decomposition: Decompose a time series object

In iNZightVIT/iNZightTS: Time Series for 'iNZight'

Decompose a time series object

Description

Decomposes a time series represented by an inz_ts object into its seasonal, trend, and remainder components using the specified smoothing method.

Usage

decomp(
  x,
  var = NULL,
  sm_model = c("stl"),
  mult_fit = FALSE,
  model_range = NULL,
  ...
)

## S3 method for class 'inz_dcmp'
plot(
  x,
  recompose.progress = c(0, 0),
  recompose = any(recompose.progress > 0),
  ylab = NULL,
  title = NULL,
  colour = c("#1B9E46", "#45a8ff", "orangered"),
  ...
)

Arguments

x	An 'inz_dcmp' object representing the decomposed time series.
var	A character vector of length one, or NULL.
sm_model	The smoothing method to be used. Currently on "stl" is available.
mult_fit	If TRUE, a multiplicative model is used; otherwise, an additive model is used by default.
model_range	The range of data to be decomposed by the model. It can be specified as dates or years. If part of model_range lies outside the range of the data, the exceeding proportion is ignored.
...	Additional arguments (ignored).
recompose.progress	A numeric vector of length 2, controlling the display of recomposition progress when 'recompose' is 'TRUE'. The first component shows the progress for the seasonal component (0 to 1), and the second component tracks the number of observations recomposed so far.
recompose	Logical indicating whether the recomposition should be displayed or not.
ylab	The label for the y-axis of the plot.
title	The title for the plot.
colour	A vector of three colors specifying the colors for the trend, seasonal, and residuals components, respectively.

Value

An inz_dcmp object, which is a sub-class of dable, representing the decomposed components of the time series.

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, 3iV73.

See Also

dable

Examples

ts <- inzightts(visitorsQ)
d <- decomp(ts)

## Not run: 
plot(d)

## End(Not run)

iNZightVIT/iNZightTS documentation built on Feb. 3, 2024, 11:50 p.m.