robsplinedecomp function

robsplinedecomp decomposes a vector into trend, season and irregular component by robustified spline approach; a time series attribute is lost

robsplinedecomp(y, d, alpha, beta, Plot = FALSE)

Arguments

• y: the series, a vector or a time series
• d: seasonal period
• alpha: smoothing parameter for trend component (the larger alpha is, the smoother will the smooth component g be)
• beta: smoothing parameter for seasonal component
• Plot: logical, should a plot be produced?

Returns

out list with the elements trend, season, residual

Examples

data(GDP) 
out  <- robsplinedecomp(GDP,4,2,10,Plot=FALSE)