prep.detrend.sfsm {predtoolsTS}

Detrend with "substracting full-season means" method

Description

Performs "substracting full-season means" method to go for a totally automatic approach.

Usage

prep.detrend.sfsm(tserie)

Arguments

tserie

a ts object

Details

Under this detrending scheme, a series is first split into segments. The length of the segments is equal to the length of seasonality(12 for monthly). The mean of the historical observations within each of these segments is substacted from every historical observation in the segment. To get the detrended serie we do: ds = xi - m Being xi the actual values on the time series and m the mean of the segment of xi

Value

A list is returned containing:

tserie

Transformed ts object.

means

Vector containing the historical means.

Examples

prep.detrend.sfsm(AirPassengers)