stlplus: Enhanced Seasonal Decomposition of Time Series by Loess
Decompose a time series into seasonal, trend, and remainder
components using an implementation of Seasonal Decomposition of Time
Series by Loess (STL) that provides several enhancements over the STL
method in the stats package. These enhancements include handling missing
values, providing higher order (quadratic) loess smoothing with automated
parameter choices, frequency component smoothing beyond the seasonal and
trend components, and some basic plot methods for diagnostics.
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