[R] strength of seasonal component

From: SNV Krishna <krishna_at_primps.com.sg>
Date: Thu, 12 May 2011 19:01:30 +0800

Hi All,  

  1. Is it possible to estimate the strength of seasonality in timeseries data. Say I have monthly mean prices of an ten different assets. I decompose the data using stl() and obtain the seasonal parameter for each month. Is it possible to order the assets based on the strength of seasonality?
  2. which gives a better estimate on seasonality stl() or a robust linear model like MASS::rlm(mean price ~ month), considering the fact that the variable analysed is price series.

Many thanks for the insight and help  



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