createtrendseason.RdCreate trend and seasonality features for univariate time series
createtrendseason(y)a univariate time series
a vector or matrix of features
y <- ts(rnorm(100), start = 1, frequency = 12)
createtrendseason(y)
#> trend sin_season cos_season
#> Jan 1 1 5.000000e-01 8.660254e-01
#> Feb 1 2 8.660254e-01 5.000000e-01
#> Mar 1 3 1.000000e+00 6.123234e-17
#> Apr 1 4 8.660254e-01 -5.000000e-01
#> May 1 5 5.000000e-01 -8.660254e-01
#> Jun 1 6 1.224647e-16 -1.000000e+00
#> Jul 1 7 -5.000000e-01 -8.660254e-01
#> Aug 1 8 -8.660254e-01 -5.000000e-01
#> Sep 1 9 -1.000000e+00 -1.836970e-16
#> Oct 1 10 -8.660254e-01 5.000000e-01
#> Nov 1 11 -5.000000e-01 8.660254e-01
#> Dec 1 12 -2.449294e-16 1.000000e+00
#> Jan 2 13 5.000000e-01 8.660254e-01
#> Feb 2 14 8.660254e-01 5.000000e-01
#> Mar 2 15 1.000000e+00 1.194340e-15
#> Apr 2 16 8.660254e-01 -5.000000e-01
#> May 2 17 5.000000e-01 -8.660254e-01
#> Jun 2 18 3.673940e-16 -1.000000e+00
#> Jul 2 19 -5.000000e-01 -8.660254e-01
#> Aug 2 20 -8.660254e-01 -5.000000e-01
#> Sep 2 21 -1.000000e+00 -4.286264e-16
#> Oct 2 22 -8.660254e-01 5.000000e-01
#> Nov 2 23 -5.000000e-01 8.660254e-01
#> Dec 2 24 -4.898587e-16 1.000000e+00
#> Jan 3 25 5.000000e-01 8.660254e-01
#> Feb 3 26 8.660254e-01 5.000000e-01
#> Mar 3 27 1.000000e+00 5.510911e-16
#> Apr 3 28 8.660254e-01 -5.000000e-01
#> May 3 29 5.000000e-01 -8.660254e-01
#> Jun 3 30 2.388680e-15 -1.000000e+00
#> Jul 3 31 -5.000000e-01 -8.660254e-01
#> Aug 3 32 -8.660254e-01 -5.000000e-01
#> Sep 3 33 -1.000000e+00 1.102801e-15
#> Oct 3 34 -8.660254e-01 5.000000e-01
#> Nov 3 35 -5.000000e-01 8.660254e-01
#> Dec 3 36 -7.347881e-16 1.000000e+00
#> Jan 4 37 5.000000e-01 8.660254e-01
#> Feb 4 38 8.660254e-01 5.000000e-01
#> Mar 4 39 1.000000e+00 2.572377e-15
#> Apr 4 40 8.660254e-01 -5.000000e-01
#> May 4 41 5.000000e-01 -8.660254e-01
#> Jun 4 42 8.572528e-16 -1.000000e+00
#> Jul 4 43 -5.000000e-01 -8.660254e-01
#> Aug 4 44 -8.660254e-01 -5.000000e-01
#> Sep 4 45 -1.000000e+00 8.578717e-16
#> Oct 4 46 -8.660254e-01 5.000000e-01
#> Nov 4 47 -5.000000e-01 8.660254e-01
#> Dec 4 48 -9.797174e-16 1.000000e+00
#> Jan 5 49 5.000000e-01 8.660254e-01
#> Feb 5 50 8.660254e-01 5.000000e-01
#> Mar 5 51 1.000000e+00 2.817307e-15
#> Apr 5 52 8.660254e-01 -5.000000e-01
#> May 5 53 5.000000e-01 -8.660254e-01
#> Jun 5 54 1.102182e-15 -1.000000e+00
#> Jul 5 55 -5.000000e-01 -8.660254e-01
