[R] stl function
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 combination of season (as sin and cos-functions) and a linear trend? Furthermore, what are the grey bars on the right hand side of the diagrams? I would appreciate very much to receive some information or maybe a good reference. Thank you very much, Anja -- * Dr. Anja Eggert Universität Rostock Institut für Biowissenschaften AG Angewandte Ökologie Albert-Einstein-Str. 3 18059 Rostock T: ++49 381 498 6094 F: ++49 381 498 6072 e-mail: [EMAIL PROTECTED] __ R-help@stat.math.ethz.ch 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.
Re: [R] stl function
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. I.e. it is probably not an additive or multiplicative combination of season (as sin and cos-functions) and a linear trend? Furthermore, what are the grey bars on the right hand side of the diagrams? I would appreciate very much to receive some information or maybe a good reference. Thank you very much, Anja ?stl tells you all you need to know to answer this, including the reference to the academic publication that describes the method. ?plot.stl tells you that the grey bars are range bars - they are used to assess the relative magnitude of various decomposed components. G -- %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% Gavin Simpson [t] +44 (0)20 7679 0522 ECRC, UCL Geography, [f] +44 (0)20 7679 0565 Pearson Building, [e] gavin.simpsonATNOSPAMucl.ac.uk Gower Street, London [w] http://www.ucl.ac.uk/~ucfagls/ UK. WC1E 6BT. [w] http://www.freshwaters.org.uk %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% __ R-help@stat.math.ethz.ch 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.
[R] stl function
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 foreign function call (arg 1) Can you help me? Thanks Andrea Toreti [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] stl function
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, na.action = na.locf) stl(nottem, per, na.action = na.approx) Whether any of these makes sense is another matter. On 4/26/06, Andrea Toreti [EMAIL PROTECTED] wrote: 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 foreign function call (arg 1) Can you help me? Thanks Andrea Toreti [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
