Problem using stl() on data from quantmod

stl requires that a fixed frequency be specified.

On Mon, Dec 29, 2008 at 10:30 AM, Wind2 <windspeedo at qq.com> wrote:

ts(IBM, freq = 250)[, 4]
makes stl() OK.

I wonder the purpose of freq=250.   If IBM indeed contains different
number
of data each year, say, 255 data one year and 252 data for another, is it
still propriate to use freq=250?

I tried to set freq=1 while using start to specify the start date.   But
don't know how to set start to a specific date.

Thanks Gabor.

Regards,
Wind


Gabor Grothendieck wrote:

Try this:

library(quantmod)
getSymbols("IBM")
xx <- ts(IBM, freq = 250)[, 4]
xx <- na.approx(xx)
plot(stl(log(xx), s.window = "period"))


On Mon, Dec 29, 2008 at 8:45 AM, Wind <windspeedo at qq.com> wrote:

With the following code,

getSymbols("^GSPC")
xx<-as.ts(GSPC[,4])
xx<-na.approx(xx)
plot(stl(log(xx),s.window="period"))

There is an error:
Error in stl(log(xx), s.window = "period") :
 only univariate series are allowed

str(log(xx))

 ts [1:724, 1] 7.26 7.26 7.25 7.25 7.25 ...
 - attr(*, "dimnames")=List of 2
 ..$ : NULL
 ..$ : chr "GSPC.Close"
 - attr(*, "tsp")= num [1:3] 13516 14239     1

It seems that the structure of xx is a little complicated.   But I
still
don't know how to trim it to the simplest ts format.

Regards,
Wind

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