[R] Seasonality

Roland Rau roland.rproject at gmail.com
Fri Aug 10 16:28:25 CEST 2007

Alberto Monteiro wrote:
> I have a time series x = f(t), where t is taken for each
> month. What is the best function to detect if _x_ has a seasonal
> variation? If there is such seasonal effect, what is the
> best function to estimate it?
 From my own experience, I had the impression that there is nothing like 
a best approach to estimate the seasonal component of time series data.

Maybe it is possible for you to simulate the assumed nature of your data 
(variable trend? variable seasonal pattern? count data with 
overdispersion? maybe a bimodal pattern every year?) and then try 
various of these methods and check if they can extract your input 
approximately correctly?


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