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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.