[R] stats::decompose - Problem finding seasonal component without trend

[Mike HC]

Hi R-help,

I'd like to extract the seasonal component of a short timeseries, and was
hoping to use stats::decompose.  I don't want to decompose the 'trend'
component so I thought I should call decompose(x,filter=0). I think I've
either misunderstood the filter argument or come upon a bug/feature in
decompose.

# EXAMPLE
x<-ts(c(2:12,rep(1,12),1:12),start=c(2009,2),frequency=12);x  # Starts in
Feb

#     Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
#2009       2   3   4   5   6   7   8   9  10  11  12
#2010   1   1   1   1   1   1   1   1   1   1   1   1
#2011   1   2   3   4   5   6   7   8   9  10  11  12

decompose(x) #ok, got some answer for seasonal component, but I don't want
to split the residual into trend and random.

decompose(x,filter=0) #this seems broken, ignoring some of the data in
seasonal calculation, and losing some points in the random component
# END EXAMPLE

I've debug-stepped through decompose and, as far as I can understand the
manipulation, it appears to ignore the first and last period. And only the
middle 12 points (all 1 in my example) are used in the calculation of the
seasonal averages. Unrelated, but it also seems to duplicate one value
during the calculation, and throw a warning due to a seemingly unnecessary
'end' argument to window.

I can probably get away with using some function like sweep or scale
instead, but please let me know if I'm just misusing decompose.  If it's a
bug, I hope the above helps..

Regards,
Mike

P.S.

I see this comment in the R 2.8.0 release notes:

 o   HoltWinters() and decompose() use a (statistically) more
        efficient computation for seasonal fits (they used to waste
        one period).

I'm on R 2.80:
               _                           
platform       i386-pc-mingw32             
arch           i386                        
os             mingw32                     
system         i386, mingw32               
status                                     
major          2                           
minor          8.0                         
year           2008                        
month          10                          
day            20                          
svn rev        46754                       
language       R                           
version.string R version 2.8.0 (2008-10-20)

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