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, lambda=NULL, ...)
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
lambda
Box-Cox transformation parameter. Ignored if NULL. Otherwise, data are transformed via a Box-Cox transformation.
...
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 3.11, License: GPL (>= 2)

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