[R] stl function

[Gavin Simpson]

On Tue, 2007-02-27 at 15:55 +0100, Anja Eggert wrote:
> I want to apply the stl-function to decompose a time series (daily 
> measurements over 22 years) into seasonal component, trend and 
> residuals. I was able to get the diagrams.
> However, I could not find out what are the equations behind it. I.e. it 
> is probably not an additive or multiplicative combination of season (as 
> sin and cos-functions) and a linear trend?
> Furthermore, what are the grey bars on the right hand side of the diagrams?
> I would appreciate very much to receive some information or maybe a good 
> reference.
> 
> Thank you very much,
> Anja
> 

?stl tells you all you need to know to answer this, including the
reference to the academic publication that describes the method.

?plot.stl tells you that the grey bars are range bars - they are used to
assess the relative magnitude of various decomposed components.

G

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