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Decompose a seasonal time series

Usage

morie_ts_decompose(x, method = c("stl", "classical"))

Arguments

x

A morie_ts (frequency > 1 for a seasonal component).

method

"stl" (loess-based) or "classical" (stats::decompose()).

Value

A morie_ts_decomp with trend, seasonal, remainder.

Examples

set.seed(1)
morie_ts_decompose(morie_ts(sin(1:48) + rnorm(48), frequency = 12))
#> $trend
#>            Jan          Feb          Mar          Apr          May          Jun
#> 1  0.174515081  0.176344435  0.178173789  0.177417373  0.176660958  0.172391908
#> 2  0.173519982  0.196686410  0.219852839  0.230480042  0.241107245  0.223146141
#> 3  0.001923483 -0.041718403 -0.085360290 -0.105625173 -0.125890056 -0.139668530
#> 4  0.073552191  0.051651165  0.029750139  0.056658678  0.083567218  0.139450072
#>            Jul          Aug          Sep          Oct          Nov          Dec
#> 1  0.168122857  0.165318519  0.162514181  0.165403863  0.168293545  0.170906764
#> 2  0.205185036  0.200521761  0.195858485  0.158118736  0.120378986  0.061151234
#> 3 -0.153447004 -0.137249072 -0.121051140 -0.050047700  0.020955740  0.047253966
#> 4  0.195332926  0.242291867  0.289250808  0.331660645  0.374070482  0.420015401
#> 
#> $seasonal
#>            Jan          Feb          Mar          Apr          May          Jun
#> 1 -0.238683490  0.108398412  0.901490426  0.115554056 -0.859128062 -0.756025009
#> 2 -0.238683490  0.108398412  0.901490426  0.115554056 -0.859128062 -0.756025009
#> 3 -0.238683490  0.108398412  0.901490426  0.115554056 -0.859128062 -0.756025009
#> 4 -0.238683490  0.108398412  0.901490426  0.115554056 -0.859128062 -0.756025009
#>            Jul          Aug          Sep          Oct          Nov          Dec
#> 1  0.636433709  0.955166084  0.952284714  0.009124561 -0.551681918 -1.272933863
#> 2  0.636433709  0.955166084  0.952284714  0.009124561 -0.551681918 -1.272933863
#> 3  0.636433709  0.955166084  0.952284714  0.009124561 -0.551681918 -1.272933863
#> 4  0.636433709  0.955166084  0.952284714  0.009124561 -0.551681918 -1.272933863
#> 
#> $remainder
#>           Jan         Feb         Mar         Apr         May         Jun
#> 1  0.27918558  0.80819790 -1.77417282  0.54550688  0.05305060 -0.51625078
#> 2 -0.13591004 -1.52917735  0.65387549 -0.67887102 -0.35956694  0.72572783
#> 3  0.72423401  0.63974970 -0.01554971 -1.20977548 -0.15676582  0.32560348
#> 4 -0.87269679  0.07700561  1.13258019  1.33607617  0.45241458 -0.55330829
#>           Jul         Aug         Sep         Oct         Nov         Dec
#> 1  0.33985908  0.60719835 -0.12689906 -1.02393792  0.89517933  0.95529742
#> 2  0.12947966  0.35115873  0.60748981  0.60604169 -0.34035249 -1.68314743
#> 3  0.47165520 -0.36927806  0.55634990  0.51620078 -1.27451605 -0.18109352
#> 4 -0.96657800 -0.62309283 -1.07938769 -0.14649202  0.66576652  0.85319672
#> 
#> $method
#> [1] "stl"
#> 
#> attr(,"class")
#> [1] "morie_ts_decomp"   "morie_rich_result" "list"