smoothls {tsapp}

smoothls smoothes a time series by Whittaker graduation. The function depends on the package Matrix.

Description

smoothls smoothes a time series by Whittaker graduation. The function depends on the package Matrix.

Usage

smoothls(y, beta = 0)

Arguments

y

the series, a vector or a time series

beta

smoothing parameter >=0 (the larger beta is, the smoother will g be)

Value

g vector, smooth component

Examples

 
data(GDP)
g <- smoothls(GDP,12)

 plot(GDP)   
 t <- seq(from = tsp(GDP)[1], to = tsp(GDP)[2],by=1/tsp(GDP)[3]) ; lines(t,g,col="red")