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

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.0 by Paal O. Westermark, 7 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