#> Aug 5 56 -8.660254e-01 -5.000000e-01
#> Sep 5 57 -1.000000e+00 -2.939771e-15
#> Oct 5 58 -8.660254e-01 5.000000e-01
#> Nov 5 59 -5.000000e-01 8.660254e-01
#> Dec 5 60 -4.777360e-15 1.000000e+00
#> Jan 6 61 5.000000e-01 8.660254e-01
#> Feb 6 62 8.660254e-01 5.000000e-01
#> Mar 6 63 1.000000e+00 -4.904777e-16
#> Apr 6 64 8.660254e-01 -5.000000e-01
#> May 6 65 5.000000e-01 -8.660254e-01
#> Jun 6 66 -2.205602e-15 -1.000000e+00
#> Jul 6 67 -5.000000e-01 -8.660254e-01
#> Aug 6 68 -8.660254e-01 -5.000000e-01
#> Sep 6 69 -1.000000e+00 -3.184701e-15
#> Oct 6 70 -8.660254e-01 5.000000e-01
#> Nov 6 71 -5.000000e-01 8.660254e-01
#> Dec 6 72 -1.469576e-15 1.000000e+00
#> Jan 7 73 5.000000e-01 8.660254e-01
#> Feb 7 74 8.660254e-01 5.000000e-01
#> Mar 7 75 1.000000e+00 -2.455483e-16
#> Apr 7 76 8.660254e-01 -5.000000e-01
#> May 7 77 5.000000e-01 -8.660254e-01
#> Jun 7 78 5.144755e-15 -1.000000e+00
#> Jul 7 79 -5.000000e-01 -8.660254e-01
#> Aug 7 80 -8.660254e-01 -5.000000e-01
#> Sep 7 81 -1.000000e+00 -3.429630e-15
#> Oct 7 82 -8.660254e-01 5.000000e-01
#> Nov 7 83 -5.000000e-01 8.660254e-01
#> Dec 7 84 -1.714506e-15 1.000000e+00
#> Jan 8 85 5.000000e-01 8.660254e-01
#> Feb 8 86 8.660254e-01 5.000000e-01
#> Mar 8 87 1.000000e+00 7.104808e-15
#> Apr 8 88 8.660254e-01 -5.000000e-01
#> May 8 89 5.000000e-01 -8.660254e-01
#> Jun 8 90 -1.715743e-15 -1.000000e+00
#> Jul 8 91 -5.000000e-01 -8.660254e-01
#> Aug 8 92 -8.660254e-01 -5.000000e-01
#> Sep 8 93 -1.000000e+00 -3.674559e-15
#> Oct 8 94 -8.660254e-01 5.000000e-01
#> Nov 8 95 -5.000000e-01 8.660254e-01
#> Dec 8 96 -1.959435e-15 1.000000e+00
#> Jan 9 97 5.000000e-01 8.660254e-01
#> Feb 9 98 8.660254e-01 5.000000e-01
#> Mar 9 99 1.000000e+00 2.443104e-16
#> Apr 9 100 8.660254e-01 -5.000000e-01
createtrendseason(USAccDeaths)
#> trend sin_season cos_season
#> Jan 1973 1 5.000000e-01 8.660254e-01
#> Feb 1973 2 8.660254e-01 5.000000e-01
#> Mar 1973 3 1.000000e+00 6.123234e-17
#> Apr 1973 4 8.660254e-01 -5.000000e-01
#> May 1973 5 5.000000e-01 -8.660254e-01
#> Jun 1973 6 1.224647e-16 -1.000000e+00
#> Jul 1973 7 -5.000000e-01 -8.660254e-01
#> Aug 1973 8 -8.660254e-01 -5.000000e-01
#> Sep 1973 9 -1.000000e+00 -1.836970e-16
#> Oct 1973 10 -8.660254e-01 5.000000e-01
#> Nov 1973 11 -5.000000e-01 8.660254e-01
#> Dec 1973 12 -2.449294e-16 1.000000e+00
#> Jan 1974 13 5.000000e-01 8.660254e-01
#> Feb 1974 14 8.660254e-01 5.000000e-01
#> Mar 1974 15 1.000000e+00 1.194340e-15
