[R] More help with stl?
rkevinburton at charter.net
rkevinburton at charter.net
Tue Sep 2 18:21:15 CEST 2008
There was a typo. I wnated to form an array so it should be:
y <- numeric(365)
Now you should be able to reproduce it.
Kevin
---- stephen sefick <ssefick at gmail.com> wrote:
> 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
> points.
>
> stephen
>
> 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[250] = 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.
> >
> > plot(stl)
> >
> > 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.
> >
> > Kevin
> >
> > ______________________________________________
> > R-help at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >
>
>
>
> --
> Stephen Sefick
> Research Scientist
> 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.
>
> -K. Mullis
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