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

Prof Brian Ripley ripley at stats.ox.ac.uk
Mon Mar 13 10:33:13 CET 2006


You have not set up a time series!  See ?ts.

You will in any case have a problem, as there are not a constant
number of days in a year.

On Mon, 13 Mar 2006, Amogh Deshpande wrote:

>
> 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
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595




More information about the R-help mailing list