https://github.com/cran/forecast
Revision 2d35898db2f87accb4ebb0ed9a7d82ce0611fbcd authored by Rob Hyndman on 25 July 2022, 13:10:07 UTC, committed by cran-robot on 25 July 2022, 13:10:07 UTC
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Tip revision: 2d35898db2f87accb4ebb0ed9a7d82ce0611fbcd authored by Rob Hyndman on 25 July 2022, 13:10:07 UTC
version 8.17.0
Tip revision: 2d35898
tslm.Rd
% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/lm.R
\name{tslm}
\alias{tslm}
\title{Fit a linear model with time series components}
\usage{
tslm(formula, data, subset, lambda = NULL, biasadj = FALSE, ...)
}
\arguments{
\item{formula}{an object of class "formula" (or one that can be coerced to
that class): a symbolic description of the model to be fitted.}

\item{data}{an optional data frame, list or environment (or object coercible
by as.data.frame to a data frame) containing the variables in the model. If
not found in data, the variables are taken from environment(formula),
typically the environment from which lm is called.}

\item{subset}{an optional subset containing rows of data to keep. For best
results, pass a logical vector of rows to keep. Also supports
\code{\link[base]{subset}()} functions.}

\item{lambda}{Box-Cox transformation parameter. If \code{lambda="auto"},
then a transformation is automatically selected using \code{BoxCox.lambda}.
The transformation is ignored if NULL. Otherwise,
data transformed before model is estimated.}

\item{biasadj}{Use adjusted back-transformed mean for Box-Cox
transformations. If transformed data is used to produce forecasts and fitted values,
a regular back transformation will result in median forecasts. If biasadj is TRUE,
an adjustment will be made to produce mean forecasts and fitted values.}

\item{...}{Other arguments passed to \code{\link[stats]{lm}()}}
}
\value{
Returns an object of class "lm".
}
\description{
\code{tslm} is used to fit linear models to time series including trend and
seasonality components.
}
\details{
\code{tslm} is largely a wrapper for \code{\link[stats]{lm}()} except that
it allows variables "trend" and "season" which are created on the fly from
the time series characteristics of the data. The variable "trend" is a
simple time trend and "season" is a factor indicating the season (e.g., the
month or the quarter depending on the frequency of the data).
}
\examples{

y <- ts(rnorm(120,0,3) + 1:120 + 20*sin(2*pi*(1:120)/12), frequency=12)
fit <- tslm(y ~ trend + season)
plot(forecast(fit, h=20))

}
\seealso{
\code{\link{forecast.lm}}, \code{\link[stats]{lm}}.
}
\author{
Mitchell O'Hara-Wild and Rob J Hyndman
}
\keyword{stats}
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