[R] More help with stl?
rkevinburton at charter.net
rkevinburton at charter.net
Tue Sep 2 21:20:07 CEST 2008
Thank you.
I am not saying the data is wrong. I can do somethiing like:
y = tread + seasonal + remainder
and it gives me back the original data almost exactly.
I just don't know how to interpret it. The data is clearly not periodic but I was expecting to get more information about the function that was indicated in the seasonal component. Something similar to the impulse response to a function generates values at basically all frequencies but different amplitudes. There is something different in the response to this function than say what would be expected from a Fourier analysis of frequencies.
Kevin
---- stephen sefick <ssefick at gmail.com> wrote:
> .15+.52 #seasonal (.01*52) I think because you said it was periodic
> [1] 0.67
> > .8+.67 #seasonal + trend + positive remainder
> [1] 1.47
> now if you look at the little bit that is in the remainder being
> negative then you can probably subtract about .4ish which is close to
> 1 which is the value of the time series in question, I think.
>
> Is this example periodic? Is your data periodic?
>
> On Tue, Sep 2, 2008 at 12:21 PM, <rkevinburton at charter.net> wrote:
> > 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
> >
> >
>
>
>
> --
> 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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