sarima_decompose: Decompose SARIMA Model into three components trend, seasonal,...
In palatej/rjd3toolkit: Utility Functions around 'JDemetra+ 3.0'
sarima_decompose R Documentation
Decompose SARIMA Model into three components trend, seasonal, irregular
Description
Decompose SARIMA Model into three components trend, seasonal, irregular
Usage
sarima_decompose(model, rmod = 0, epsphi = 0)
Arguments
model
SARIMA model to decompose.
rmod
trend threshold.
epsphi
seasonal tolerance (in degrees).
Value
An UCARIMA model
Examples
model <- sarima_model(period = 12, d = 1, bd = 1, theta = -0.6, btheta = -0.5)
ucm <- sarima_decompose(model)
palatej/rjd3toolkit documentation built on Oct. 30, 2024, 10:46 p.m.
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| sarima_decompose | R Documentation |
Decompose SARIMA Model into three components trend, seasonal, irregular
Description
Decompose SARIMA Model into three components trend, seasonal, irregular
Usage
sarima_decompose(model, rmod = 0, epsphi = 0)
Arguments
model |
SARIMA model to decompose. |
rmod |
trend threshold. |
epsphi |
seasonal tolerance (in degrees). |
Value
An UCARIMA model
Examples
model <- sarima_model(period = 12, d = 1, bd = 1, theta = -0.6, btheta = -0.5)
ucm <- sarima_decompose(model)
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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