Re: [R] help with R

From: Ed Wang <eymw_at_hotmail.com>
Date: Fri 02 Dec 2005 - 04:24:05 EST


Morning,

I've downloaded the precompiled R 2.1.1 version and am using Windows XP on my office workstation. As mentioned previously, I've resorted to batch jobs to avoid the hanging that occurs when I try to plot the 3690 length vector of data. If it's warranted, I can do a build from the source and change
specific parameters in the makefile if people feel it is warranted.

Based on Berton's suggestion to look at the range of packages available I think stl() might be as appropriate a package to use to identify all three components of the time series data I have: underlying trend, seasonality over a full year period (periodicity of one year, or 246 days in my case), and residual (which I have no expectation that it will necessarily be ~N(0,\sigma^2)).

For the following dataset (15 years, 246 days/year => 3690 days of data) what reasonal parameters for running stl() would folks suggest? I've not had any luck with getting stl() to return any useful information. It continues
to stop with the statement

        series is not periodic or has less than two periods

using

stl(zHO, s.window=1, s.degree=2, l.window=246)

or the obvious ways I might try running stl() (i.e. plot(stl(zHO))). It's possible I've not properly specified the length of expected periodicity as a parameter (246 days in my case).

All suggestions are welcome! I'm trying to avoid going back and fitting a linear model with 245 dummy variables.

Thanks.

Ed



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