Detect trend type
Detect trend type
stsm_detect_trend( y, freq, decomp = "", sig_level = 0.01, prior = NULL, seasons = NULL, cycle = NULL )
y |
Univariate time series of data values. May also be a 2 column data frame containing a date column. |
freq |
Frequency of the data (1 (yearly), 4 (quarterly), 12 (monthly), 365.25/7 (weekly), 365.25 (daily)) |
decomp |
Decomposition model ("tend-cycle-seasonal", "trend-seasonal", "trend-cycle", "trend-noise") |
sig_level |
Significance level to determine statistically significant seasonal frequencies |
prior |
A data table created by stsm_prior |
seasons |
The seasonal periods |
cycle |
The cycle period |
list with trend type and logical flag for deterministic trend if the trend is determined to have 0 differencing
## Not run:
#GDP Not seasonally adjusted
library(autostsm)
data("NA000334Q", package = "autostsm") #From FRED
NA000334Q = data.table(NA000334Q, keep.rownames = TRUE)
colnames(NA000334Q) = c("date", "y")
NA000334Q[, "date" := as.Date(date)]
NA000334Q[, "y" := as.numeric(y)]
NA000334Q = NA000334Q[date >= "1990-01-01", ]
trend = stsm_detect_trend(y = NA000334Q$y, freq = 4)
## End(Not run)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.