Decomposes a complete seasonal ts_df with stats::stl().
Arguments
- x
A complete seasonal
ts_dfwith no missing values.- s_window
Seasonal smoothing window.
- robust
Use robust STL fitting.
- ...
Additional arguments passed to
stats::stl().
Examples
ts_stl(as_ts_df(AirPassengers))
#> $components
#> # A tibble: 144 × 5
#> time observed trend seasonal remainder
#> <int> <dbl> <dbl> <dbl> <dbl>
#> 1 1 112 123. -16.5 5.33
#> 2 2 118 123. -27.3 21.9
#> 3 3 132 124. 9.01 -0.667
#> 4 4 129 124. 0.992 3.87
#> 5 5 121 125. 3.08 -6.70
#> 6 6 135 125. 20.0 -10.2
#> 7 7 148 126. 33.4 -11.2
#> 8 8 148 126. 40.1 -18.4
#> 9 9 136 127. 22.2 -13.1
#> 10 10 119 128. -13.6 4.82
#> # ℹ 134 more rows
#>
#> $strength
#> # A tibble: 1 × 2
#> seasonal_strength trend_strength
#> <dbl> <dbl>
#> 1 0.618 0.942
#>
#> $model
#> Call:
#> stats::stl(x = x_ts, s.window = s_window, robust = robust)
#>
#> Components
#> seasonal trend remainder
#> Jan 1949 -16.5198191 123.1857 5.33416241
#> Feb 1949 -27.3378818 123.4214 21.91643991
#> Mar 1949 9.0097777 123.6572 -0.66700468
#> Apr 1949 0.9923873 124.1365 3.87110537
#> May 1949 3.0812307 124.6158 -6.69701835
#> Jun 1949 20.0029232 125.2160 -10.21892848
#> Jul 1949 33.3895480 125.8162 -11.20577100
#> Aug 1949 40.0822914 126.3576 -18.43993376
#> Sep 1949 22.2109188 126.8991 -13.10998051
#> Oct 1949 -13.6408235 127.8179 4.82292275
#> Nov 1949 -48.6859976 128.7367 23.94925782
#> Dec 1949 -22.5845547 130.0936 10.49091258
#> Jan 1950 -16.5198191 131.4505 0.06927465
#> Feb 1950 -27.3378818 132.6576 20.68031494
#> Mar 1950 9.0097777 133.8646 -1.87436686
#> Apr 1950 0.9923873 134.9103 -0.90265118
#> May 1950 3.0812307 135.9559 -14.03716927
#> Jun 1950 20.0029232 137.6770 -8.67992152
#> Jul 1950 33.3895480 139.3981 -2.78760617
#> Aug 1950 40.0822914 142.2574 -12.33968541
#> Sep 1950 22.2109188 145.1167 -9.32764865
#> Oct 1950 -13.6408235 148.4201 -1.77927189
#> Nov 1950 -48.6859976 151.7235 10.96253669
#> Dec 1950 -22.5845547 154.7838 7.80074529
#> Jan 1951 -16.5198191 157.8442 3.67566120
#> Feb 1951 -27.3378818 160.1126 17.22525357
#> Mar 1951 9.0097777 162.3811 6.60912384
#> Apr 1951 0.9923873 164.2189 -2.21124786
#> May 1951 3.0812307 166.0566 2.86214667
#> Jun 1951 20.0029232 167.9658 -9.96868380
#> Jul 1951 33.3895480 169.8749 -4.26444666
#> Aug 1951 40.0822914 172.0132 -13.09549234
#> Sep 1951 22.2109188 174.1515 -12.36242201
#> Oct 1951 -13.6408235 176.2178 -0.57695445
#> Nov 1951 -48.6859976 178.2841 16.40194492
#> Dec 1951 -22.5845547 180.7405 7.84403002
#> Jan 1952 -16.5198191 183.1970 4.32282242
#> Feb 1952 -27.3378818 185.7276 21.61030985
#> Mar 1952 9.0097777 188.2581 -4.26792483
#> Apr 1952 0.9923873 190.4496 -10.44194952
#> May 1952 3.0812307 192.6410 -12.72220799
#> Jun 1952 20.0029232 194.8375 3.15960823
#> Jul 1952 33.3895480 197.0340 -0.42350796
#> Aug 1952 40.0822914 200.0502 1.86753800
#> Sep 1952 22.2109188 203.0664 -16.27730005
#> Oct 1952 -13.6408235 206.6066 -1.96579396
#> Nov 1952 -48.6859976 210.1469 10.53914393
#> Dec 1952 -22.5845547 213.3239 3.26065174
#> Jan 1953 -16.5198191 216.5010 -3.98113315
#> Feb 1953 -27.3378818 218.9065 4.43136791
#> Mar 1953 9.0097777 221.3121 5.67814686
#> Apr 1953 0.9923873 222.8022 11.20537685
#> May 1953 3.0812307 224.2924 1.62637307
#> Jun 1953 20.0029232 224.8003 -1.80321913
#> Jul 1953 33.3895480 225.3082 5.30225626
#> Aug 1953 40.0822914 225.2057 6.71196847
#> Sep 1953 22.2109188 225.1033 -10.31420332
#> Oct 1953 -13.6408235 224.9917 -0.35085689
#> Nov 1953 -48.6859976 224.8801 3.80592136
#> Dec 1953 -22.5845547 225.7292 -2.14465097
#> Jan 1954 -16.5198191 226.5783 -6.05851600
#> Feb 1954 -27.3378818 228.3388 -13.00093326
