Package ArDec implements autoregressive-based decomposition of a time series based on the constructive approach in West (1997). Particular cases include the extraction of trend and seasonal components. Uncertainty on the resulting components can be derived from sampling of the autoregressive model which is written as a linear regression model and handled on a Bayesian framework.
| Version: | 1.2-0 |
| Depends: | stats, methods |
| Date: | 2008-09-21 |
| Author: | S. M. Barbosa |
| Maintainer: | S. M. Barbosa <susana.barbosa at fc.up.pt> |
| License: | GPL version 2 or newer |
| In views: | Finance, TimeSeries |
| CRAN checks: | ArDec results |
Downloads:
| Package source: | ArDec_1.2-0.tar.gz |
| MacOS X binary: | ArDec_1.2-0.tgz |
| Windows binary: | ArDec_1.2-0.zip |
| Reference manual: | ArDec.pdf |
| News/ChangeLog: | ChangeLog |
| Old sources: | ArDec archive |