stl.xts: Loess Seasonal Decomposition for xts Objects
In joshuaulrich/xtsExtra: Supplementary Functionality for xts
Description
Usage
Arguments
Details
Value
Author(s)
Examples
Description
Decompose a time series into seasonal, trend, and irregular components using loess.
Usage
1
2
Arguments
x
an xts object
...
additional arguments to be passed to the stats function which drives these methods.
Details
Currently little more than thin wrappers to stats::stl for xts objects. Will receive increased functionality going forward. See documentation of those functions for more information about the calculation mechanisms.
Value
A stl object with the residuals and fitted values coerced back to xts objects.
Author(s)
Michael Weylandt
Examples
1
2
# Hopefully we don't break this
example("stl","stats")
joshuaulrich/xtsExtra documentation built on May 19, 2019, 9:40 p.m.
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Description Usage Arguments Details Value Author(s) Examples
Description
Decompose a time series into seasonal, trend, and irregular components using loess.
Usage
1 2 |
Arguments
x |
an |
... |
additional arguments to be passed to the |
Details
Currently little more than thin wrappers to stats::stl for xts objects. Will receive increased functionality going forward. See documentation of those functions for more information about the calculation mechanisms.
Value
A stl object with the residuals and fitted values coerced back to xts objects.
Author(s)
Michael Weylandt
Examples
1 2 | # Hopefully we don't break this
example("stl","stats")
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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