fractionalAirlineDecomposition: Perform an Arima Model Based (AMB) decomposition

In palatej/rjd3highfreq: Seasonal Adjustment of High Frequency Data with 'JDemetra+ 3.x'

Perform an Arima Model Based (AMB) decomposition

Description

Perform an Arima Model Based (AMB) decomposition

Usage

fractionalAirlineDecomposition(
  y,
  period,
  sn = FALSE,
  stde = FALSE,
  nbcasts = 0,
  nfcasts = 0,
  log = FALSE,
  y_time = NULL
)

Arguments

y	input time series.
period	period of the seasonal component, any positive real number.
sn	decomposition into signal and noise (2 components only). The signal is the seasonally adjusted series and the noise the seasonal component.
stde	Boolean: TRUE: compute standard deviations of the components. In some cases (memory limits), it is currently not possible to compute them
nbcasts	number of backcasts.
nfcasts	number of forecasts.
y_time	vector of times at which 'y' is indexed
adjust	Boolean: TRUE: actual fractional airline model is to be used, FALSE: the period is rounded to the nearest integer.

palatej/rjd3highfreq documentation built on April 17, 2025, 10:45 p.m.