Trend estimation that uses stats::loess().

ts_trend(x, ...)

Arguments

x

ts-boxable time series, an object of class ts, xts, zoo, data.frame, data.table, tbl, tbl_ts, tbl_time, tis, irts or timeSeries.

...

arguments, passed to stats::loess():

  • degree degree of Loess smoothing

  • span smoothing parameter, if NULL, an automated search performed (see Details)

Value

a ts-boxable object of the same class as x, i.e., an object of class ts, xts, zoo, data.frame, data.table, tbl, tbl_ts, tbl_time, tis, irts or timeSeries.

References

Cleveland, William S., Eric Grosse, and William M. Shyu. "Local regression models." Statistical models in S. Routledge, 2017. 309-376.

Examples

# \donttest{ ts_plot( `Raw series` = fdeaths, `Loess trend` = ts_trend(fdeaths), title = "Deaths from Lung Diseases", subtitle = "per month" )
# }