decompose {ts}

R Documentation

Classical Seasonal Decomposition by Moving Averages

Description

Decompose a time series into seasonal, trend and irregular components using moving averages. Deals with additive or multiplicative seasonal component.

Usage

decompose(x, type = c("additive", "multiplicative"))

Arguments

x	A time series.
type	The type of seasonal component.

Details

The additive model used is:

Y[t] = T[t] + S[t] + e[t]

The multiplicative model used is:

Y[t] = T[t] * S[t] + e[t]

Value

An object of class "decomposed.ts" with following components:

seasonal	The seasonal component (i.e., the repeated seasonal figure)
figure	The estimated seasonal figure only
trend	The trend component
random	The remainder part
type	The value of type

Note

The function stl provides a much more sophisticated decomposition.

Author(s)

David Meyer david.meyer@ci.tuwien.ac.at

See Also

stl

Examples

data(co2)
m <- decompose(co2)
m$figure
plot(m)