I want to apply the stl-function to decompose a time series (daily
measurements over 22 years) into seasonal component, trend and
residuals. I was able to get the diagrams.
However, I could not find out what are the equations behind it. I.e. it
is probably not an additive or multiplicative
On Tue, 2007-02-27 at 15:55 +0100, Anja Eggert wrote:
I want to apply the stl-function to decompose a time series (daily
measurements over 22 years) into seasonal component, trend and
residuals. I was able to get the diagrams.
However, I could not find out what are the equations behind it.
Hi,
I have a monthly time series with missing values and I would use stl function
to identify seasonality.
I tried all settings of na.action but the result is the same:
stl(tm245,s.window=11, na.action=na.pass)
Error in stl(tm245, s.window = 11, na.action = na.pass) :
NA/NaN/Inf in
stl does this internally:
x - na.action(as.ts(x))
so
stl(x, s.window, na.action = f)
is the same as
stl(f(as.ts(x)), s.window)
e.g.
nottem[25] - NA # nottem is a built in data set in R
stl(nottem, per) # error
stl(nottem, per, na.action = na.contiguous)
library(zoo)
stl(nottem, per,
