trend

Provides functions for modeling and forecasting time series data. Forecasting is based on the innovations algorithm. A description of the innovations algorithm can be found in the textbook "Introduction to Time Series and Forecasting" by Peter J. Brockwell and Richard A. Davis. <https://link.springer.com/book/10.1007/b97391>.

George Weigt

itsmr

Time Series Analysis Using the Innovations Algorithm

trend function

<dl><dt>x</dt>
<dd>Time series data</dd><dt>p</dt>
<dd>Polynomial order (1 linear, 2 quadratic, etc.)</dd></dl>

Arguments

Estimate trend component — trend

<dl>

<dt>x</dt>
<dd>Time series data</dd>

<dt>p</dt>
<dd>Polynomial order (1 linear, 2 quadratic, etc.)</dd>

</dl>

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trend: Estimate trend component

Description

Usage

Value

Arguments

See Also

Examples