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.


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install.packages("ArDec")

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