TED (version 1.1.1)

detrendc: Conditionally detrend a time series

Description

This function detrends a time series when its linear trend is more significant than a threshold.

Usage

detrendc(x, thres = 0.85)

Arguments

x

a vector or time series.

thres

a scalar specifying the threshold. When the adjusted R square coefficient of the linear fitting is larger than this threshold, the linear trend is substracted from the original time series. Default is 0.85.

Value

detrended x.

Examples

t=seq(0.001,1,0.001)
set.seed(123)
x=10*t+rnorm(1000)
dtrx=detrendc(x)
# plot the simulated x
plot(t,x,ty='l',xlab='t',ylab='x')
# plot the detrended x
lines(t,dtrx,col=2)
legend(0,12,legend=c('x','detrended x'),col=c(1,2),lty=1)