Jan Verbesselt
2003-Aug-11 14:26 UTC
[R] tsdiag and tsStructure for np,ns,nt and nl determination
Hi R-Helpers, I'm dealing with the STL procedure and trying to apply the tsdiag and StructTS onto the ts object to analyse the different parameters which need to be set. How can I use the tsStructure & tsdiag to create a seasonal, trend and cycle subseries plot so that I can select & analyse the correct np,ns, nt and nl? The problem is that too much signal goes into the seasonal variation and that the trend is not followed as it should. I tried already several values for all the parameters following the article guidelines of Cleveland but the results don't differ a lot from each other. Is the period (n(p)) that is needed for the STL derived from the 'frequency' set by the time series object? Should I define the time series so that the frequency follows the growth season (dry and wet cycle) and not the years? Thanks a lot in advance, Jan (...Decomposing....) ______________________________________________________________________ Jan Verbesselt Research Associate Lab of Geomatics and Forest Engineering K.U. Leuven Vital Decosterstraat 102. B-3000 Leuven Belgium Tel:+32-16-329750 Fax: +32-16-329760 http://perswww.kuleuven.ac.be/~u0027178/VCard/mycard.php?name=janv http://gloveg.kuleuven.ac.be/ ________________________________________________________________________ __