[R] query pertains to the application of funtion "stl"

Amogh Deshpande amogh at math.iisc.ernet.in
Mon Mar 13 10:10:47 CET 2006


Hello,

This query pertains to the application of funtion "stl"
 I am new to R and working on a daily time series data which shows
periodicity every 12 months.I use the commands,

C<-read.csv("C:/Charlotte.csv") # import data

D<-as.Date(as.character(C[,1]),format="%m/%d/%Y")

m<-cbind(data.frame(D,C[,4])) # append two columns

m[1:5,]

           D           C...4.
1 1961-01-01             45
2 1961-01-02             40
3 1961-01-03             36
4 1961-01-04             37
5 1961-01-05             41


stl(m[,2],"periodic")

Error in stl(m[, 2], "periodic") : series is not periodic or has less than
two periods.
I am unable to decompose the time series even thought the time series plot
shows that it is periodic every 12 months?

Can anyone please explain the reason and possible solution to decompose
the time series?
Thanking You in positive anticipation
Regards
Amogh



*************************************************
"If there is a problem to be solved, seek statistical advice instead of
appointing a committee of experts. Statistics can throw more light than
the collective wisdom of the articulate few."
                          --Dr.C.R.Rao




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