smoots (Q46957)
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Nonparametric Estimation of the Trend and Its Derivatives in TS
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | smoots |
Nonparametric Estimation of the Trend and Its Derivatives in TS |
Statements
13 October 2026
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The nonparametric trend and its derivatives in equidistant time series (TS) with short-memory stationary errors can be estimated. The estimation is conducted via local polynomial regression using an automatically selected bandwidth obtained by a built-in iterative plug-in algorithm or a bandwidth fixed by the user. A Nadaraya-Watson kernel smoother is also built-in as a comparison. With version 1.1.0, a linearity test for the trend function, forecasting methods and backtesting approaches are implemented as well. The smoothing methods of the package are described in Feng, Y., Gries, T., and Fritz, M. (2020) <doi:10.1080/10485252.2020.1759598>. The software itself is introduced in Feng, Y., Gries, T., Letmathe, S., and Schulz, D. (2022) <doi:10.32614/RJ-2022-017>.
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