[R] stl function

[Gabor Grothendieck]

stl does this internally:

x <- na.action(as.ts(x))

so

stl(x, s.window, na.action = f)

is the same as

stl(f(as.ts(x)), s.window)

e.g.

nottem[25] <- NA  # nottem is a built in data set in R
stl(nottem, "per") # error
stl(nottem, "per", na.action = na.contiguous)
library(zoo)
stl(nottem, "per", na.action = na.locf)
stl(nottem, "per", na.action = na.approx)

Whether any of these makes sense is another matter.

On 4/26/06, Andrea Toreti <andrea.toreti at apat.it> wrote:
> Hi,
> I have a monthly time series with missing values and I would use stl function to identify seasonality.
> I tried all settings of na.action but the result is the same:
>
>  stl(tm245,s.window=11, na.action=na.pass)
> Error in stl(tm245, s.window = 11, na.action = na.pass) :
>        NA/NaN/Inf in foreign function call (arg 1)
>
> Can you help me?
>
> Thanks
>
> Andrea Toreti
>        [[alternative HTML version deleted]]
>
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