Refined Moving Average Filter

Uses refined moving average filter based on the optimal and data-driven moving average lag q or smoothing spline to estimate trend and seasonal components, as well as irregularity (residuals) for univariate time series or data.


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install.packages("rmaf")

3.0.1 by Debin Qiu, 7 years ago


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


Authors: Debin Qiu


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL (>= 2) license



See at CRAN