deseats
1.1.2Data-Driven Locally Weighted Regression for Trend and Seasonality in TS
Overview
Various methods for the identification of trend and seasonal components in time series (TS) are provided. Among them is a data-driven locally weighted regression approach with automatically selected bandwidth for equidistant short-memory time series. The approach is a combination / extension of the algorithms by Feng (2013) doi:10.1080/02664763.2012.740626 and Feng, Y., Gries, T., and Fritz, M. (2020) doi:10.1080/10485252.2020.1759598 and a brief description of this new method is provided in the package documentation. Furthermore, the package allows its users to apply the base model of the Berlin procedure, version 4.1, as described in Speth (2004) https://www.destatis.de/DE/Methoden/Saisonbereinigung/BV41-methodenbericht-Heft3_2004.pdf?__blob=publicationFile. Permission to include this procedure was kindly provided by the Federal Statistical Office of Germany.
Install
Health
- OK2026-05-0213 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-04-2212 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-1811 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 56%
- Documented parameters
- 96%
- Return-value docs
- 100%
- References docs
- 8%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
- Cyclomatic complexity
- 1.0 median / 26 max
- Test cases
- 20 / 0.05 per code line
Test coverage
Line coverage
11%
Expression
12.6%
Tests / Examples
10.7% / 45% ex
Functions
149 22 exported
Complexity
2.4 avg / 26 max
Call network
149 nodes / 111 edges
Call graph
Open call graph →Lowest coverage
149 functions| Function | Cyclo | Coverage |
|---|---|---|
| bwidth_confint exp | 8 | 0% |
| create.gain exp | 2 | 0% |
| create_gain exp | 2 | 0% |
| deseats exp | 11 | 0% |
| hA_calc exp | 11 | 0% |
| hamilton_filter exp | 2 | 0% |
Datasets
| Name | Class | Rows × Cols | Also ships in |
|---|---|---|---|
| CIVLABOR | ts | – | – |
| COVID | ts | – | – |
| DEATHS | ts | – | – |
| EXPENDITURES | ts | – | – |
| LIVEBIRTHS | ts | – | – |
| NOLABORFORCE | ts | – | – |
| RAINFALL | ts | – | – |
| SAVINGS | ts | – | – |
| SUNSHINE | ts | – | – |
| TEMPERATURE | ts | – | – |
1 internal object is bundled for the package's own use and not listed here.
People & History
4 releases. Pick two to compare their code metrics. R releases are shown for context.
Package metadata
- First published
- 2023-11-08
- Total releases
- 4 / 3 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 2.10
- Bundled data
- 28 KB / 15 files
- Download size
- 259 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet