similar to: Help with stl

For the command 'spectrum' I read: The spectrum here is defined with scaling 1/frequency(x), following S-PLUS. This makes the spectral density a density over the range (-frequency(x)/2, +frequency(x)/2], whereas a more common scaling is 2? and range (-0.5, 0.5] (e.g., Bloomfield) or 1 and range (-?, ?]. Forgive my ignorance but I am having a hard time interpreting this. Does this mean

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

Hi, I have a monthly time series with missing values and I would use stl function to identify seasonality. I tried all settings of na.action but the result is the same: stl(tm245,s.window=11, na.action=na.pass) Error in stl(tm245, s.window = 11, na.action = na.pass) : NA/NaN/Inf in foreign function call (arg 1) Can you help me? Thanks Andrea Toreti [[alternative HTML version

Greetings: I'm using the time series decomposition routine "stl" from the package "stats". But how do I get the results into a vector to work with them? example: data(AirPassengers) m<-stl(AirPassengers,"per") print(m) This lists the output but can't figure out how to extract the individual series like seasonal, trend, irregular. Thanks, Bob

Dear R Helpers, Currently I'm working with the ts package of R and created a TimeSerie from pixels extracted from satellite imagery(S10 NDVI data, 10 daily composites). I'm trying to decompose this signal in different signals (seasonal and trend). When testing out the STL method is says => Only univariate timeseries are allowed, but the current Timeserie I'm using is univariate!

Hi All, How do I can create a new vector, i.e. 'seasonal' or 'trend' from the resultant seasonal or trend component of the Time.Series object produced by STL, and how I could superpose in the same graphic, i.e. original data and trend or seasonality? Thanks in advance! Antonio Antonio Rodr?guez Verdugo CICEM Agua del Pino Huelva Oceanography and Coastal Resources, PhD Program,

Hi all, I am dealing with paleoceanographic data and I have a C14 time serie and one other variable. I would like to perform a spectral analysis (fft or wavelet) and plot it. Unfortunately I don't know the exact script to do this. Does anybody could send me an example to perform my spectral analysis ? I Thank you David Changez de tête et de tenue tous les jours si vous le voulez !

Hi all, I have a time series that contains double seasonal components (48 and 336) and I would like to decompose the series into the following time series components (trend, seasonal component 1, seasonal component 2 and irregular component). As far as I know, the STL procedure for decomposing a series in R only allows one seasonal component, so I have tried decomposing the series twice. First,

Hi, Is there anybody who could explain a little bit the use of s.window and t.window in STL. If I decompose a series using the default values, I get a very irregular trends, but if I play with the options, I get less rare trends. If anybody can explain me the concepts behind these options I will appreciate a lot. I'm not a mathematician ;-) Thanks in advance Cheers, Antonio Antonio

I am trying to understand the nuances of STL (seasonal trend decomposition with loess) based on William Cleveland's (and others?) original development. I do not understand the specification or use of "frequency components" or equivalent "low-pass filter" components in the stl() function. I have run the stl() function on a standard example data (co2) in both S-Plus and

Hello, >From the date time stamps I see that not only do I have the results of the build in 'gnuwin32/front-ends' but I can also see the time stamps have changed in the main bin directory so I assume that the result of 'make all recommended' also copies the results there. Now on to the packages. I was interested in following the flow of 'stl' so I added the following

Hi all, How can the label of the x-axes in the plot() of a stl.object be adapted? e.g., When plotting: plot(stl(nottem, "per")) In the labels of the x-axes is “time”. How can this be changed to e.g., “Time (dekade) “? It does not work with xlab or others anymore… Thanks, Jan _______________________________________________________________________ Ir. Jan Verbesselt Research

> Hello, > > I have lots of data in zoo format and would like to do some time > series analysis. (using library(zoo), library(ts) ) > > My data is usually from one year, and I try for example stl() to find > some seasonalities or trends. > > I have now accepted, that I might have to convert my series into ts() > but still I am not able to execute the comand since

Hi everyone. I'm having some troubles with STL function to decompose some data. My issue is that I have monthly data from September 2005 up to August 2010 i. e. 60 observations. I define it in the following way: *u<-read.csv("C:/CELEBREX.csv",header = TRUE) u.ts<-ts(u, start=c(2005,9), frequency=12) * The issue is that when I try to use stl(u.ts, 'per') Then the

I am running R 1.2.2 under Linux. When using the function stl in the ts library, how can I save the seasonal component? What I would like was something like: library(ts) data(nottem) data.stl <- stl(nottem, "per") x <- data.stl$sea This what I get: > x NULL I would, however, like to store in x the seasonal component. Thanks in advance. Francisco. -- Francisco

Coming from a C++ and C# background I would like to know how inheritance works with 'R'. The classical example is I can define an abstract class 'Shape' and have an array of 'Shape's but each instance could be a Circle, Square, Triangle, etc. because they all derive from 'Shape'. At runtime if I wish I can tell the type of the 'Shape' using various language

Hi All, I am in the process of writing an R extension in c++ and am using several STL containers (e.g., vector<double>, map<int, double>, multimap<int, double>). I make sure to clear all these containers at the end of the .Call. Everything compiles and runs just fine, but I'm a bit worried since I haven't found any other packages that use STL. So, my question: is it

Dear helpeRs, Is it possible to change the shading colour of the range bars in the plot generated by plot.stl? By default they are grey, but I would prefer them white (I am preparing some graphics for a powerpoint presentation so I'm inverting all colours). As far as I can see plot.stl allows you to turn off the range bars, but nothing about the shading colour. I tried to look at the

Can someone explain me this spec.pgram effect? Code: period.6<-c(0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10 ,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10,0,0,0,0,0,10) period.5<-c(0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10 ,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0,0,0,0,0,0,10,0,0,0,0,10,0) par(mfrow=c(2,1))

Hi all, I'm working on decomposition and comparison of several time series. I'm interested in extracting the trend components for each time series using the stl function and overlaying them on one another. I'm not sure how to plot the trend function alone and to do the overlay using some kind of loop. If anyone has any insight that would be great! thanks, Katie -- View this