rtime-seriesforecastingstl-decomposition
TIme series decomposition using R
I'm using R with the forecast package to build some time-series models.
Right now, i'm dealing with multiple-seasonality data, using the tbats function.
When a plot the fitted-model, i get a plot with the time-series components. My question is, what does exactly the slope component means? (I couldn't find it in the docs).
Code:
fit <- tbats(co2, use.trend= TRUE, use.box.cox = TRUE, seasonal.periods = c(12))
plot(fit)
Thanks!
Solution
The slope m indicates the trend. You probably want to use the stl or decompose functions in R to derive the slope and season.
The general equation for decomposition is x(t)=s(t)+m(t)+e(t) where t is time, m is slope or trend, s is season and e is the error term for residuals.
Seasonality is the periodic fluctuations and trend is a generalized direction over a given time
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