[R] help with R

Ed Wang eymw at hotmail.com
Thu Dec 1 18:24:05 CET 2005


I've downloaded the precompiled R 2.1.1 version and am using Windows XP
on my office workstation.  As mentioned previously, I've resorted to batch
jobs to avoid the hanging that occurs when I try to plot the 3690 length
vector of data.  If it's warranted, I can do a build from the source and 
specific parameters in the makefile if people feel it is warranted.

Based on Berton's suggestion to look at the range of packages available
I think stl() might be as appropriate a package to use to identify all three
components of the time series data I have: underlying trend, seasonality
over a full year period (periodicity of one year, or 246 days in my case),
and residual (which I have no expectation that it will necessarily be

For the following dataset (15 years, 246 days/year => 3690 days of data)
what reasonal parameters for running stl() would folks suggest?  I've not
had any luck with getting stl() to return any useful information.  It 
to stop with the statement

        series is not periodic or has less than two periods


stl(zHO, s.window=1, s.degree=2, l.window=246)

or the obvious ways I might try running stl() (i.e. plot(stl(zHO))).  It's
possible I've not properly specified the length of expected periodicity as
a parameter (246 days in my case).

All suggestions are welcome!  I'm trying to avoid going back and fitting
a linear model with 245 dummy variables.



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