REMST: MATLAB function to remove trend and seasonal component using the moving average method

Rafał Weron

Statistical Software Components from Boston College Department of Economics

Abstract: Y = REMST returns a time series with removed polynomial trend and seasonal components of a given period. As additional output parameters it also returns the identified seasonal component and the fitted polynomial coefficients. REMST uses the moving average technique (see eg. Weron (2006) "Modeling and Forecasting Electricity Loads and Prices", Wiley, Section 2.4.3).

Language: MATLAB
Requires: MATLAB (tested on MATLAB ver. 7.2)
Keywords: Seasonal decomposition; Time Series; Trend (search for similar items in EconPapers)
Date: 2010-04-19
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