[R] tsdiag and tsStructure for np,ns,nt and nl determination

Jan Verbesselt Jan.Verbesselt at agr.kuleuven.ac.be
Mon Aug 11 16:26:05 CEST 2003

Hi R-Helpers,

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,
Jan (...Decomposing....)

Jan Verbesselt 
Research Associate 
Lab of Geomatics and Forest Engineering K.U. Leuven
Vital Decosterstraat 102. B-3000 Leuven Belgium 
Fax: +32-16-329760

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