Learn R Programming

VBV

Time series decomposition for univariate time series using the "Verallgemeinerte Berliner Verfahren" (Generalized Berlin Method)

Copy Link

Version

Install

install.packages('VBV')

Monthly Downloads

178

Version

0.6.2

License

GPL (>= 3)

Maintainer

Detlef Steuer

Last Published

January 9th, 2023

Functions in VBV (0.6.2)

estimation

estimation -- estimate trend and seasonal components statically
moving.decomposition

moving.decomposition -- decompose a times series into locally estimated trend and season figures
moving.estimation

moving.estimation -- estimate locally optimized trend and season figures
decomposition

decomposition - decompose a time series with VBV