ardec.periodic {ArDec} | R Documentation |
Function ardec.periodic extracts a periodic component from the autoregressive decomposition of a monthly time series.
ardec.periodic(x, per, tol = 0.95)
x |
time series |
per |
period of the component to be extracted |
tol |
tolerance for the period of the component |
A list with components:
period |
period for the anual component |
modulus |
damping factor for the annual component |
component |
extracted component |
S. M. Barbosa
data(tempEng)
ardec.periodic(tempEng,per=12)