[R] Decomposition of time series with forecast package

djhurio Martins.Liberts at gmail.com
Tue Apr 14 14:10:41 CEST 2009


I am exploring the forecast package (http://www.robjhyndman.com/

I am doing ARIMA modelling with auto.arima() function. Is it possible
to get the decomposition of a time series using the model found by
auto.arima()? I would like to decompose a time series in trend,
seasonal and irregular components according to the model.

I have looked at the decompose() and stl() functions. But these
function do not take into account the specific model found by


More information about the R-help mailing list