ts_trend {tsbox}

Loess Trend Estimation

Description

Trend estimation that uses stats::loess().

Usage

ts_trend(x, ...)

Arguments

x

ts-boxable time series, an object of class ts, xts, zoo, zooreg, data.frame, data.table, tbl, tbl_ts, tbl_time, tis, irts or timeSeries.

...

arguments, passed to stats::loess():

• degree degree of Loess smoothing

• span smoothing parameter, if NULL, an automated search performed (see Details)

Value

a ts-boxable object of the same class as x, i.e., an object of class ts, xts, zoo, zooreg, data.frame, data.table, tbl, tbl_ts, tbl_time, tis, irts or timeSeries.

References

Cleveland, William S., Eric Grosse, and William M. Shyu. "Local regression models." Statistical models in S. Routledge, 2017. 309-376.

Examples

ts_plot(
  `Raw series` = fdeaths,
  `Loess trend` = ts_trend(fdeaths),
  title = "Deaths from Lung Diseases",
  subtitle = "per month"
)