Perform an Arima Model Based (AMB) decomposition
Source:R/jd3_fractionalairline.R
fractionalAirlineDecomposition.Rd
Perform an Arima Model Based (AMB) decomposition
Usage
fractionalAirlineDecomposition(
y,
period,
sn = FALSE,
stde = FALSE,
nbcasts = 0,
nfcasts = 0,
log = FALSE,
y_time = NULL
)
Arguments
- y
input time series.
- period
period of the seasonal component, any positive real number.
- sn
decomposition into signal and noise (2 components only). The signal is the seasonally adjusted series and the noise the seasonal component.
- stde
Boolean: TRUE: compute standard deviations of the components. In some cases (memory limits), it is currently not possible to compute them
- nbcasts
number of backcasts.
- nfcasts
number of forecasts.
- y_time
vector of times at which `y` is indexed
- adjust
Boolean: TRUE: actual fractional airline model is to be used, FALSE: the period is rounded to the nearest integer.