DESEASONALIZE: MATLAB function to remove short and long term seasonal components (new implementation)

Rafał Weron

HSC Software from Hugo Steinhaus Center, Wroclaw University of Science and Technology

Abstract: [DDATA,LTSC,STSC] = DESEASONALIZE(DATA,MET1,MET2,HOLI) returns deseasonalized data vector DDATA, long-term seasonal component LTSC and short-term seasonal component STSC obtained from the original data series DATA. Parameters MET1 and MET2 define the short- and long-term seasonal decomposition techniques, respectively. HOLI is a vector of day types, e.g. [1,2,3,4,5,6,7,8] where 8 stands for holidays. This is version 2015-02-19.

Language: MATLAB
Requires: MATLAB (tested on MATLAB R2010b).
Keywords: Seasonal decomposition; Time Series; Trend; Wavelets; Fourier decomposition. (search for similar items in EconPapers)
Date: 2014-01-06
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http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/deseasonalize.m Program file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:wuu:hscode:m13004

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