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 > > ______________________________________________ > 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 > ______________________________________________ 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
