Amogh Deshpande
2006-Mar-13 09:10 UTC
[R] query pertains to the application of funtion "stl"
Hello, This query pertains to the application of funtion "stl" I am new to R and working on a daily time series data which shows periodicity every 12 months.I use the commands, C<-read.csv("C:/Charlotte.csv") # import data D<-as.Date(as.character(C[,1]),format="%m/%d/%Y") m<-cbind(data.frame(D,C[,4])) # append two columns m[1:5,] D C...4. 1 1961-01-01 45 2 1961-01-02 40 3 1961-01-03 36 4 1961-01-04 37 5 1961-01-05 41 stl(m[,2],"periodic") Error in stl(m[, 2], "periodic") : series is not periodic or has less than two periods. I am unable to decompose the time series even thought the time series plot shows that it is periodic every 12 months? Can anyone please explain the reason and possible solution to decompose the time series? Thanking You in positive anticipation Regards Amogh ************************************************* "If there is a problem to be solved, seek statistical advice instead of appointing a committee of experts. Statistics can throw more light than the collective wisdom of the articulate few." --Dr.C.R.Rao
Prof Brian Ripley
2006-Mar-13 09:33 UTC
[R] query pertains to the application of funtion "stl"
You have not set up a time series! See ?ts. You will in any case have a problem, as there are not a constant number of days in a year. On Mon, 13 Mar 2006, Amogh Deshpande wrote:> > Hello, > > This query pertains to the application of funtion "stl" > I am new to R and working on a daily time series data which shows > periodicity every 12 months.I use the commands, > > C<-read.csv("C:/Charlotte.csv") # import data > > D<-as.Date(as.character(C[,1]),format="%m/%d/%Y") > > m<-cbind(data.frame(D,C[,4])) # append two columns > > m[1:5,] > > D C...4. > 1 1961-01-01 45 > 2 1961-01-02 40 > 3 1961-01-03 36 > 4 1961-01-04 37 > 5 1961-01-05 41 > > > stl(m[,2],"periodic") > > Error in stl(m[, 2], "periodic") : series is not periodic or has less than > two periods. > I am unable to decompose the time series even thought the time series plot > shows that it is periodic every 12 months? > > Can anyone please explain the reason and possible solution to decompose > the time series? > Thanking You in positive anticipation > Regards > Amogh > > > > ************************************************* > "If there is a problem to be solved, seek statistical advice instead of > appointing a committee of experts. Statistics can throw more light than > the collective wisdom of the articulate few." > --Dr.C.R.Rao > > ______________________________________________ > R-help at 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 >-- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595