[R] stl,package=stats

Uwe Ligges ligges at statistik.uni-dortmund.de
Sun Jul 18 20:00:32 CEST 2004

bob mccall wrote:
> Greetings:
> I'm using the time series decomposition routine "stl" from the package "stats".
> But how do I get the results into a vector to work with them?
> example:
> data(AirPassengers)
> m<-stl(AirPassengers,"per")
> print(m)
> This lists the output but can't figure out how to extract the individual series like seasonal, trend, irregular.

There are two ways:
Either use str(m) to look at the structure of the object or read the 
help page ?stl which tells you that

   ... 'stl returns an object of class "stl" with components
    time.series     a multiple time series with columns
                    seasonal, trend and remainder.' ...

I don't know whether there are any specific extractor methods, but to 
extract the decomposed seasonal values, you can simply write:


Uwe Ligges

> Thanks,
> Bob
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