[R] s.window in stl()

Ko-Kang Kevin Wang kwan022 at stat.auckland.ac.nz
Wed Oct 9 10:53:59 CEST 2002


This is actually a theory question.

I'm a bit confused by the s.window parameter in the stl() function (which
is in the ts package).  For example, in the stl documentation it uses the
nottem data, and then:
  plot(stl(nottem, s.win = 4, t.win = 50, t.jump = 1))

What does it mean by s.win = 4?  Is it because a year has 4 seasons
(namely Spring, Summer, Autumn and Winter)?  If so will it make sense if I
use 12 for the 12 months (as I've got a similar data set, and wondering
about this s.window when I fit the data with stl()).



Ko-Kang Kevin Wang
Postgraduate PGDipSci Student
Department of Statistics
University of Auckland
New Zealand
Homepage: http://www.stat.auckland.ac.nz/~kwan022

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