splinedecomp function

splinedecomp decomposes a time series into trend, season and irregular component by spline approach.

splinedecomp(x, d, alpha, beta, Plot = FALSE)

Arguments

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

• 2. column: seasonal component

• 3. column: irregular component

Examples

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