tslm

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Fit a linear model with time series components

tslm is used to fit linear models to time series including trend and seasonality components.

Keywords
stats
Usage
tslm(formula,data,...)
Arguments
formula
an object of class "formula" (or one that can be coerced to that class): a symbolic description of the model to be fitted.
data
an optional data frame, list or environment (or object coercible by as.data.frame to a data frame) containing the variables in the model. If not found in data, the variables are taken from environment(formula), typically the environment from which lm is c
...
Other arguments passed to lm().
Details

tslm is largely a wrapper for lm() except that it allows variables "trend" and "season" which are created on the fly from the time series characteristics of the data. The variable "trend" is a simple time trend and "season" is a factor indicating the season (e.g., the month or the quarter depending on the frequency of the data).

Value

  • Returns an object of class "lm".

See Also

forecast.lm, lm.

Aliases
  • tslm
Examples
y <- ts(rnorm(120,0,3) + 1:120 + 20*sin(2*pi*(1:120)/12), frequency=12)
fit <- tslm(y ~ trend + season)
plot(forecast(fit, h=20))
Documentation reproduced from package forecast, version 2.19, License: GPL (>= 2)

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