SA: STL+ and MSTL+
STL is a Loess (Weighted local regression) based decomposition algorithm used on linearized data, no integrated pre-adjustment.
In this Chapter
We will cover how to use classic STL JDemetra+. M-STL functions for tackling multiple periodicities (with rounded frequencies) in infra-monthly data will be described in the high-frequency data related chapter.
More methodological details will be provided here
Tools for access
In JDemetra+ STL is only available through rjd3stl package.