decomposition function

Decompose a time series object

Decomposes a time series represented by an inz_ts object into its seasonal, trend, and remainder components using the specified smoothing method.

decomp(
  x,
  var = NULL,
  sm_model = c("stl"),
  mult_fit = FALSE,
  model_range = NULL,
  ...
)

## S3 method for class 'inz_dcmp'
plot(
  x,
  recompose.progress = c(0, 0),
  recompose = any(recompose.progress > 0),
  ylab = NULL,
  title = NULL,
  colour = c("#1B9E46", "#45a8ff", "orangered"),
  ...
)

Arguments

• x: An inz_dcmp object representing the decomposed time series.
• var: A character vector of length one, or NULL.
• sm_model: The smoothing method to be used. Currently on "stl" is available.
• mult_fit: If TRUE, a multiplicative model is used; otherwise, an additive model is used by default.
• model_range: The range of data to be decomposed by the model. It can be specified as dates or years. If part of model_range lies outside the range of the data, the exceeding proportion is ignored.
• ...: Additional arguments (ignored).
• recompose.progress: A numeric vector of length 2, controlling the display of recomposition progress when recompose is TRUE. The first component shows the progress for the seasonal component (0 to 1), and the second component tracks the number of observations recomposed so far.
• recompose: Logical indicating whether the recomposition should be displayed or not.
• ylab: The label for the y-axis of the plot.
• title: The title for the plot.
• colour: A vector of three colors specifying the colors for the trend, seasonal, and residuals components, respectively.

Returns

An inz_dcmp object, which is a sub-class of dable, representing the decomposed components of the time series.

Examples

ts <- inzightts(visitorsQ)
d <- decomp(ts)

## Not run:

plot(d)
## End(Not run)

References

R. B. Cleveland, W. S. Cleveland, J.E. McRae, and I. Terpenning (1990) STL: A Seasonal-Trend Decomposition Procedure Based on Loess. Journal of Official Statistics, 6, 3iV73.

See Also

dable