[R] Decompose an irregular daily time series with missing values
Dag J. Steinskog
dsteinskog at hotmail.com
Wed Aug 29 10:02:25 CEST 2007
Dear all,
I have a daily time series for the months April to September (183 says) for
a 40 years period. It contain missing values. I would like to extract a
seasonal component, trend component and irregular component using an
adaptive model.
#Commands for making a time series:
timeser<-rnorm(183*40)
#Add some missing values:
timeser[c(5,77,98,100,105,1000,1340,2001,3277,3278,3279,4004:4009,7000)]<-NA
I had a look on the functions decompose and stl. But it seems unsuitable for
my problem. I appreciate if someone can help me out!
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