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] -0.155932142 -0.155932142 -0.155932142 -0.155932142 -0.155932142
#>  [6] -0.155932142 -0.343879477 -0.344605900 -0.415610731 -0.557397677
#> [11] -0.645349228 -0.679761977 -0.698739426 -0.713317404 -0.736106417
#> [16] -0.754616831 -0.800745228 -0.790900061 -0.760290796 -0.683095393
#> [21] -0.643424683 -0.618952126 -0.490434091 -0.325602564 -0.233180544
#> [26] -0.076189164  0.007801025  0.041908220  0.113705308  0.066694259
#> [31]  0.126196735  0.222731161  0.341273318  0.503504418  0.507977356
#> [36]  0.339221445  0.254281119  0.277230123  0.313698177  0.342088923
#> [41]  0.397342276  0.502549303  0.517158764  0.511416377 -0.155932142
#> [46] -0.155932142 -0.155932142 -0.155932142 -0.155932142 -0.155932142
#> 
#> $seasonal
#>  [1] -0.2841180 -0.3824998  0.3301603  0.9170539 -0.5156488 -0.6677491
#>  [7]  0.3466403  0.6967710  0.9560588 -0.6964225 -0.9143048  0.2140587
#> [13] -0.2841180 -0.3824998  0.3301603  0.9170539 -0.5156488 -0.6677491
#> [19]  0.3466403  0.6967710  0.9560588 -0.6964225 -0.9143048  0.2140587
#> [25] -0.2841180 -0.3824998  0.3301603  0.9170539 -0.5156488 -0.6677491
#> [31]  0.3466403  0.6967710  0.9560588 -0.6964225 -0.9143048  0.2140587
#> [37] -0.2841180 -0.3824998  0.3301603  0.9170539 -0.5156488 -0.6677491
#> [43]  0.3466403  0.6967710  0.9560588 -0.6964225 -0.9143048  0.2140587
#> [49] -0.2841180 -0.3824998
#> 
#> $irregular
#>  [1] -1.91075286 -0.22686790  0.28793936  1.41278070 -1.36513595  0.98231877
#>  [7] -0.75937556 -0.56279708  0.21581701  0.25408571  0.61590947  0.43357219
#> [13] -0.53164507 -0.52321730  0.01773237 -0.54104006 -0.27865462  0.34971246
#> [19]  0.46915121 -1.38629453  1.05868160 -0.74366040  0.41321337  0.36347774
#> [25] -0.54664655  0.24178672 -1.17621029 -0.30018851  0.85395105  1.40101859
#> [31] -0.10810831  1.16644403 -1.36881698  0.39525632 -1.12344122 -0.89136831
#> [37]  0.98397325  0.18711221  1.06415954  0.74691020 -0.66961481 -1.84504943
#> [43]  0.27257482  0.65688975  0.22449084  0.63996842  1.28127320  0.38794903
#> [49]  0.96064982  0.91599387
#> 
#> $loglik
#> [1] NA
#> 
#> $n
#> [1] 50
#> 
#> $period
#> [1] 12
#> 
#> $method
#> [1] "Additive trend+seasonal decomposition (base R)"
#>