deseason: Deseason

Description Usage Arguments

View source: R/tsutils.R

Description

Deseasonalize a time series so that models can target the unexplainable components.

Usage

1
  deseason(mts, frequency = rep(NA, ncol(mts)), auto = F)

Arguments

mts

either a vector representing 1 time series or a a data frame or matrix representing multiple time series

frequency

the number of observations per period - either a single numeric in the univariate case or a vector in the multivariate case

auto

if true try to use the spectral density to estimate the frequency


jeffwong/fastVAR documentation built on May 19, 2019, 4:02 a.m.