simpledecomp function

simpledecomp decomposes a vector into trend, season and irregular component by linear regression approach

simpledecomp(y, trend = 0, season = 0, Plot = FALSE)

Arguments

• y: the series, a vector or a time series
• trend: order of trend polynomial
• season: period of seasonal component
• Plot: logical, should a plot be produced?

Returns

out: (n,3) matrix - 1. column: smooth component

• 2. column: seasonal component

• 3. column: irregular component

Examples

data(GDP)
out  <- simpledecomp(GDP,trend=3,season=4,Plot=FALSE)