Whoops, fixed a typo:
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))
datat = as.ts(dataz)
datatt = ts(datat, 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)
On Wed, Jan 19, 2011 at 2:21 PM, Adam Oliner <oli...@gmail.com> wrote:
> 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
>
--
- Adam J. Oliner
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