I'm analyzing a time series (terms of trades) on which I want to perform a trend estimation by nonparametric methods like the above mentioned. By the way, I'm a total beginner with R and using the help files is already cryptic enough. Using the default settings of R gives me a smoother which simply follows the curve of the original series, although I thought that by using the cross validation method (which is set to default in R) optimal parameters would be used, i.e. which are a perfect trade-off between smoothness and best-fit. By comparison, I set df=8 which was a much nicer curve, however randomly choosing values isn't really scientific. Can you tell me what's the correct procedure here?