Re: [R] stl()

From: Vito Ricci <vito_ricci_at_yahoo.com>
Date: Fri 29 Jul 2005 - 00:41:02 EST


Hi,

maybe residuals are autocorreleted, you could you use ARIMA models. See arima() in R to fit an ARIMA model. Regards,
Vito

Sebastian.Leuzinger <at> unibas.ch> wrote:

Hello, anyone got an idea on how to use stl() so that the remainder eventually
becomes white noise? i used stl repeatedly but there is autocorrelation in
the remainder that i can't get rid of.
os: linux suse9.3



Sebastian Leuzinger
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