Thank you. I am not saying the data is wrong. I can do somethiing like: y = tread + seasonal + remainder and it gives me back the original data almost exactly. I just don't know how to interpret it. The data is clearly not periodic but I was expecting to get more information about the function that was indicated in the seasonal component. Something similar to the impulse response to a function generates values at basically all frequencies but different amplitudes. There is something different in the response to this function than say what would be expected from a Fourier analysis of frequencies.
Kevin ---- stephen sefick <[EMAIL PROTECTED]> wrote: > .15+.52 #seasonal (.01*52) I think because you said it was periodic > [1] 0.67 > > .8+.67 #seasonal + trend + positive remainder > [1] 1.47 > now if you look at the little bit that is in the remainder being > negative then you can probably subtract about .4ish which is close to > 1 which is the value of the time series in question, I think. > > Is this example periodic? Is your data periodic? > > On Tue, Sep 2, 2008 at 12:21 PM, <[EMAIL PROTECTED]> wrote: > > There was a typo. I wnated to form an array so it should be: > > > > y <- numeric(365) > > > > Now you should be able to reproduce it. > > > > Kevin > > > > ---- stephen sefick <[EMAIL PROTECTED]> wrote: > >> I can't reproduce this because the data has two points 0 and one at > >> the ends of the data set, and I get an na.fail error. There is no > >> periodic part to this data- it doesn't seem because there are only two > >> points. > >> > >> stephen > >> > >> On Tue, Sep 2, 2008 at 11:38 AM, <[EMAIL PROTECTED]> wrote: > >> > I don't understand the output of stl. As a simple example: > >> > > >> > y <- numeric(1:365) > >> > y[250] = 1 > >> > > >> > stl <- stl(ts(y, frequency=7), s.window="periodic") > >> > > >> > This returns without error but the results are puzzling to me. If you > >> > plot the results it is probably easiest to visualize what I mean. > >> > > >> > plot(stl) > >> > > >> > This shows the original data (a single spike at 250). A trend (which > >> > also shows a bump at 250). It is the rest that I have a question on. For > >> > the "seasonal" component it seems to show a sinusoid like wave with a > >> > period roughly a week (7 days) long all with the same amplitude. I can't > >> > see how a single spike can generate a "seasonal" component that is > >> > periodic for every period in the data. Finally the "remainder" portion > >> > of the data generated seems to show just what I want, a representation > >> > of the input. But if this is ruly the remainder (data - (trend + > >> > seasonal)) then shouldn't it have all entries close to zero? Please help > >> > me with my misunderstanding if you have any experience with stl. > >> > > >> > Finally it has been suggested that in order to find an overall formula > >> > to represent the data a model will need to be constructed. I > >> > unfortunately don't have any experience in developing a model. Any hints > >> > on where to start? > >> > > >> > Thank you. > >> > > >> > Kevin > >> > > >> > ______________________________________________ > >> > 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. > >> > > >> > >> > >> > >> -- > >> Stephen Sefick > >> Research Scientist > >> Southeastern Natural Sciences Academy > >> > >> Let's not spend our time and resources thinking about things that are > >> so little or so large that all they really do for us is puff us up and > >> make us feel like gods. We are mammals, and have not exhausted the > >> annoying little problems of being mammals. > >> > >> -K. Mullis > > > > > > > > -- > Stephen Sefick > Research Scientist > Southeastern Natural Sciences Academy > > Let's not spend our time and resources thinking about things that are > so little or so large that all they really do for us is puff us up and > make us feel like gods. We are mammals, and have not exhausted the > annoying little problems of being mammals. > > -K. Mullis ______________________________________________ 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.
