acov: Adjusted Coefficient of Variation

In opoyc/sftools: Automate Statistical Forecasting's workflows

Description

This function calculates the adjusted coefficient of variation (COV) from the last 12 months of a time series.

Usage

acov(series, adjusted_cov = T)

Arguments

series	numeric or ts object
adjusted_cov	logical. If TRUE, return adjusted cov, otherwise adjusted standard deviation
...	other arguments from base functions

Details

The COV measures the dispersion around the mean. By adjusted it means that the estimate of the dispersion is taking as input the error component from a Seasonal and Trend Decomposition by LOESS, and adjusting by the degrees of freedom.

Value

numeric or ts object

Author(s)

Obryan Poyser

Examples

## Not run: 
acov(series = AirPassengers, adjusted_cov = T)

## End(Not run)

opoyc/sftools documentation built on July 31, 2020, 3:33 a.m.