分解功能 - 季节性调整

时间:2014-10-02 15:27:58

标签: r

在分解函数中,绘制时会创建四个图:实际时间序列,估计趋势,估计季节和估计误差。季节性情节是季节性调整后的结果吗?

1 个答案:

答案 0 :(得分:0)

来自?decompose

The function first determines the trend component using a moving average (if ‘filter’ is ‘NULL’, a symmetric window with equal weights is used), and removes it from the time series. Then, the seasonal figure is computed by averaging, for each time unit, over all periods. The seasonal figure is then centered. Finally, the error component is determined by removing trend and seasonal figure (recycled as needed) from the original time series.