Hi:
Try
str(u.ts)
class(u.ts)
That should give you more information about the type of object being input
to stl.
I tried the following, which worked on my system:
u <- rnorm(100)
u.ts <- ts(u, start = c(2001, 1), frequency = 12)
u.stl <- stl(u.ts, 'per')
plot(u.stl)
> sessionInfo()
R version 2.11.1 (2010-05-31)
x86_64-pc-mingw32
locale:
[1] LC_COLLATE=English_United States.1252
[2] LC_CTYPE=English_United States.1252
[3] LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C
[5] LC_TIME=English_United States.1252
attached base packages:
[1] splines stats graphics grDevices utils datasets grid
[8] methods base
other attached packages:
[1] rgl_0.92 Hmisc_3.8-3 survival_2.35-8 sos_1.3-0
[5] brew_1.0-4 lattice_0.19-11 ggplot2_0.8.8 proto_0.3-8
[9] reshape_0.8.3 plyr_1.2.1
loaded via a namespace (and not attached):
[1] cluster_1.13.1 tools_2.11.1
Since stl() is part of the base distribution, my attached packages should
have no relevance in whether stl() works or not. The help page says that the
input must be a univariate ts object with frequency greater than 1.
My guess is that you have input a multiple time series object, which is why
it is worth looking at str() and class().
HTH,
Dennis
On Mon, Oct 11, 2010 at 9:39 PM, CALEF ALEJANDRO RODRIGUEZ CUEVAS <
alejandro.rodriguez.cue...@gmail.com> wrote:
> 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.
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help@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.
>
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