autoplot,hfilter-method

Visualize the results of an applied Hamilton filter in the style of 
<code>ggplot2</code>.

Various methods for the identification of trend and seasonal
components in time series (TS) are provided. Among them is a data-driven locally
weighted regression approach with automatically selected bandwidth for
equidistant short-memory time series. The approach is a
combination / extension of the algorithms by
Feng (2013) <doi:10.1080/02664763.2012.740626> and Feng, Y., Gries, T.,
and Fritz, M. (2020) <doi:10.1080/10485252.2020.1759598> and a brief
description of this new method is provided in the package documentation.
Furthermore, the package allows its users to apply the base model of the
Berlin procedure, version 4.1, as described in Speth (2004) <https://www.destatis.de/DE/Methoden/Saisonbereinigung/BV41-methodenbericht-Heft3_2004.pdf?__blob=publicationFile>.
Permission to include this procedure was kindly provided by the Federal
Statistical Office of Germany.

Dominik Schulz

deseats

Data-Driven Locally Weighted Regression for Trend and
Seasonality in TS

Yuanhua Feng

autoplot,hfilter-method function

<dl><dt>object</dt>
<dd>an object of class <code>"hfilter"</code>, as returned by the function 
<code>hamilton_filter</code>.</dd>
<dt>which</dt>
<dd>either a string or a number can be entered to select a 
plot type from the function call; options are (1) a facet plot of the 
components, (2) the observed time series, (3) the observations together 
with the fitted values, and (4) the residuals; for <code>which = NULL</code>, 
the plot type can be selected interactively in the console.</dd>
<dt>...</dt>
<dd>currently without use, implemented for compatibility.</dd></dl>

Arguments

<ul>
<li>Dominik Schulz (Research Assistant) (Department of Economics, Paderborn
University), 
Author and Package Creator</li>
</ul>

Author

ggplot2 Plot Method for the Results of a Hamilton Filter — autoplot,hfilter-method

<dl>

<dt>object</dt>
<dd>an object of class <code>"hfilter"</code>, as returned by the function 
<code>hamilton_filter</code>.</dd>


<dt>which</dt>
<dd>either a string or a number can be entered to select a 
plot type from the function call; options are (1) a facet plot of the 
components, (2) the observed time series, (3) the observations together 
with the fitted values, and (4) the residuals; for <code>which = NULL</code>, 
the plot type can be selected interactively in the console.</dd>


<dt>...</dt>
<dd>currently without use, implemented for compatibility.</dd>

</dl>

<ul>
<li>Dominik Schulz (Research Assistant) (Department of Economics, Paderborn
University), 
Author and Package Creator</li>
</ul>

autoplot,hfilter-method: `ggplot2` Plot Method for the Results of a Hamilton Filter

Description

Usage

Value

Arguments

Author

Examples