seasonality_decomposition
Additive decomposition Y = trend + seasonal + residual. Use this to strip the seasonal cycle from a series and reveal the underlying trend | great for monthly or quarterly data (retail sales, unemployment). Returns per-timepoint components + summary amplitude. Runs on any verified autario indicator (World Bank, FRED, Eurostat, OECD, IMF, WHO, ECB, US Census, SEC).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| full | No | Return the full raw time series (heavy, many tokens). Default false → you get only the summary/stats, which is enough to ANSWER a question. Set true only when you must plot or export every point. | |
| time | No | Optional time window. "2010-2023" keeps 2010 through 2023, "2019-01-2024-06" works by month, and a single "2015" keeps 2015 onward. Omitted or unparseable = the whole series. | |
| entity | Yes | Entity the series is read for: an ISO 3166 alpha-3 country code such as "DEU" or "USA", or an aggregate code such as "WLD" or "EUU" (the canonical name matches too). Use the codes list_indicators and get_entity_profile accept. | |
| period | No | Seasonal period in time steps (12=monthly, 4=quarterly, 7=weekly). Auto-inferred from indicator frequency if omitted. | |
| indicator | Yes | Indicator id of a numeric series, exactly as list_indicators or get_entity_profile return it (a public indicator or one of your own uploads or connector tables). |