tsapp (version 1.0.4)

splinedecomp: splinedecomp decomposes a time series into trend, season and irregular component by spline approach.

Description

splinedecomp decomposes a time series into trend, season and irregular component by spline approach.

Usage

splinedecomp(x, d, alpha, beta, Plot = FALSE)

Arguments

x

the series, a vector or a time series

d

seasonal period

alpha

smoothing parameter for trend component (The larger alpha is, the smoother will the smooth component g be.)

beta

smoothing parameter for seasonal component

Plot

logical, should a plot be produced?

Value

out (n,3) matrix:

1. column

smooth component

2. column

seasonal component

3. column

irregular component

Examples

# NOT RUN {
data(GDP)
out  <- splinedecomp(GDP,4,2,4,Plot=FALSE) 
# }