Hi everyone.
I'm having some troubles with STL function to decompose some data.
My issue is that I have monthly data from September 2005 up to August 2010
i. e. 60 observations.
I define it in the following way:
*u<-read.csv("C:/CELEBREX.csv",header = TRUE)
u.ts<-ts(u, start=c(2005,9), frequency=12)
*
The issue is that when I try to use
stl(u.ts, 'per')
Then the following error message is displayed:
*Error en stl(u.ts, "per") : only univariate series are allowed
*
I know that stl needs a univariate time series in order to run, but I've
already defined it in *u.ts.
*Moreover, if I use the same *u.ts* with functions which also requires
univariate time series, i. e.
*auto.arima(u.ts, d=1, D=1)*
Series: u.ts
ARIMA(0,1,0)(0,1,1)[12]
Call: auto.arima(x = u.ts, d = 1, D = 1)
Coefficients: sma1
-0.5300
s.e. 0.2553
sigma^2 estimated as 22788111: log likelihood = -466.79
AIC = 937.57 AICc = 937.85 BIC = 941.27
or in
*StructTS(u.ts)
*Call:
StructTS(x = u.ts)
Variances:
level slope seas epsilon
0 0 142829 12358227
or in
*decompose(u.ts)*
then I don't have any problem with *u.ts *defined as univariate time serie.
What is it happening with STL?, What am I doing wrong?
Thanks in advance.
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