deseats

Various methods for the identification of trend and seasonal components in time series (TS) are provided. Among them is a data-driven locally weighted regression approach with automatically selected bandwidth for equidistant short-memory time series. The approach is a combination / extension of the algorithms by Feng (2013) doi:10.1080/02664763.2012.740626 and Feng, Y., Gries, T., and Fritz, M. (2020) doi:10.1080/10485252.2020.1759598 and a brief description of this new method is provided in the package documentation. Furthermore, the package allows its users to apply the base model of the Berlin procedure, version 4.1, as described in Speth (2004) . Permission to include this procedure was kindly provided by the Federal Statistical Office of Germany.