local.trend {pastecs} | R Documentation

## Calculate local trends using cumsum

### Description

A simple method using cumulated sums that allows to detect changes in the tendency in a time series

### Usage

    local.trend(x, k=mean(x), plotit=TRUE, ...)
    identify.local.trend(loctrd)

### Arguments

`x` | a regular time series (a 'rts' object under S+ or a 'ts' object under R)
`k` | the reference value to substract from cumulated sums. By default, it is the mean of all observations in the series
`plotit` | if `plotit=TRUE` (by default), a graph with the cumsum curve superposed to the original series is plotted
`...` | additional arguments for the graph
`loctrd` | a 'local.trend' object, as returned by the function `local.trend()`

### Details

With `local.trend()`, you can:

- detect changes in the mean value of a time series

- determine the date of occurence of such changes

- estimate the mean values on homogeneous intervals

### Value

a 'local.trend' object is returned. It has the method `identify()`

### Note

Once transitions are identified with this method, you can use `stat.slide()` to get more detailed information on each phase. A smoothing of the series using running medians (see `decmedian()`) allows also to detect various levels in a time series, but according to the median statistic. Under R, see also the 'strucchange' package for a more complete, but more complex, implementation of cumsum applied to time series.

### Author(s)

Frédéric Ibanez (ibanez@obs-vlfr.fr), Philippe Grosjean (phgrosjean@sciviews.org)

### References

Ibanez, F., J.M. Fromentin & J. Castel, 1993. Application de la méthode des sommes cumulées à l'analyse des séries chronologiques océanographiques. C. R. Acad. Sci. Paris, Life Sciences, 316:745-748.

### See Also

`trend.test`, `stat.slide`, `decmedian`

### Examples

    data(bnr)
    # Calculate and plot cumsum for the 8th series
    bnr8.lt <- local.trend(bnr[,8])
    # To identify local trends, use:
    # identify(bnr8.lt)
    # and click points between which you want to compute local linear trends...

[Package pastecs version 1.3-4 Index]