#> Apr 1974 16 8.660254e-01 -5.000000e-01
#> May 1974 17 5.000000e-01 -8.660254e-01
#> Jun 1974 18 3.673940e-16 -1.000000e+00
#> Jul 1974 19 -5.000000e-01 -8.660254e-01
#> Aug 1974 20 -8.660254e-01 -5.000000e-01
#> Sep 1974 21 -1.000000e+00 -4.286264e-16
#> Oct 1974 22 -8.660254e-01 5.000000e-01
#> Nov 1974 23 -5.000000e-01 8.660254e-01
#> Dec 1974 24 -4.898587e-16 1.000000e+00
#> Jan 1975 25 5.000000e-01 8.660254e-01
#> Feb 1975 26 8.660254e-01 5.000000e-01
#> Mar 1975 27 1.000000e+00 5.510911e-16
#> Apr 1975 28 8.660254e-01 -5.000000e-01
#> May 1975 29 5.000000e-01 -8.660254e-01
#> Jun 1975 30 2.388680e-15 -1.000000e+00
#> Jul 1975 31 -5.000000e-01 -8.660254e-01
#> Aug 1975 32 -8.660254e-01 -5.000000e-01
#> Sep 1975 33 -1.000000e+00 1.102801e-15
#> Oct 1975 34 -8.660254e-01 5.000000e-01
#> Nov 1975 35 -5.000000e-01 8.660254e-01
#> Dec 1975 36 -7.347881e-16 1.000000e+00
#> Jan 1976 37 5.000000e-01 8.660254e-01
#> Feb 1976 38 8.660254e-01 5.000000e-01
#> Mar 1976 39 1.000000e+00 2.572377e-15
#> Apr 1976 40 8.660254e-01 -5.000000e-01
#> May 1976 41 5.000000e-01 -8.660254e-01
#> Jun 1976 42 8.572528e-16 -1.000000e+00
#> Jul 1976 43 -5.000000e-01 -8.660254e-01
#> Aug 1976 44 -8.660254e-01 -5.000000e-01
#> Sep 1976 45 -1.000000e+00 8.578717e-16
#> Oct 1976 46 -8.660254e-01 5.000000e-01
#> Nov 1976 47 -5.000000e-01 8.660254e-01
#> Dec 1976 48 -9.797174e-16 1.000000e+00
#> Jan 1977 49 5.000000e-01 8.660254e-01
#> Feb 1977 50 8.660254e-01 5.000000e-01
#> Mar 1977 51 1.000000e+00 2.817307e-15
#> Apr 1977 52 8.660254e-01 -5.000000e-01
#> May 1977 53 5.000000e-01 -8.660254e-01
#> Jun 1977 54 1.102182e-15 -1.000000e+00
#> Jul 1977 55 -5.000000e-01 -8.660254e-01
#> Aug 1977 56 -8.660254e-01 -5.000000e-01
#> Sep 1977 57 -1.000000e+00 -2.939771e-15
#> Oct 1977 58 -8.660254e-01 5.000000e-01
#> Nov 1977 59 -5.000000e-01 8.660254e-01
#> Dec 1977 60 -4.777360e-15 1.000000e+00
#> Jan 1978 61 5.000000e-01 8.660254e-01
#> Feb 1978 62 8.660254e-01 5.000000e-01
#> Mar 1978 63 1.000000e+00 -4.904777e-16
#> Apr 1978 64 8.660254e-01 -5.000000e-01
#> May 1978 65 5.000000e-01 -8.660254e-01
#> Jun 1978 66 -2.205602e-15 -1.000000e+00
#> Jul 1978 67 -5.000000e-01 -8.660254e-01
#> Aug 1978 68 -8.660254e-01 -5.000000e-01
#> Sep 1978 69 -1.000000e+00 -3.184701e-15
#> Oct 1978 70 -8.660254e-01 5.000000e-01
#> Nov 1978 71 -5.000000e-01 8.660254e-01
#> Dec 1978 72 -1.469576e-15 1.000000e+00