I was wondering if I could get some advice on how best to diagnose a problem
that I am having with StructTS. To illlustrate the problem I have generated a
rigged time series:
genseq <- function()
{
x <- numeric(4*365)
s <- seq(as.Date("2005-01-01"), as.Date("2008-12-31"), by="month")
ob <- as.vector(s[c(10,22,34,46)] - as.Date("2005-01-01"))
oe <- as.vector(s[c(11,23,35,47)] - as.Date("2005-01-01"))
for(.index in 1:length(ob))
{
x[ob[.index]:(oe[.index] - 1)] <- 1
}
return(ts(x, frequency=365))
}
series <- genseq()
series <- ts(c(series, rep(0, nextn(length(series)) - length(series))),
frequency = 365)
fit <- StructTS(series)
plot(cbind(fitted(fit), resids=resid(fit)), main = "StructTS decomposition")
This call to StructTS seems to hang indefinitely.
Any ideas?
Thank you.
Kevin
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