I want to know which is the procedure to remove the seasonality (anual cycle, monthly cycle, daily cycle) of a time serie. I plotted the Autocorrelogram of my time series and I extracted from there the seasonality (in my case, anual cycle), but I don't know how to remove it.
Usually time series is thought to be represented by following construction:
series = seasonal component + trend component + irregular component
One way to deseasonalize series is to extract trend and add irregular component back to the trend.
For example R has a function stl which can be used to form a three component matrix for time series. You can take trend and irregular component and form an deseasonalized series:
Actually since we observer only one time series and not these unobservable components, we need many assumptions when modeling these series.