I'm not sure what you mean by 'multiplying by 10 and rounding'. I've tried to
re-organize the data and then create a ts object that is analogous to the
various sunspot datasets provided in the data package with R, but the matrix I
generate by binning the data into centuries (which would make the frequency in
stl() 10) is being read by plot() and stl() as a multivariate time series
dataset (stl() requires that the data be univariate). For those that haven't
read stl() docs, the frequency is the number of observations per unit of time.
In the case of quarterly economic data the frequency is 4 (4 observations over
a year), and in the case of decadal sunspot numbers the frequency is .1 (0.1
observations per year). I would have thought that after I binned the data into
centuries (now ten observations per unit of time) that it would be sufficient,
but I don't know why stl() interprets the matrix as a multivariate dataset when
a similar matrix (sunspots - measured each month for a !
frequency of 12; although from what I can tell the sunspots data in R is not a
ts object anyhow) encounters no such difficulty. Any suggestions would be
appreciated,
Chris
> CC: r-help@r-project.org
> From: dwinsem...@comcast.net
> To: w_chris_carle...@hotmail.com
> Subject: Re: [R] Time Series Data
> Date: Fri, 27 Nov 2009 10:10:36 -0500
>
>
> On Nov 27, 2009, at 9:55 AM, chris carleton wrote:
>
> >
> > Hi All,
> >
> > I'm trying to analyze some time series data and I have run into
> > difficulty. I have decadal sun spot data and I want to separate the
> > very regular periodic function from the trend and noise. I looked
> > into using stl(), but the frequency of the time series data must be
> > greater than 1 for stl(). My data covers a 1000 year interval from
> > 9095 BP to 8095BP and the frequency is, therefore, 0.1 (because the
> > data are decadal). I've tried changing the frequency, but the only
> > frequency that creates a plot of the time series data which matches
> > the raw data is 0.1. Is there anything I can do to the data that
> > will make it more amenable to stl(), or is there another package
> > that I could use for decomposing the signal that does not require
> > that the frequency of the time series to be greater than 1? Thanks,
>
> I do not understand why you are not multiplying by 10 and rounding.
>
> --
> David
> >
>
>
> David Winsemius, MD
> Heritage Laboratories
> West Hartford, CT
>
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