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Remove global deterministic trend information from the series.
dt_lin
removes the linear trend.
dt_quad
removes the quadratic trend.
dt_poly
removes the nth-degree polynomial trend.
dtrend_lin(x, bp = NULL, na.rm = getOption("transx.na.rm"))dtrend_quad(x, bp = NULL, na.rm = getOption("transx.na.rm"))
dtrend_poly(x, degree, bp = NULL, na.rm = getOption("transx.na.rm"))
[univariate vector]
Univariate vector, numeric or ts object with only one dimension.
[positive integer(1)]
Break points to define piecewise segments of the data.
[logical(1): getOption("transx.na.rm")]
A value indicating whether NA values should be stripped before the computation proceeds.
[positive integer(1)]
Value indicating the degree of polynomial
Returns a vector with the same class and attributes as the input vector.
# NOT RUN {
set.seed(123)
t <- 1:20
# Linear trend
x <- 3*sin(t) + t
plotx(cbind(x, dtrend_lin(x)))
# Quadratic trend
x2 <- 3*sin(t) + t + t^2
plotx(cbind(raw = x2, quad = dtrend_quad(x2)))
# Introduce a breaking point at point = 10
xbp <- 3*sin(t) + t
xbp[10:20] <- x[10:20] + 15
plotx(cbind(raw = xbp, lin = dtrend_lin(xbp), lin_bp = dtrend_lin(xbp, bp = 10)))
# }
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