[R] Help with stl
ssefick at gmail.com
Tue Sep 2 04:24:14 CEST 2008
if your two points are valid and you would be willing to run a least
spuares regression on then you should be fairly comfortable with
using na.approx in the zoo package. If interpolating values is going
to give you an erroneous result then maybe this is not the correct
path. But have a look.
On Mon, Sep 1, 2008 at 1:50 AM, <rkevinburton at charter.net> wrote:
> I just realized after some tips and a little digging that what I was trying to do "manually" has already been done. I was trying to fit my data using 'lm' then taking the "residual" data and trying to do a spectral estimate (for seasonality) usiing fft and then passing the "residual" of all of that to arima to get the irregular portion of the time series forecast equation. I found 'stl' that advertises that it does all of this (and probably better than my efforts). The only problem that I found was that it takes a time-series object. Time-series objects don't handle missing observations. Say I only have two observations for the year (enough to fit a line through). I can easily fit a line through the observation points but if I add in zeros for the missing observations least squares will undoubtedly throw my observations out and fit the "wrong" line. The other steps will more than likely have residual data so I don't have to worry for these steps about missing data. Has anyon!
> e used 'stl' with missing observations? If so what sort of tricks did you use to get around the missing data and time series?
> Thank you.
> R-help at r-project.org mailing list
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
Southeastern Natural Sciences Academy
Let's not spend our time and resources thinking about things that are
so little or so large that all they really do for us is puff us up and
make us feel like gods. We are mammals, and have not exhausted the
annoying little problems of being mammals.
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