Problem using stl() on data from quantmod
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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