RTL (version 0.1.8)

stl_decomp: stl_decomp

Description

Provides a summary of returns distribution

Usage

stl_decomp(x = x, output = "chart", s.window = 13, s.degree = 1, ...)

Arguments

x

Wide dataframe with date column and single series (univariate).

output

"chart" to see output as a graph. "data" for results as a list.

s.window

Either the character string "periodic" or the span (in lags) of the loess window for seasonal extraction, which should be odd. This has no default.

s.degree

Degree of locally-fitted polynomial in seasonal extraction. Should be zero or one.

...

Other parms

Value

a chart or list object of results

Examples

# NOT RUN {
x <- dflong %>% dplyr::filter(series=="CL01")
stl_decomp(x,output="chart",s.window=13,s.degree=1)
stl_decomp(x,output="data",s.window=13,s.degree=1)
# }