hassen62 at voila.fr
2007-Jun-02 16:56 UTC
[R] Problem with the command "StrucTS" that fits a basic structural model for time series
Hi everybody, I'am very interested with the basic structural model of time series. So I used the command "StructTS" but I failed to obtain a desirable output, in fact when I write in R Console the following lines:> x=(1,2,3,4,5,2,25,14,12,13,11,6,9,24,12,13,14,12,12,14,11,12,14,15,20,21,22,23,21,25,28) >(fit <- StructTS(x,type = "BSM"))I obtained the following message:"error in makeBSM(x, nf): the frequency has to be positif entire for BSM" I would like via this command(StrucTS) obtain estimation of seasonality and local level trend components of the time series "x". Can you help me please . Thanks. [[alternative HTML version deleted]]
Gabor Grothendieck
2007-Jun-02 17:10 UTC
[R] Problem with the command "StrucTS" that fits a basic structural model for time series
Your frequency is 1. Suppose it were 3 :> (fit <- StructTS(ts(x, freq = 3),type = "BSM"))Call: StructTS(x = ts(x, freq = 3), type = "BSM") Variances: level slope seas epsilon 3.0225 0.0000 0.1617 18.0978 On 6/2/07, hassen62 at voila.fr <hassen62 at voila.fr> wrote:> Hi everybody, > I'am very interested with the basic structural model of time series. So I used the command "StructTS" but I failed to obtain a desirable output, in fact when I write in R Console the following lines: > > x=(1,2,3,4,5,2,25,14,12,13,11,6,9,24,12,13,14,12,12,14,11,12,14,15,20,21,22,23,21,25,28) > >(fit <- StructTS(x,type = "BSM")) > I obtained the following message:"error in makeBSM(x, nf): the frequency has to be positif entire for BSM" > I would like via this command(StrucTS) obtain estimation of seasonality and local level trend components of the time series "x". > Can you help me please . Thanks. > [[alternative HTML version deleted]] > > ______________________________________________ > 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 > and provide commented, minimal, self-contained, reproducible code. >