Harmonic Regression to One or more Time Series

Fits the first harmonics in a Fourier expansion to one or more time series. Trend elimination can be performed. Computed values include estimates of amplitudes and phases, as well as confidence intervals and p-values for the null hypothesis of Gaussian noise.


HarmonicRegression 1.0

Initial release.

Reference manual

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1.0 by Paal O. Westermark, 6 years ago

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

Authors: Paal O. Westermark

Documentation:   PDF Manual  

Task views: Time Series Analysis

MIT + file LICENSE license

Suggests knitr

See at CRAN