ardec.periodic {ArDec}

Extraction of individual periodic components from a monthly time series

Description

Function ardec.periodic extracts a periodic component from the autoregressive decomposition of a monthly time series.

Usage

ardec.periodic(x, per, tol = 0.95)

Arguments

x

time series

per

period of the component to be extracted

tol

tolerance for the period of the component

Value

A list with components:

period

period for the anual component

modulus

damping factor for the annual component

component

extracted component

Author(s)

S. M. Barbosa

Examples

data(tempEng)
ardec.periodic(tempEng,per=12)