stlar {seer}

STL-AR method

Description

STL decomposition method applied to the time series, then an AR model is used to forecast seasonally adjusted data, while the seasonal naive method is used to forecast the seasonal component

Usage

stlar(y, h = 10, s.window = 11, robust = FALSE)

Arguments

y

a univariate time series

h

forecast horizon

s.window

Either the character string “periodic” or the span (in lags) of the loess window for seasonal extraction

robust

logical indicating if robust fitting be used in the loess procedue

Value

return object of class forecast

Author(s)

Thiyanga Talagala