prep.detrend.sfsm: Detrend with "substracting full-season means" method
Description
Performs "substracting full-season means" method to go for a totally automatic
approach.
Usage
prep.detrend.sfsm(tserie)
Arguments
tserie
a ts object
Value
A list is returned containing:
tserie
Transformed ts object.
means
Vector containing the historical means.
Details
Under this detrending scheme, a series is first split into segments. The length
of the segments is equal to the length of seasonality(12 for monthly).
The mean of the historical observations within each of these segments is substacted
from every historical observation in the segment.
To get the detrended serie we do:
ds = xi - m
Being xi the actual values on the time series and m the mean of the segment of xi