forecast (version 4.03)

tbats.components: Extract components of a TBATS model

Description

Extract the level, slope and seasonal components of a TBATS model.

Usage

tbats.components(x)

Arguments

x
A tbats object created by tbats.

Value

  • A multiple time series (mts) object.

References

De Livera, A.M., Hyndman, R.J., & Snyder, R. D. (2011), Forecasting time series with complex seasonal patterns using exponential smoothing, Journal of the American Statistical Association, 106(496), 1513-1527.

Examples

Run this code
fit <- tbats(USAccDeaths, use.parallel=FALSE)
components <- tbats.components(fit)
plot(components)

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