[R] stl function

Achim Zeileis Achim.Zeileis at uibk.ac.at
Fri Jul 9 20:47:28 CEST 2010


On Fri, 9 Jul 2010, kateg wrote:

>
> Hi all,
>
> I'm working on decomposition and comparison of several time series. I'm
> interested in extracting the trend components for each time series using the
> stl function and overlaying them on one another.
>
> I'm not sure how to plot the trend function alone and to do the overlay
> using some kind of loop. If anyone has any insight that would be great!

stl(...)$time.series

is a "ts" series containing seasonal/trend/remainder. Thus, the trend can 
be extracted via

stl(...)$time.series[, "trend"]

See ?stl for more details.
Z

> thanks,
>
> Katie
> -- 
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