[R] stl cycle sub-series plot

2007-03-01 Thread Anja Eggert
Dear R-people, I tried to build a seasonal cycle sub-series plot of my time series using: monthplot(nitrat.stl, choice="seasonal") However, I only get the horizontal lines of the mean values and not the vertical lines for each year. Can anybody help me? Sincerely, Anja -- ***

Re: [R] stl function

2007-02-27 Thread Gavin Simpson
On Tue, 2007-02-27 at 15:55 +0100, Anja Eggert wrote: > I want to apply the stl-function to decompose a time series (daily > measurements over 22 years) into seasonal component, trend and > residuals. I was able to get the diagrams. > However, I could not find out what are the equations behind it

[R] stl function

2007-02-27 Thread Anja Eggert
I want to apply the stl-function to decompose a time series (daily measurements over 22 years) into seasonal component, trend and residuals. I was able to get the diagrams. However, I could not find out what are the equations behind it. I.e. it is probably not an additive or multiplicative combi

Re: [R] stl and the relative scale data-seasonal

2006-11-19 Thread Spencer Graves
I'm not sure I understand what you want. However, I will suppose I wanted essentially the same image as plot(stl..) but with individual control over ylim for each of the 4 plots. In that case, I might make a local copy of the actual plot function using 'getAnywhere("plot.stl")' and modi

[R] stl and the relative scale data-seasonal

2006-11-15 Thread Berta
I am trying to plot the time series decomposition using plot(stl..). Eventhough I understand why the scale of the 4 plots is better to be unequal, I would like to plot all 4 in the same scale (otherwise interpretation at a simple look may be misleading). Is there a way I could do so (easier th

Re: [R] stl function

2006-04-26 Thread Gabor Grothendieck
stl does this internally: x <- na.action(as.ts(x)) so stl(x, s.window, na.action = f) is the same as stl(f(as.ts(x)), s.window) e.g. nottem[25] <- NA # nottem is a built in data set in R stl(nottem, "per") # error stl(nottem, "per", na.action = na.contiguous) lib

[R] stl function

2006-04-26 Thread Andrea Toreti
Hi, I have a monthly time series with missing values and I would use stl function to identify seasonality. I tried all settings of na.action but the result is the same: stl(tm245,s.window=11, na.action=na.pass) Error in stl(tm245, s.window = 11, na.action = na.pass) : NA/NaN/Inf in for

Re: [R] stl()

2005-07-28 Thread Vito Ricci
Hi, maybe residuals are autocorreleted, you could you use ARIMA models. See arima() in R to fit an ARIMA model. Regards, Vito Sebastian.Leuzinger 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 ther

[R] stl()

2005-07-28 Thread Sebastian Leuzinger
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 Institute of Bot

Re: [R] stl,package=stats

2004-07-19 Thread bob mccall
Pedro Rodrigues <[EMAIL PROTECTED]> wrote: On Sun, 2004-07-18 at 18:38, bob mccall wrote: > Greetings: > > I'm using the time series decomposition routine "stl" from the package "stats". > But how do I get the results into a vector to work with them? > example: > > data(AirPassengers) > m<-stl(

Re: [R] stl,package=stats

2004-07-18 Thread Pedro Rodrigues
On Sun, 2004-07-18 at 18:38, bob mccall wrote: > Greetings: > > I'm using the time series decomposition routine "stl" from the package "stats". > But how do I get the results into a vector to work with them? > example: > > data(AirPassengers) > m<-stl(AirPassengers,"per") > print(m) > > This

Re: [R] stl,package=stats

2004-07-18 Thread Uwe Ligges
bob mccall wrote: Greetings: I'm using the time series decomposition routine "stl" from the package "stats". But how do I get the results into a vector to work with them? example: data(AirPassengers) m<-stl(AirPassengers,"per") print(m) This lists the output but can't figure out how to extrac

[R] stl,package=stats

2004-07-18 Thread bob mccall
Greetings: I'm using the time series decomposition routine "stl" from the package "stats". But how do I get the results into a vector to work with them? example: data(AirPassengers) m<-stl(AirPassengers,"per") print(m) This lists the output but can't figure out how to extract the individual s

[R] stl and NA

2004-03-29 Thread Wayne Jones
Hi there, Does anyone know whether missing value (NA) handling has been implemented in the time series decomposition method stl. No matter what I do I cannot get stl to accpet NAs. I have looked in the archives and seen a similar posting http://maths.newcastle.edu.au/~rking/R/help/03b/7092.htm

[R] stl and NA

2003-11-27 Thread "Unternährer Thomas, uth"
Hi, I try to figure out what the stl-function exactly do. I was reading the paper by Cleveland et al. (1990) and tested some features of stl (the ability to decompose time series with missing values and the robustness feature). I tried the following: > data(co2) > co2.na <- co2 > is.na(co2.na[c

Re: [R] STL- TimeSeries Decomposition

2003-07-30 Thread Prof Brian Ripley
On Wed, 30 Jul 2003, Jan Verbesselt wrote: > Dear R Helpers, > > Currently I'm working with the ts package of R and created a TimeSerie > from pixels extracted from satellite imagery(S10 NDVI data, 10 daily > composites). I'm trying to decompose this signal in different signals > (seasonal and tr

Re: [R] STL- TimeSeries Decomposition

2003-07-30 Thread Jason Turner
Jan Verbesselt wrote: Dear R Helpers, Currently I'm working with the ts package of R and created a TimeSerie from pixels extracted from satellite imagery(S10 NDVI data, 10 daily composites). I'm trying to decompose this signal in different signals (seasonal and trend). When testing out the STL met

[R] STL- TimeSeries Decomposition

2003-07-30 Thread Jan Verbesselt
Dear R Helpers, Currently I'm working with the ts package of R and created a TimeSerie from pixels extracted from satellite imagery(S10 NDVI data, 10 daily composites). I'm trying to decompose this signal in different signals (seasonal and trend). When testing out the STL method is says => Only u