Decomposition of Time Series Data

ARIMA-model-based decomposition of quarterly and monthly time series data. The methodology is developed and described, among others, in Burman (1980) and Hillmer and Tiao (1982) .


News

Version 0.2 2017-01-03

o First version on CRAN.

Reference manual

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

install.packages("tsdecomp")

0.2 by Javier López-de-Lacalle, 5 years ago


https://jalobe.com


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


Authors: Javier López-de-Lacalle <[email protected]>


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL-2 license



See at CRAN