Decomposes a time series represented by an inz_ts
object into its
seasonal, trend, and remainder components using the specified smoothing
method.
Arguments
- x
An `inz_dcmp` object representing the decomposed time series.
- var
A character vector of length one, or
NULL
.- sm_model
The smoothing method to be used. Currently on "stl" is available.
- mult_fit
If
TRUE
, a multiplicative model is used; otherwise, an additive model is used by default.- model_range
The range of data to be decomposed by the model. It can be specified as dates or years. If part of
model_range
lies outside the range of the data, the exceeding proportion is ignored.- ...
Additional arguments (ignored).
- recompose.progress
A numeric vector of length 2, controlling the display of recomposition progress when `recompose` is `TRUE`. The first component shows the progress for the seasonal component (0 to 1), and the second component tracks the number of observations recomposed so far.
- recompose
Logical indicating whether the recomposition should be displayed or not.
- ylab
The label for the y-axis of the plot.
- title
The title for the plot.
- colour
A vector of three colors specifying the colors for the trend, seasonal, and residuals components, respectively.
Value
An inz_dcmp
object, which is a sub-class of dable
,
representing the decomposed components of the time series.
References
R. B. Cleveland, W. S. Cleveland, J.E. McRae, and I. Terpenning (1990) STL: A Seasonal-Trend Decomposition Procedure Based on Loess. Journal of Official Statistics, 6, 3iV73.