#> Mar 1954 9.0097777 230.0993 -4.10907263
#> Apr 1954 0.9923873 232.2603 -6.25270382
#> May 1954 3.0812307 234.4213 -3.50256878
#> Jun 1954 20.0029232 237.0123 6.98482602
#> Jul 1954 33.3895480 239.6032 29.00728842
#> Aug 1954 40.0822914 242.6819 10.23576218
#> Sep 1954 22.2109188 245.7607 -8.97164807
#> Oct 1954 -13.6408235 248.7466 -6.10573282
#> Nov 1954 -48.6859976 251.7324 -0.04638577
#> Dec 1954 -22.5845547 254.8134 -3.22886753
#> Jan 1955 -16.5198191 257.8945 0.62535802
#> Feb 1955 -27.3378818 261.9050 -1.56709775
#> Mar 1955 9.0097777 265.9155 -7.92527563
#> Apr 1955 0.9923873 269.7836 -1.77597562
#> May 1955 3.0812307 273.6517 -6.73290938
#> Jun 1955 20.0029232 277.2842 17.71288426
#> Jul 1955 33.3895480 280.9167 49.69374550
#> Aug 1955 40.0822914 284.6875 22.23023013
#> Sep 1955 22.2109188 288.4583 1.33083075
#> Oct 1955 -13.6408235 292.0765 -4.43565657
#> Nov 1955 -48.6859976 295.6947 -10.00871207
#> Dec 1955 -22.5845547 298.6257 1.95884833
#> Jan 1956 -16.5198191 301.5567 -1.03688396
#> Feb 1956 -27.3378818 304.7154 -0.37748062
#> Mar 1956 9.0097777 307.8740 0.11620062
#> Apr 1956 0.9923873 310.4594 1.54824773
#> May 1956 3.0812307 313.0447 1.87406107
#> Jun 1956 20.0029232 315.4492 38.54783909
#> Jul 1956 33.3895480 317.8538 61.75668472
#> Aug 1956 40.0822914 320.3848 44.53288795
#> Sep 1956 22.2109188 322.9159 9.87320718
#> Oct 1956 -13.6408235 325.4797 -5.83890645
#> Nov 1956 -48.6859976 328.0436 -8.35758827
#> Dec 1956 -22.5845547 330.9011 -2.31654594
#> Jan 1957 -16.5198191 333.7586 -2.23879631
#> Feb 1957 -27.3378818 337.5949 -9.25697673
#> Mar 1957 9.0097777 341.4311 5.55912075
#> Apr 1957 0.9923873 344.1890 2.81865640
#> May 1957 3.0812307 346.9468 4.97195828
#> Jun 1957 20.0029232 349.0089 52.98819270
#> Jul 1957 33.3895480 351.0710 80.53949471
#> Aug 1957 40.0822914 352.6378 74.27992313
#> Sep 1957 22.2109188 354.2046 27.58446755
#> Oct 1957 -13.6408235 355.3121 5.32872441
#> Nov 1957 -48.6859976 356.4196 -2.73358691
#> Dec 1957 -22.5845547 356.0808 2.50375487
#> Jan 1958 -16.5198191 355.7420 0.77780396
#> Feb 1958 -27.3378818 356.1206 -10.78269861
#> Mar 1958 9.0097777 356.4991 -3.50892327
#> Apr 1958 0.9923873 357.9604 -10.95276953
#> May 1958 3.0812307 359.4216 0.49715044
#> Jun 1958 20.0029232 360.6692 54.32785923
#> Jul 1958 33.3895480 361.9168 95.69363561
#> Aug 1958 40.0822914 364.1845 100.73319971
#> Sep 1958 22.2109188 366.4522 15.33687980
#> Oct 1958 -13.6408235 369.6141 3.02671191
#> Nov 1958 -48.6859976 372.7760 -14.09002417
#> Dec 1958 -22.5845547 376.5114 -16.92680672
#> Jan 1959 -16.5198191 380.2467 -3.72688198
#> Feb 1959 -27.3378818 385.6347 -16.29682220
#> Mar 1959 9.0097777 391.0227 5.96751547
#> Apr 1959 0.9923873 395.5226 -0.51497095
#> May 1959 3.0812307 400.0225 16.89630886
#> Jun 1959 20.0029232 404.4796 47.51751396
#> Jul 1959 33.3895480 408.9367 105.67378667
#> Aug 1959 40.0822914 413.3562 105.56148252
#> Sep 1959 22.2109188 417.7758 23.01329438
#> Oct 1959 -13.6408235 421.8439 -1.20311473
#> Nov 1959 -48.6859976 425.9121 -15.22609203
#> Dec 1959 -22.5845547 430.1835 -2.59890874
#> Jan 1960 -16.5198191 434.4548 -0.93501814
#> Feb 1960 -27.3378818 440.0662 -21.72828872
#> Mar 1960 9.0097777 445.6775 -35.68728140
#> Apr 1960 0.9923873 449.0346 10.97301002
#> May 1960 3.0812307 452.3917 16.52706767
#> Jun 1960 20.0029232 455.8440 59.15311555
#> Jul 1960 33.3895480 459.2962 129.31423104
#> Aug 1960 40.0822914 462.9393 102.97845084
#> Sep 1960 22.2109188 466.5823 19.20678664
#> Oct 1960 -13.6408235 470.1885 4.45229727
#> Nov 1960 -48.6859976 473.7948 -35.10876028
#> Dec 1960 -22.5845547 477.2411 -22.65652397
#>