grouping.auto

The `grouping.auto' function performs the Grouping Step of
 SSA using different approaches.

Methods and tools for Singular Spectrum Analysis including decomposition,
forecasting and gap-filling for univariate and multivariate time series.
General description of the methods with many examples can be found in the book
Golyandina (2018, <doi:10.1007/978-3-662-57380-8>).
See 'citation("Rssa")' for details.

Anton Korobeynikov

Rssa

A Collection of Methods for Singular Spectrum Analysis

Alex Shlemov

Konstantin Usevich

Nina Golyandina

grouping.auto function

<dl> <dt>x</dt>
<dd>SSA object</dd> <dt>grouping.method</dt>
<dd>String specifying the method used to perform
 the grouping. Allowed methods are `"pgram"' (the default) and
 `"wcor"'</dd> <dt>...</dt>
<dd>Further arguments to specific methods</dd></dl>

Arguments

Group Elementary Series — grouping.auto

<dl>

 <dt>x</dt>
<dd>SSA object</dd>

 <dt>grouping.method</dt>
<dd>String specifying the method used to perform
 the grouping. Allowed methods are `"pgram"' (the default) and
 `"wcor"'</dd>

 <dt>...</dt>
<dd>Further arguments to specific methods</dd>

</dl>

grouping.auto: Group Elementary Series

Description

Usage

Value

Arguments

Details

See Also