detrend

Returns a time series with the trend removed. The trend can be estimated using polynomial regression or using a lowess fit.

Contains data sets and scripts for analyzing time series in both the frequency and time domains including state space modeling as well as supporting the texts Time Series Analysis and Its Applications: With R Examples (5th ed coming), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2017, <DOI:10.1007/978-3-319-52452-8>, and Time Series: A Data Analysis Approach Using R. Chapman-Hall, 2019, <DOI:10.1201/9780429273285>.

David Stoffer

astsa

Applied Statistical Time Series Analysis

detrend function

<dl> <dt>series</dt>
<dd>The time series to be detrended.</dd> <dt>order</dt>
<dd>Order of the polynomial used to estimate the trend with a linear default (order=1) unless <code>lowess</code> is TRUE.</dd> <dt>lowess</dt>
<dd>If TRUE, lowess is used to find the trend. The default is FALSE.</dd> <dt>lowspan</dt>
<dd>The smoother span used for lowess.</dd></dl>

Arguments

Author

Detrend a Time Series — detrend

<dl>

 <dt>series</dt>
<dd>The time series to be detrended.</dd>

 <dt>order</dt>
<dd>Order of the polynomial used to estimate the trend with a linear default (order=1) unless <code>lowess</code> is TRUE.</dd>

 <dt>lowess</dt>
<dd>If TRUE, lowess is used to find the trend. The default is FALSE.</dd>

 <dt>lowspan</dt>
<dd>The smoother span used for lowess.</dd>

</dl>

detrend: Detrend a Time Series

Description

Usage

Value

Arguments

Author

References

See Also

Examples