ArDec (1.1-4)

Time series autoregressive decomposition.

http://cran.r-project.org/web/packages/ArDec

Package ArDec implements the autoregressive decomposition of a time series based on the constructive approach in West (1997). Particular cases include the extraction of trend and seasonal components from a monthly time series. 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.

Author(s): S. M. Barbosa

License: GPL version 2 or newer

Uses: Does not use any package

Released almost 12 years ago.