[R] Time Series Data

[David Winsemius]

On Nov 27, 2009, at 9:55 AM, chris carleton wrote:

>
> Hi All,
>
> I'm trying to analyze some time series data and I have run into  
> difficulty. I have decadal sun spot data and I want to separate the  
> very regular periodic function from the trend and noise. I looked  
> into using stl(), but the frequency of the time series data must be  
> greater than 1 for stl(). My data covers a 1000 year interval from  
> 9095 BP to 8095BP and the frequency is, therefore, 0.1 (because the  
> data are decadal). I've tried changing the frequency, but the only  
> frequency that creates a plot of the time series data which matches  
> the raw data is 0.1. Is there anything I can do to the data that  
> will make it more amenable to stl(), or is there another package  
> that I could use for decomposing the signal that does not require  
> that the frequency of the time series to be greater than 1? Thanks,

I do not understand why you are not multiplying by 10 and rounding.

-- 
David
>


David Winsemius, MD
Heritage Laboratories
West Hartford, CT