Re: [R] strength of seasonal component

From: Arun Kumar Saha <>
Date: Fri, 13 May 2011 10:12:00 +0530

Answering question as in " ."

Possibly your code "MASS::rlm(mean price ~ month)" will result in Spurious regression; you would make wrong impression of your estimated beta coef. as in presence of the spurious regression they no longer have t-distribution. May be you should try with "MASS::rlm(diff(log(mean price)) ~ month)?"

And secondly decomposition using standard approach is some sort of **deterministic** act therefore, you would not get any measure of "strength" in Statistical inference sense. To get that, I think above regression approach would be handy.

HTH Thanks and regards,

Arun Kumar Saha, FRM

        [[alternative HTML version deleted]] mailing list PLEASE do read the posting guide and provide commented, minimal, self-contained, reproducible code. Received on Fri 13 May 2011 - 04:53:27 GMT

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