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Decompose SARIMA Model into three components trend, seasonal, irregular

Usage

sarima_decompose(model, rmod = 0, epsphi = 0)

Arguments

model

SARIMA model to decompose.

rmod

trend threshold.

epsphi

seasonal tolerance (in degrees).

Value

An UCARIMA model

Examples

model <- sarima_model(period = 12, d = 1, bd = 1, theta = -0.6, btheta = -0.5)
ucm <- sarima_decompose(model)