stsm_detect_trend {autostsm}R Documentation

Detect trend type

Description

Detect trend type

Usage

stsm_detect_trend(
  y,
  freq,
  decomp = "",
  sig_level = 0.01,
  prior = NULL,
  seasons = NULL,
  cycle = NULL,
  cl = NULL,
  cores = NULL,
  verbose = FALSE
)

Arguments

y

Univariate time series of data values. May also be a 2 column data frame containing a date column.

freq

Frequency of the data (1 (yearly), 4 (quarterly), 12 (monthly), 365.25/7 (weekly), 365.25 (daily))

decomp

Decomposition model ("tend-cycle-seasonal", "trend-seasonal", "trend-cycle", "trend-noise")

sig_level

Significance level to determine statistically significant seasonal frequencies

prior

A data table created by stsm_prior

seasons

The seasonal periods

cycle

The cycle period

cl

a parallel cluster object

cores

Number of cores to use

verbose

Logical whether to print messages or not

Value

list with trend type and logical flag for deterministic trend if the trend is determined to have 0 differencing

Examples

## Not run: 
#GDP Not seasonally adjusted
library(autostsm)
data("NA000334Q", package = "autostsm") #From FRED
NA000334Q = data.table(NA000334Q, keep.rownames = TRUE)
colnames(NA000334Q) = c("date", "y")
NA000334Q[, "date" := as.Date(date)]
NA000334Q[, "y" := as.numeric(y)]
NA000334Q = NA000334Q[date >= "1990-01-01", ]
trend = stsm_detect_trend(y = NA000334Q$y, freq = 4)

## End(Not run)

[Package autostsm version 3.0.1 Index]