Jan Verbesselt
2003-Sep-03 14:58 UTC
[R] Diagnostic tool for s.window in the STL method for Time series Analysis
Dear R-Help, 1. Does somebody know a diagnostic tool to determine the n(s), smoothing parameter of the seasonal component in the STL method for Time Series? s.window= n(s)= smoothing parameter Is tsdiag the solution? If yes how can it be used? Should I use arima or StructTS? 2. Also does the STL method take n(p), the number of observations in each cycle of the seasonal component, automatically from the FREQUENCY of the ts (Timeseries) object? Thanks a lot, Jan ________________________________________________________________________ __ 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/ ________________________________________________________________________ __