seasonal.ave {mar1s} | R Documentation |
Extracts seasonal component of time series by averaging observations on the same position in the cycle.
seasonal.ave(x, ave.FUN = mean, ...)
x |
A univariate time series. |
ave.FUN |
Averaging function. |
... |
Additional arguments passed to ave.FUN .
|
A time series object with times from 0 to 1 and the same frequency as
x
.
ave
, seasonal.smooth
for alternative
seasonal extraction method.
set.seed(19860306) ## Artificial example x <- ts(sin(2*pi*(3:97)/10) + 0.5*rnorm(length(3:97)), start = c(0, 3), frequency = 10) plot.default(time(x)%%1, x, xlab = "Phase") lines(seasonal.ave(x), col = "blue") lines(seasonal.ave(x, median), col = "green") legend("bottomleft", legend = c("Mean averaging", "Median averaging"), col = c("blue", "green"), lty = "solid") ## Realistic example data(nesterov.index, package = "mar1s") x <- log(nesterov.index[, "mean"]) x[x < -10] <- -Inf plot.default(time(x)%%1, x, xlab = "Phase", pch = ".") lines(seasonal.ave(x), col = "blue") lines(seasonal.ave(x, median), col = "green") legend("topleft", legend = c("Mean averaging", "Median averaging"), col = c("blue", "green"), lty = "solid")