Re: [R] help with R

From: Kjetil Brinchmann Halvorsen <kjetilbrinchmannhalvorsen_at_gmail.com>
Date: Fri 02 Dec 2005 - 10:31:25 EST

Ed Wang wrote:
> 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).

In creating the timeseries 9ts) object you need myts <- ts(mydata, ...., frequency=246)

Kjetil

>
> 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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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 Received on Fri Dec 02 10:37:45 2005

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