simpledecomp {tsapp}

simpledecomp decomposes a vector into trend, season and irregular component by linear regression approach

Description

simpledecomp decomposes a vector into trend, season and irregular component by linear regression approach

Usage

simpledecomp(y, trend = 0, season = 0, Plot = FALSE)

Arguments

y

the series, a vector or a time series

trend

order of trend polynomial

season

period of seasonal component

Plot

logical, should a plot be produced?

Value

out: (n,3) matrix

1. column

smooth component

2. column

seasonal component

3. column

irregular component

Examples

data(GDP)
out  <- simpledecomp(GDP,trend=3,season=4,Plot=FALSE)