ardec.trend {ArDec}R Documentation

Estimation of the trend component from a monthly time series

Description

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.

Usage

ardec.trend(x)

ardec.trend.bayes(x, R)

Arguments

x time series
R size of sample to be simulated from posterior

Value

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)

Author(s)

S. M. Barbosa

Examples

# warning: running the next command can be time comsuming!

data(co2)
ardec.trend(co2)
ardec.trend.bayes(co2,2)


[Package ArDec version 1.0-5 Index]