Description Usage Arguments Value Author(s) Examples

Decompose series into its components.

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`y` |
Vector of target data, can be ts object. |

`m` |
Seasonal period. If y is a ts object then the default is its frequency. |

`s` |
Starting period in the season. If y is a ts object then default is read. |

`trend` |
Vector of level/trend of the time series. If NULL then it is calculated using CMA. |

`outplot` |
If TRUE provide a plot of the decomposed components. |

`decomposition` |
Type of seasonal decomposition: "multiplicative" or "additive". |

`h` |
Forecast horizon for seasonal component. |

`type` |
Type of calculation for seasonal component: "mean" - The mean of each seasonal period; "median" - The median of each seasonal period; "pure.seasonal" - Model using a pure seasonal model. |

`w` |
Percentage or number of observations to winsorise in the calculation of mean seasonal indices. If w>1 then it is the number of observations, otherwise it is a percentage. If type != "mean" then this is ignored. |

`trend` |
Trend component. |

`season` |
Seasonal component. |

`irregular` |
Irregular component. |

`f.season` |
Forecasted seasonal component if h>0. |

`g` |
Purse seasonal model parameters. |

Nikolaos Kourentzes

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trnnick/TStools documentation built on Oct. 30, 2018, 9:26 p.m.

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