[R] help with R

Kjetil Brinchmann Halvorsen kjetilbrinchmannhalvorsen at gmail.com
Fri Dec 2 00:31:25 CET 2005

Ed Wang wrote:
> Morning,
> 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 
> change
> 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
> ~N(0,\sigma^2)).
> 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 
> continues
> to stop with the statement
>         series is not periodic or has less than two periods
> using
> 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).

In creating the timeseries 9ts) object you need
myts <-  ts(mydata,    ....,   frequency=246)


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