[R] More help with stl?
ssefick at gmail.com
Tue Sep 2 18:01:53 CEST 2008
I can't reproduce this because the data has two points 0 and one at
the ends of the data set, and I get an na.fail error. There is no
periodic part to this data- it doesn't seem because there are only two
On Tue, Sep 2, 2008 at 11:38 AM, <rkevinburton at charter.net> wrote:
> I don't understand the output of stl. As a simple example:
> y <- numeric(1:365)
> y = 1
> stl <- stl(ts(y, frequency=7), s.window="periodic")
> This returns without error but the results are puzzling to me. If you plot the results it is probably easiest to visualize what I mean.
> This shows the original data (a single spike at 250). A trend (which also shows a bump at 250). It is the rest that I have a question on. For the "seasonal" component it seems to show a sinusoid like wave with a period roughly a week (7 days) long all with the same amplitude. I can't see how a single spike can generate a "seasonal" component that is periodic for every period in the data. Finally the "remainder" portion of the data generated seems to show just what I want, a representation of the input. But if this is ruly the remainder (data - (trend + seasonal)) then shouldn't it have all entries close to zero? Please help me with my misunderstanding if you have any experience with stl.
> Finally it has been suggested that in order to find an overall formula to represent the data a model will need to be constructed. I unfortunately don't have any experience in developing a model. Any hints on where to start?
> 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.
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