[R] tsdiag and tsStructure for np,ns,nt and nl determination
Jan.Verbesselt at agr.kuleuven.ac.be
Mon Aug 11 16:26:05 CEST 2003
I'm dealing with the STL procedure and trying to apply the tsdiag and
StructTS onto the ts object to analyse the different parameters which
need to be set. How can I use the tsStructure & tsdiag to create a
seasonal, trend and cycle subseries plot so that I can select & analyse
the correct np,ns, nt and nl?
The problem is that too much signal goes into the seasonal variation and
that the trend is not followed as it should. I tried already several
values for all the parameters following the article guidelines of
Cleveland but the results don't differ a lot from each other.
Is the period (n(p)) that is needed for the STL derived from the
'frequency' set by the time series object? Should I define the time
series so that the frequency follows the growth season (dry and wet
cycle) and not the years?
Thanks a lot in advance,
Lab of Geomatics and Forest Engineering K.U. Leuven
Vital Decosterstraat 102. B-3000 Leuven Belgium
More information about the R-help