Data-Driven Locally Weighted Regression for Trend and Seasonality in TS


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Documentation for package ‘deseats’ version 1.1.0

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deseats-package Deseasonalize Time Series
animate Automatic Creation of Animations
animate-method Animate Locally Weighted Regression Results
arma_to_ar AR Representation of an ARMA Model
arma_to_ma MA Representation of an ARMA Model
autoplot-method Plot Method for Decomposition Results in the Style of ggplot2
autoplot-method 'ggplot2' Plot Method for Class '"deseats_fc"'
autoplot-method 'ggplot2' Plot Method for the Results of a Hamilton Filter
boundary_method Smoothing Option Generics
boundary_method-method Retrieve or Set Smoothing Options
boundary_method<- Smoothing Option Generics
boundary_method<--method Retrieve or Set Smoothing Options
BV4.1 Trend and Seasonality Estimation Using the Berlin Procedure 4.1
bwidth Smoothing Option Generics
bwidth-method Retrieve the Used Bandwidth from an Estimation Object
bwidth-method Retrieve or Set Smoothing Options
bwidth<- Smoothing Option Generics
bwidth<--method Retrieve or Set Smoothing Options
bwidth_confint Bootstrapping Confidence Intervals for Locally Weighted Regression Bandwidths
CIVLABOR Monthly Civilian Labor Force Level in the USA
CONSUMPTION Quarterly Real Final Consumption Expenditure for Australia
COVID Daily Confirmed New COVID-19 Cases in Germany
create.gain Create Gain Function from a Linear Time Series Filter
DEATHS Monthly Deaths in Germany
deseasonalize Obtain Estimated Components of a Time Series
deseasonalize-method Obtain Individual Components of a Decomposed Time Series
deseats Locally Weighted Regression for Trend and Seasonality in Equidistant Time Series under Short Memory
detrend Obtain Estimated Components of a Time Series
detrend-method Obtain Individual Components of a Decomposed Time Series
ENERGY Monthly Total Production and Distribution of Electricity, Gas, Steam, and Air Conditioning for Germany
EXPENDITURES Quarterly Personal Consumption Expenditures in the USA
expo Automatic Creation of Animations
expo-method Exponentiate 'deseats' Forecasts
fitted-method Fitted Components of the Hamilton Filter
fitted-method Obtain Individual Components of a Decomposed Time Series
gain Gain Function Generic
gain-method Obtain gain function values for DeSeaTS Trend and Detrend Filters
GDP Quarterly US GDP
hamilton_filter Time Series Filtering Using the Hamilton Filter
hA_calc Calculation of Theoretically Optimal Bandwidth and Its Components
HOUSES Monthly New One Family Houses Sold in the USA
kernel_fun Smoothing Option Generics
kernel_fun-method Retrieve or Set Smoothing Options
kernel_fun<- Smoothing Option Generics
kernel_fun<--method Retrieve or Set Smoothing Options
LIVEBIRTHS Monthly Live Births in Germany
llin_decomp Decomposition of Time Series Using Local Linear Regression
lm_decomp Decomposition of Time Series Using Linear Regression
ma_decomp Decomposition of Time Series Using Moving Averages
measures Forecasting Accuracy Measure Calculation
NOLABORFORCE Monthly Number of US Persons Not in the Labor Force
order_poly Smoothing Option Generics
order_poly-method Retrieve or Set Smoothing Options
order_poly<- Smoothing Option Generics
order_poly<--method Retrieve or Set Smoothing Options
plot-method Plot Method for Decomposition Results in the Style of Base R Plots
plot-method Plot Method for Class '"deseats_fc"'
plot-method Plot Method for the Results of a Hamilton Filter
predict-method Point and Interval Forecasts for Seasonal Semi-ARMA Models
RAINFALL Monthly Average Rainfall in Germany
read_ts Read in a Dataset Directly as an Object of Class '"ts"' or '"mts"'
residuals-method Fitted Components of the Hamilton Filter
residuals-method Obtain Individual Components of a Decomposed Time Series
RETAIL Monthly Total Volume of Retail Trade in Germany
runDecomposition Shiny App for Decomposing Seasonal Time Series
SAVINGS Quarterly Savings of Private Households in Germany
season Smoothing Option Generics
season-method Retrieve or Set Smoothing Options
season-method Obtain Individual Components of a Decomposed Time Series
season<- Smoothing Option Generics
season<--method Retrieve or Set Smoothing Options
seasonplot Creation of Seasonal Plots
seasonplot_gg Creation of Seasonal Plots in the Style of ggplot2
select_bwidth Optimal Bandwidth Estimation for Locally Weighted Regression in Equidistant Time Series under Short Memory
set_options Specification of Smoothing Options
show-method Printing of 'deseats' Function Results
show-method Show Method for Objects of Class '"s_semiarma"'
show-method Show Method for Smoothing Options
SUNSHINE Monthly Hours of Sunshine in Germany
s_semiarma Fitting of a Seasonal Semiparametric ARMA Model
TEMPERATURE Monthly Average Temperature in Germany
trend Obtain Estimated Components of a Time Series
trend-method Obtain Individual Components of a Decomposed Time Series
zoo_to_ts Time Series Object Conversion from '"zoo"' to '"ts"'