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31455
2008 Sep 02
2
More help with stl?
I don't understand the output of stl. As a simple example:
y <- numeric(1:365)
y[250] = 1
stl <- stl(ts(y, frequency=7), s.window="periodic")
This returns without error but the results are puzzling to me. If you plot the results it is probably easiest to visualize what I mean.
plot(stl)
This shows the original data (a single spike at 250). A trend (which also shows a bump