The span (in lags) of the loess window of the low-pass filter used for each subseries. Vector of names of the post-trend smoothing operations specified by fc.window and fc.degree (optional). If the length of fc.degree is less than that of fc.window, the former is expanded to the length of the latter using rep thus, giving the value 1 specifies a degree of 1 for all components. Vector of degrees of locally-fitted polynomial in the loess smoothings for the frequency components specified in fc.window. The robustness weights from original STL are used as weights in the loess fitting if specified. In most cases, the values of the argument should be decreasing, that is, the frequency bands of the fitted components should increase. A frequency component is computed by a loess fit with the window length equal to the first element of fc.window, the component is removed, another component is computed with the window length equal to the second element of fc.window, and so forth. The smoothing is applied to the data with the STL seasonal component removed. Vector of lengths of windows for loess smoothings for other trend frequency components after the original STL decomposition has been obtained. If NULL, the default, nextodd(ceiling((1.5*period) / (1-(1.5/s.window)))), is taken.ĭegree of locally-fitted polynomial in trend extraction. The span (in lags) of the loess window for trend extraction, which should be odd. This has no default.ĭegree of locally-fitted polynomial in seasonal extraction. In R's stl function, this is the frequency of the time series.Įither the character string "periodic" or the span (in lags) of the loess window for seasonal extraction, which should be odd. Times at which the time series values were observed. If x is a time series object, then t and n.p do not need to be specified, although they still can be. Vector of time series values, in order of time. ) # S3 method for class 'ts' stlplus ( x, t = as.numeric ( stats :: time ( x )), n.p = frequency ( x ), s.window, s.degree = 1, t.window = NULL, t.degree = 1, fc.window = NULL, fc.degree = NULL, fc.name = NULL, l.window = NULL, l.degree = t.degree, s.jump = ceiling ( s.window / 10 ), t.jump = ceiling ( t.window / 10 ), l.jump = ceiling ( l.window / 10 ), fc.jump = NULL, critfreq = 0.05, s.blend = 0, t.blend = 0, l.blend = t.blend, fc.blend = NULL, inner = 2, outer = 1, sub.labels = NULL, sub.start = 1, zero.weight = 0.000001, details = FALSE. Stlplus ( x, t = NULL, n.p, s.window, s.degree = 1, t.window = NULL, t.degree = 1, fc.window = NULL, fc.degree = NULL, fc.name = NULL, l.window = NULL, l.degree = t.degree, s.jump = ceiling ( s.window / 10 ), t.jump = ceiling ( t.window / 10 ), l.jump = ceiling ( l.window / 10 ), fc.jump = NULL, critfreq = 0.05, s.blend = 0, t.blend = 0, l.blend = t.blend, fc.blend = NULL, inner = 2, outer = 1, sub.labels = NULL, sub.start = 1, zero.weight = 0.000001, details = FALSE.
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |