Enhanced Seasonal Decomposition of Time Series by Loess
Accessor functions for elements of an stl and stlplus object
Lattice plot of the raw, seasonal, trend, and remainder components
Cycle-Subseries Plot for an stlplus Object
Plot of Remainder Component by Cycle-Subseries
Seasonal Diagnostic Plot for an stlplus Object
Trend Diagnostic Plot for an stlplus Object
Seasonal Decomposition of Time Series by Loess
Decompose a time series into seasonal, trend, and remainder components using an implementation of Seasonal Decomposition of Time Series by Loess (STL) that provides several enhancements over the STL method in the stats package. These enhancements include handling missing values, providing higher order (quadratic) loess smoothing with automated parameter choices, frequency component smoothing beyond the seasonal and trend components, and some basic plot methods for diagnostics.