Answering question as in " http://r.789695.n4.nabble.com/strength-of-seasonal-component-td3517033.html ."
Possibly your code "MASS::rlm(mean price ~ month)" will result in Spurious regression; you would make wrong impression of your estimated beta coef. as in presence of the spurious regression they no longer have t-distribution. May be you should try with "MASS::rlm(diff(log(mean price)) ~ month)?" And secondly decomposition using standard approach is some sort of **deterministic** act therefore, you would not get any measure of "strength" in Statistical inference sense. To get that, I think above regression approach would be handy. HTH Thanks and regards, _____________________________________________________ Arun Kumar Saha, FRM QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST Visit me at: http://in.linkedin.com/in/ArunFRM _____________________________________________________ [[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.
