On Wed, Jan 19, 2011 at 5:21 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.I think what you want is: library(zoo) library(zoo) data <- c(50, 32, 22, 13, 14, 6, 12, 3, 6, 21, NA, NA, 15, 13, 17, 9, 11, 34, 63) z <- zooreg(data, frequency = 2) stl(z) or equivalently tt <- ts(data, frequency = 2) stl(tt) however stl does not support series with NAs so that can't work with your data and specifying na.action won't help since that is equivalent to stl(na.action(as.ts(z))). Also note that na.action's value is a function and na.action = F is illegal unless you have a function called F in your workspace. These work in so far as they give an answer but whether they are acceptable is up to you: stl(z[1:01], "per") stl(z[13:19], "per") stl(na.approx(z), "per") -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com ______________________________________________ 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.
