| stl_features {tsfeatures} | R Documentation |
Strength of trend and seasonality of a time series
Description
Computes various measures of trend and seasonality of a time series based on
an STL decomposition. The number of seasonal periods, and the length of the
seasonal periods are returned. Also, the strength of seasonality corresponding
to each period is estimated. The mstl function is used
to do the decomposition.
Usage
stl_features(x, ...)
Arguments
x |
a univariate time series. |
... |
Other arguments are passed to |
Value
A vector of numeric values.
Author(s)
Rob J Hyndman
[Package tsfeatures version 1.1.1 Index]