[R] s.window in stl()

Susana Barbosa susanabarbosa at novalis.fc.up.pt
Wed Oct 9 14:55:00 CEST 2002


I think s.window is the span is lags of loess window. 
Loess centers a window for each time and fits a line by weighted 
least-squares (more weight is given to observations close to the middle of 
the window); the residual (vertical) distance from the line to each point in 
the window is determined. The outliers (points with large residuals) are then 
downweighted and the line is re-estimated; this process is iterated a few 

So with monthly data you don't have to use s.window=12 (and notice it must be 

Hope it helps

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