The objective is to get the stl calls to work without making up values for
the NAs:
library("zoo")
data = c(50, 32, 22, 13, 14, 6, 12, 3, 6, 21, NA, NA, 15, 13, 17, 9, 11, 34,
63)
dataz = zoo(data, 1:length(data))
t = as.ts(dataz)
datat = as.ts(dataz)
datatt = ts(t, frequency=2)
frequency(datatt)
length(datatt)
# these all give errors
stl(datatt, s.window="per")
# this next error is especially bizarre to me, because datatt is periodic
with more than two periods
stl(datatt, s.window="per", na.action=F)
stl(datatt, s.window="per", na.action=na.omit)
stl(datatt, s.window="per", na.action=na.pass)
stl(datatt, s.window="per", na.action=na.exclude)
stl(dataz, s.window="per", na.action=F)
stl(datat, s.window="per", na.action=F)
I was expecting at least one of the stl calls to work, because stl claims to
require a ts object with a frequency greater than one and at least two
periods (which I gave it) and it claims to handle NA values.
On Wed, Jan 19, 2011 at 1:59 PM, Gabor Grothendieck <ggrothendi...@gmail.com
> wrote:
> On Wed, Jan 19, 2011 at 4:27 PM, Adam Oliner <oli...@gmail.com> wrote:
> > My series was regularly spaced, it simply contained missing values. I
> don't
> > see why the new values were added.
> >
> > Besides, my previous email showed exactly how to convert a zoo object
> with
>
> Please provide a minimal self-contained reproducible example (as per
> last line on every r-help message) and explain what you were expecting
> that is different than what you got and we may be able to say more.
>
>
>
> --
> Statistics & Software Consulting
> GKX Group, GKX Associates Inc.
> tel: 1-877-GKX-GROUP
> email: ggrothendieck at gmail.com
>
--
- Adam J. Oliner
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