Separate seasonality, cycle and trend

[Ana Gabriela Zea]

How can I separate the three components of a variable?

[Scott Merryman]

See -ucm-

Unobserved-components models (UCMs) decompose a time series into trend, seasonal, cyclical, and idiosyncratic components and allow for exogenous variables.

[Ana Gabriela Zea]

Thank you Scott! Do you know the code?

[Scott Merryman]

I would read the helpfile and the manual entry. How one decomposes the series into components will depend on your data. Keep in mind there are a number of different types of trend: random trends, smooth trends, local trends, deterministic trends, or stochastic trends.

help ucm