Data Transformation: Linear Detrending of Zoo Time Series

Fits a linear model on each column of a zoo object using time as a predictor, predicts the outcome, and subtracts it from the original data to return a detrended time series. This method might not be suitable if the input data is not seasonal and has a clear trend, so please be mindful of the limitations of this function when applied blindly.

Usage

f_detrend_linear(x = NULL, center = TRUE, ...)

Arguments

x

(required, zoo object) Zoo time series object to transform.

center

(required, logical) If TRUE, the output is centered at zero. If FALSE, it is centered at the data mean. Default: TRUE

...

(optional, additional arguments) Ignored in this function.

Value

zoo object

See also

Other tsl_transformation: f_center(), f_detrend_difference(), f_hellinger(), f_list(), f_pca(), f_percentage(), f_proportion(), f_rescale(), f_scale(), f_slope(), f_smooth_window(), f_trend_linear()

Examples

x <- zoo_simulate(cols = 2)

y <- f_detrend_linear(
  x = x
)

if(interactive()){
  zoo_plot(x)
  zoo_plot(y)
}