The smoots Package in R for Semiparametric Modeling of Trend Stationary Time Series
نویسندگان
چکیده
This paper is an introduction to the new package in R called [smoots](https://CRAN.R-project.org/package=smoots) (smoothing time series), developed for data-driven local polynomial smoothing of trend-stationary series. Functions estimation first and second derivatives trend are also built-in. It applied monthly changes global temperature. The quarterly US-GDP series shows that this can be well a semiparametric multiplicative component model non-negative via log-transformation. Furthermore, we introduced Log-GARCH Log-ACD model, which easily estimated by smoots package. Of course, applies suitable from any other research area. provides useful tool teaching analysis, because many practical follow additive or model.
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ژورنال
عنوان ژورنال: R Journal
سال: 2022
ISSN: ['2073-4859']
DOI: https://doi.org/10.32614/rj-2022-017