jeffwong/fastVAR — pull request #13 by jeffwong (2012-11-25 01:46:17+00:00)
Title: Deseason

Uses seasonal trend decomposition to remove seasonal components of a time series. fastVAR methods can then be applied to the "remainder" component of the time series, which is the part that cannot be explained by seasonality. For prediction, fastVAR models and predicts n steps ahead for the remainder component, then adds back the seasonal part