ardec.trend {ArDec} | R Documentation |
Function ardec.trend extracts the trend component from the autoregressive decomposition of a monthly time series.
Function ardec.trend.bayes extracts the trend component from each autoregressive decomposition based on a simulated vector of autoregressive parameters.
ardec.trend(x) ardec.trend.bayes(x, R)
x |
time series |
R |
size of sample to be simulated from posterior |
A list with components:
modulus |
damping factor for the annual component |
trend |
trend component (for ardec.trend) |
trendSim |
matrix containing the simulated trend components as columns (for ardec.trend.bayes) |
S. M. Barbosa
# warning: running the next command can be time comsuming! data(co2) ardec.trend(co2) ardec.trend.bayes(co2,2)