STL-AR method — stlar • seer

STL decomposition method applied to the time series, then an AR model is used to forecast seasonally adjusted data, while the seasonal naive method is used to forecast the seasonal component

stlar(y, h = 10, s.window = 11, robust = FALSE)

Arguments

y	a univariate time series
h	forecast horizon
s.window	Either the character string “periodic” or the span (in lags) of the loess window for seasonal extraction
robust	logical indicating if robust fitting be used in the loess procedue

Value

return object of class forecast