decompose               package:stats               R Documentation

Classical Seasonal Decomposition by Moving Averages

Description:

     Decompose a time series into seasonal, trend and irregular
     components using moving averages.  Deals with additive or
     multiplicative seasonal component.

Usage:

     decompose(x, type = c("additive", "multiplicative"), filter = NULL)

Arguments:

       x: A time series.

    type: The type of seasonal component.

  filter: A vector of filter coefficients in reverse time order (as for
          AR or MA coefficients), used for filtering out the seasonal
          component. If 'NULL', a moving average with symmetric window
          is performed.

Details:

     The additive model used is:

     Y[t] = T[t] + S[t] + e[t]

     The multiplicative model used is:

     Y[t] = T[t] * S[t] + e[t]

Value:

     An object of class '"decomposed.ts"' with following components: 

seasonal: The seasonal component (i.e., the repeated seasonal figure)

  figure: The estimated seasonal figure only

   trend: The trend component

  random: The remainder part

    type: The value of 'type'

Note:

     The function 'stl' provides a much more sophisticated
     decomposition.

Author(s):

     David Meyer David.Meyer@wu-wien.ac.at

See Also:

     'stl'

Examples:

     require(graphics)

     m <- decompose(co2)
     m$figure
     plot(m)

