seasadj function

Seasonal adjustment

Seasonal adjustment

seasadj removes the seasonal component of time series.

seasadj(mdl, ...) ## S3 method for class 'um' seasadj( mdl, z = NULL, method = c("mixed", "forecast", "backcast"), envir = NULL, ... )

Arguments

  • mdl: an object of class um or tfm.
  • ...: additional arguments.
  • z: an object of class ts.
  • method: forward/backward forecasts or a mixture of the two.
  • envir: environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.

Returns

seasadj returns a seasonal adjusted time series.

Examples

Y <- AirPassengers um1 <- um(Y, bc = TRUE, i = list(1, c(1,12)), ma = list(1, c(1,12))) Y <- seasadj(um1) ide(Y)