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ArDec (version 2.1-1)

Time Series Autoregressive-Based Decomposition

Description

Autoregressive-based decomposition of a time series based on the approach in West (1997). Particular cases include the extraction of trend and seasonal components.

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Version

Install

install.packages('ArDec')

Monthly Downloads

504

Version

2.1-1

License

GPL (>= 2)

Maintainer

Susana Barbosa

Last Published

May 31st, 2022

Functions in ArDec (2.1-1)

tempEng

Time series of monthly temperature values
ardec.lm

Fit an autoregressive model as a linear regression
ardec

Time series autoregressive decomposition
ardec.trend

Estimation of the trend component from a monthly time series
ardec.periodic

Extraction of individual periodic components from a monthly time series