[R] Diagnostic tool for s.window in the STL method for Time series Analysis

Jan Verbesselt Jan.Verbesselt at agr.kuleuven.ac.be
Wed Sep 3 16:58:15 CEST 2003


Dear R-Help,

1. Does somebody know a diagnostic tool to determine the n(s), smoothing
parameter of the seasonal component in the STL method for Time Series?
 
s.window= n(s)= smoothing parameter
Is tsdiag the solution? If yes how can it be used? Should I use arima or
StructTS?

2. Also does the STL method take n(p), the number of observations in
each cycle of the seasonal component, automatically from the FREQUENCY
of the ts (Timeseries) object?

Thanks a lot,
Jan


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Jan Verbesselt 
Research Associate 
Lab of Geomatics and Forest Engineering K.U. Leuven
Vital Decosterstraat 102. B-3000 Leuven Belgium 
Tel:+32-16-329750 
Fax: +32-16-329760
http://perswww.kuleuven.ac.be/~u0027178/VCard/mycard.php?name=janv
http://gloveg.kuleuven.ac.be/
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