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
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