deseasonalize (version 1.35)

deseasonalize-package: Optimal deseasonalization for geophysical time series using AR fitting

Description

Deseasonalize daily or monthly time series. An harmonic regression is fit to the data to estimate the seasonal means and standard deviations. The number of terms in the harmonic regression may be determined using the BIC or generalized AIC.

Details

Package:

deseasonalize

Type:

Package

Version:

1.35

Date:

2013-04-10

License:

GPL (>= 2.10)

LazyLoad:

yes

LazyData:

yes

The only function is ds.

For how to use the function ds, see the examples provided with the datasets Saugeen, and SaugeenDay.

A dynamic time series plot for the Saugeen daily riverflow is available in the subdirectory /inst/doc.

References

K. W. Hipel and A. I. McLeod (1994). Time Series Modelling of Water Resources and Environmental Systems. Elsevier.

McLeod, A.I. and Zhang, Y. (2008b). Improved Subset Autoregression: With R Package. Journal of Statistical Software.