Message-ID: <tencent_445647FB0D42DFC339CD4AF6@qq.com>
Date: 2008-12-29T13:45:53Z
From: Wind
Subject: Problem using stl() on data from quantmod
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