Unobserved-components decomposition (trend + seasonal + irregular)

Usage

morie_unobserved_components(x, period = 12, trend = "local linear")

Arguments

x: Numeric univariate series.
period: Seasonal period (pass 0 to omit). Default 12.
trend: Trend specification, "local level" or "local linear".

Value

Named list with trend, seasonal, irregular, loglik, n, period, method.

Examples

morie_unobserved_components(x = rnorm(50))
#> $trend
#>  [1] -0.3208642 -0.3208642 -0.3208642 -0.3208642 -0.3208642 -0.3208642
#>  [7] -0.3342853 -0.4253952 -0.4987305 -0.4856321 -0.5001274 -0.3801415
#> [13] -0.2479357 -0.3124493 -0.4266007 -0.5200139 -0.4307735 -0.4236719
#> [19] -0.3977257 -0.2639820 -0.1853902 -0.1717521 -0.2155583 -0.3717396
#> [25] -0.4756486 -0.4958774 -0.4110861 -0.2570530 -0.1841800 -0.1172175
#> [31] -0.1003897 -0.1162851 -0.2534226 -0.2957830 -0.2560534 -0.2454889
#> [37] -0.2327512 -0.1852901 -0.1910138 -0.2193682 -0.3186248 -0.4025574
#> [43] -0.3885680 -0.4542757 -0.3208642 -0.3208642 -0.3208642 -0.3208642
#> [49] -0.3208642 -0.3208642
#> 
#> $seasonal
#>  [1]  0.31645108  0.14348659  0.08334583  0.24795649 -0.77899512 -0.03221784
#>  [7] -0.41562512  0.26043224 -0.67207539  0.31578221  0.67825210 -0.14679309
#> [13]  0.31645108  0.14348659  0.08334583  0.24795649 -0.77899512 -0.03221784
#> [19] -0.41562512  0.26043224 -0.67207539  0.31578221  0.67825210 -0.14679309
#> [25]  0.31645108  0.14348659  0.08334583  0.24795649 -0.77899512 -0.03221784
#> [31] -0.41562512  0.26043224 -0.67207539  0.31578221  0.67825210 -0.14679309
#> [37]  0.31645108  0.14348659  0.08334583  0.24795649 -0.77899512 -0.03221784
#> [43] -0.41562512  0.26043224 -0.67207539  0.31578221  0.67825210 -0.14679309
#> [49]  0.31645108  0.14348659
#> 
#> $irregular
#>  [1] -0.698920168  0.893309679  0.702733259 -0.900994610  1.659077036
#>  [6] -2.079557723  0.409425498  0.877996182  0.511768471  0.133447288
#> [11] -1.771411047  1.374727372 -1.918904232 -0.154687887  0.088006743
#> [16]  0.332978672  0.386276995  2.285620197 -0.616565428  0.257686863
#> [21] -2.082308117 -0.141614308  0.046971779 -0.566187349  0.864030459
#> [26]  0.683367155  1.304067714 -0.834243402 -0.007404803 -1.622095996
#> [31]  0.193544483 -1.482947883  1.613654027  0.051281402  1.767553649
#> [36] -0.765425642  1.097988154 -0.485564886 -1.348960076  0.544379112
#> [41] -0.335757810 -0.620409819  0.071081290  0.404750680 -0.005981155
#> [46]  1.082932302 -1.556362302  0.684294305  0.147500131 -0.888372501
#> 
#> $loglik
#> [1] NA
#> 
#> $n
#> [1] 50
#> 
#> $period
#> [1] 12
#> 
#> $method
#> [1] "Additive trend+seasonal decomposition (base R)"
#>