))

plot(seasonal(co2.stl))

hafen/stl2 documentation built on May 17, 2019, 2:23 p.m.