Displaying 1 result from an estimated 1 matches for "td3517033".
2011 May 12
1
strength of seasonal component
Hi All,
a) Is it possible to estimate the strength of seasonality in timeseries
data. Say I have monthly mean prices of an ten different assets. I decompose
the data using stl() and obtain the seasonal parameter for each month. Is it
possible to order the assets based on the strength of seasonality?
b) which gives a better estimate on seasonality stl() or a robust linear
model like