tslm: Fit a linear model with time series components
Description
tslm is used to fit linear models to time series including trend and seasonality components.
Usage
tslm(formula, data, lambda=NULL, ...)
Arguments
formula
an object of class "formula" (or one that can be coerced to that class): a symbolic description of the model to be fitted.
data
an optional data frame, list or environment (or object coercible by as.data.frame to a data frame) containing the variables in the model. If not found in data, the variables are taken from environment(formula), typically the environment from which lm is c
lambda
Box-Cox transformation parameter. Ignored if NULL. Otherwise, data are transformed via a Box-Cox transformation.
tslm is largely a wrapper for lm() except that it allows variables "trend" and "season" which are created on the fly from the time series characteristics of the data. The variable "trend" is a simple time trend and "season" is a factor indicating the season (e.g., the month or the quarter depending on the frequency of the data).