Hi everyone!
Got a question. I'm analysing a time series with R and i'm not so familiar with these things.
I'm using the function "decompose" which it seems very practical and fast.
The documentation says that when it computes the trend uses a centered equally-weighted moving average filter. But... i didn't find/it doesn't tell how much the window is large, because i can't understand it from the plot, and i think that this is important.
Thank you!!
It is a centred moving average of order m where m is the period of seasonality (e.g., m=12 for monthly data). See 6.3 Classical decomposition | Forecasting: Principles and Practice (2nd ed) for a detailed explanation.
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