Seasonal decomposition of time series using STL and MSTL methods
Description
[tsa] seasonal decomposition of time series using STL and MSTL methods
Examples:
Decomposition of the dataset "Airline Passengers" using STL:
The de-seasonalized result can be calculated via a formula in the spreadsheet by using the result data for the seasonal component and subtracting it from the original data:
Decomposition of a "toy dataset" using MSTL with two periods:
(taken from https://www.statsmodels.org/stable/examples/notebooks/generated/mstl_decomposition.html)
Conformity
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Edited by Alexander Semke