Classical additive decomposition of a series into trend, seasonal and remainder ...

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{ "example": { "asOf": "2026-10-21T06:18:23.719Z", "degraded": false, "disclaimer": "Screening signal computed from the named public source. Not financial, legal or investment advice; provided as is. Verify at the source before acting.", "n": 12, "notChecked": [ "multiplicative seasonality (only the additive model is fitted)", "changing seasonal patterns over time", "…1 more" ], "period": 4, "reasons": [ "Trend is a centered moving average of length 4 (2 x 4 convention); the first and last 2 trend values are null.", "Seasonal indices are the average detrended value for each position in the cycle, adjusted to sum to zero.", "…1 more" ], "remainder": [ null, null ], "remainderRms": 0, "seasonal": [ 1, -1 ], "seasonalIndices": [ 1, -1 ], "seasonalSwing": 4, "source": "computed locally (classical decomposition, Hyndman and Athanasopoulos FPP chapter 3)", "summary": "Additive decomposition, period 4: seasonal swing 4, remainder RMS 0.", "trend": [ null, null ], "verdict": "COMPUTED" }, "type": "json" }