Time series autoregressive-based decomposition

Package ArDec implements autoregressive-based decomposition of a time series based on the constructive approach in West (1997). Particular cases include the extraction of trend and seasonal components.


Reference manual

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2.0 by Susana Barbosa, 8 years ago

Browse source code at https://github.com/cran/ArDec

Authors: Susana Barbosa

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 2) license

See at CRAN