Re: [R] Help with STL function to decompose

2010-10-12 Thread Dennis Murphy
Hi: Try str(u.ts) class(u.ts) That should give you more information about the type of object being input to stl. I tried the following, which worked on my system: u <- rnorm(100) u.ts <- ts(u, start = c(2001, 1), frequency = 12) u.stl <- stl(u.ts, 'per') plot(u.stl) > sessionInfo() R version 2

[R] Help with STL function to decompose

2010-10-11 Thread CALEF ALEJANDRO RODRIGUEZ CUEVAS
Hi everyone. I'm having some troubles with STL function to decompose some data. My issue is that I have monthly data from September 2005 up to August 2010 i. e. 60 observations. I define it in the following way: *u<-read.csv("C:/CELEBREX.csv",header = TRUE) u.ts<-ts(u, start=c(2005,9), frequenc

Re: [R] Help with stl

2008-09-02 Thread stephen sefick
#from the ?stl examples g<-stl(nottem, "per") g #in g are the residuals, sesonal trend, and the remainder. It looks like you are going to have to #model this decompostion to get at what you want. Stephen On Tue, Sep 2, 2008 at 12:50 AM, Ryan <[EMAIL PROTECTED]> wrote: > charter.net> writes: >

Re: [R] Help with stl

2008-09-01 Thread Ryan
charter.net> writes: > > I just realized after some tips and a little digging that what I was trying to do "manually" has already been > done. I was trying to fit my data using 'lm' then taking the "residual" data and trying to do a spectral > estimate (for seasonality) usiing fft and then pass

Re: [R] Help with stl

2008-09-01 Thread stephen sefick
if your two points are valid and you would be willing to run a least spuares regression on then you should be fairly comfortable with using na.approx in the zoo package. If interpolating values is going to give you an erroneous result then maybe this is not the correct path. But have a look. On

[R] Help with stl

2008-08-31 Thread rkevinburton
I just realized after some tips and a little digging that what I was trying to do "manually" has already been done. I was trying to fit my data using 'lm' then taking the "residual" data and trying to do a spectral estimate (for seasonality) usiing fft and then passing the "residual" of all of t