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.


News

HarmonicRegression 1.0

Initial release.

Reference manual

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install.packages("HarmonicRegression")

1.0 by Paal O. Westermark, 4 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