[R-SIG-Finance] Problem using stl() on data from quantmod

[Gabor Grothendieck]

Try this:

library(quantmod)
getSymbols("IBM")
xx <- ts(IBM, freq = 250)[, 4]
xx <- na.approx(xx)
plot(stl(log(xx), s.window = "period"))


On Mon, Dec 29, 2008 at 8:45 AM, Wind <windspeedo at qq.com> wrote:
> With the following code,
>
> getSymbols("^GSPC")
> xx<-as.ts(GSPC[,4])
> xx<-na.approx(xx)
> plot(stl(log(xx),s.window="period"))
>
> There is an error:
> Error in stl(log(xx), s.window = "period") :
>  only univariate series are allowed
>
>> str(log(xx))
>  ts [1:724, 1] 7.26 7.26 7.25 7.25 7.25 ...
>  - attr(*, "dimnames")=List of 2
>  ..$ : NULL
>  ..$ : chr "GSPC.Close"
>  - attr(*, "tsp")= num [1:3] 13516 14239     1
>
> It seems that the structure of xx is a little complicated.   But I still don't know how to trim it to the simplest ts format.
>
> Regards,
> Wind
>
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