tslinear {tsaux} | R Documentation |
Linear Time Series Filter
Description
Estimates a simple linear time series model with trend, seasonal and regressors.
Usage
tslinear(y, trend = FALSE, seasonal = FALSE, xreg = NULL, frequency = 1, ...)
Arguments
y |
a vector. |
trend |
whether to include a linear trend. |
seasonal |
whether to include seasonal dummies. |
xreg |
an optional matrix of regressors. |
frequency |
the frequency of the series (required if seasonal is TRUE). |
... |
not currently used. |
Value
An object of class “tslinear” which also inherits “lm”.
Author(s)
Alexios Galanos
[Package tsaux version 1.0.0 Index]