Perform an X-11 like decomposition with any (non integer) periodicity.

x11plus(
  y,
  period,
  mul = TRUE,
  trend.horizon = 6,
  trend.degree = 2,
  trend.kernel = c("Henderson", "BiWeight", "TriWeight", "TriCube", "Uniform",
    "Triangular", "Epanechnikov", "Trapezoidal"),
  trend.asymmetric = c("CutAndNormalize", "Direct", "MMSRE"),
  seas.s0 = c("S3X3", "S3X1", "S3X5", "S3X9", "S3X15"),
  seas.s1 = c("S3X5", "S3X3", "S3X1", "S3X9", "S3X15"),
  extreme.lsig = 1.5,
  extreme.usig = 2.5
)

Arguments

y: input time-series.
period: Period of the seasonal component, any positive real number.
mul: Boolean indicating if the decomposition mode is multiplicative (TRUE).
trend.horizon: bandwidth of trend filters.
trend.degree: polynomial order in local trend model.
trend.kernel: kernel weights in objective function.
trend.asymmetric: truncation type for symmetric filter.
seas.s0: Seasonal filter for B5, C5, D5.
seas.s1: seasonal filter for B10, C10, D10.
extreme.lsig: lower boundary used for outlier correction in irregular.
extreme.usig: upper boundary used for outlier correction in irregular.

Value

An object of the class 'JD3_X11PLUS', containg the decomposition and the parameters

Examples

q<-x11plus(rjd3toolkit::ABS$X0.2.09.10.M, 12)