Estimates the trend (polynomial or lowess) of a time series and returns a graphic of the series with the trend and error bounds superimposed.
trend(series, order = 1, lowess = FALSE, lowspan = 2/3, col = c(4, 6), ylab = NULL, ...)Produces a graphic and returns the trend estimate and error bounds invisibly (see details).
The time series to be analyzed (univariate only).
Order of the polynomial used to estimate the trend with a linear default (order=1) unless lowess is TRUE.
If TRUE, lowess is used to find the trend. The default is FALSE.
The smoother span used for lowess.
For the graphic, the color of the data (default is 4) and the color of the trend (default is 6).
Label for the vertical axis (default is the name of the series).
Other graphical parameters.
D.S. Stoffer
Produces a graphic of the time series with the trend and a .95 pointwise confidence interval superimposed. The trend estimate and the error bounds are returned invisibly.
You can find demonstrations of astsa capabilities at FUN WITH ASTSA.
The most recent version of the package can be found at https://github.com/nickpoison/astsa/.
In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.
The webpages for the texts are https://www.stat.pitt.edu/stoffer/tsa4/ and https://www.stat.pitt.edu/stoffer/tsda/.
detrend
if (FALSE) {
trend(soi)
trend(soi, lowess=TRUE)
}
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