polreg {TSSS} | R Documentation |
Polynomial Regression Model
Description
Estimate the trend using the AIC best polynomial regression model.
Usage
polreg(y, order, plot = TRUE, ...)
Arguments
y |
a univariate time series. |
order |
maximum order of polynomial regression. |
plot |
logical. If |
... |
graphical arguments passed to |
Value
An object of class "polreg"
, which is a list with the following
components:
order.maice |
MAICE (minimum AIC estimate) order. |
sigma2 |
residual variance of the model with order |
aic |
AIC of the model with order |
daic |
AIC - minimum AIC. |
coef |
regression coefficients ( |
trend |
trend component. |
References
Kitagawa, G. (2020) Introduction to Time Series Modeling with Applications in R. Chapman & Hall/CRC.
Examples
# The daily maximum temperatures for Tokyo
data(Temperature)
polreg(Temperature, order = 7)
# Wholesale hardware data
data(WHARD)
y <- log10(WHARD)
polreg(y, order = 15)
[Package TSSS version 1.3.4-5 Index]