robsplinedecomp {tsapp}

robsplinedecomp decomposes a vector into trend, season and irregular component by robustified spline approach; a time series attribute is lost

Description

robsplinedecomp decomposes a vector into trend, season and irregular component by robustified spline approach; a time series attribute is lost

Usage

robsplinedecomp(y, d, alpha, beta, Plot = FALSE)

Arguments

y

the series, a vector or a time series

d

seasonal period

alpha

smoothing parameter for trend component (the larger alpha is, the smoother will the smooth component g be)

beta

smoothing parameter for seasonal component

Plot

logical, should a plot be produced?

Value

out list with the elements trend, season, residual

Examples

data(GDP) 
out  <- robsplinedecomp(GDP,4,2,10,Plot=FALSE)