tfarima (version 0.4.1)

seasadj: Seasonal adjustment

Description

seasadj removes the seasonal component of time series.

Usage

seasadj(mdl, ...)
# S3 method for um
seasadj(
  mdl,
  z = NULL,
  method = c("ucarima", "ucarima0", "ssm", "ssm0", "mixed", "forecast", "backcast"),
  envir = parent.frame(),
  ...
)

Value

seasadj returns a seasonal adjusted time series.

Arguments

mdl

An object of class um or tfm, representing a univariate ARIMA or transfer function model.

...

Additional arguments passed to internal methods.

z

an object of class ts.

method

Character string specifying the decomposition method. Options are:

• "ucarima", "ucarima0" – using the UCARIMA representation, without or with the canonical requirement.

• "ssm", "ssm0" – using the state-space model representation, with multiple sources of error (MSOE) or a single source of error (SSOE), respectively.

• "mixed" – combining forward and backward forecasts.

• "forecast", "backcast" – using the forward or backward eventual forecast function. The last three options are deprecated and will be removed in a future release.

envir

environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.

Examples

Y <- AirPassengers
um1 <- um(Y, bc = TRUE, i = list(1, c(1,12)), ma = list(1, c(1,12)))
Y <- seasadj(um1)
ide(Y)