Problem using stl() on data from quantmod

Ok, I see no reason at all for using as.ts here.  Leave your data in xts.

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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The issue is in stl which will convert (try) to ts internally:
stl
function (x, s.window, s.degree = 0, t.window = NULL, t.degree = 1,
...
    x <- na.action(as.ts(x))
    if (is.matrix(x))
        stop("only univariate series are allowed")
    n <- length(x)
    period <- frequency(x)
    if (period < 2 || n <= 2 * period)
        stop("series is not periodic or has less than two periods")

Which will result in an object of freq=1, and thus throw an error.

Jeff
Ok, I see no reason at all for using as.ts here.  Leave your data in xts.

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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Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com