Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Trend() returning incorrect result #9

Open
M-Harrington opened this issue Feb 10, 2019 · 0 comments
Open

Trend() returning incorrect result #9

M-Harrington opened this issue Feb 10, 2019 · 0 comments

Comments

@M-Harrington
Copy link

In writing the CV procedure I've made extensive use of the trend() method for the STL object created. Unfortunately, it seems like it produces the incorrect result. See for example:

temp<-c(-5.98,-8.15,-5.48,-2.405,-2.17,-5.985,-6.52,-5.06,-4,-6.83,-6.35,-3.63,-4.75,-7.5,-8.75,-7.42,-7.45,-8.09,-7.86,-5.91,-5.79,-8.66,-9.16,-3.575,-3.875,-7.01,-8.5,-8.07,-8.515,-10.3,-8.45,-8.67,-9.16,-9.91,-9.815,-9.12,-12.735,-14.3,-12.77,-4.66,-5.14,-7.25,-8.465,-6.525,-9.46,-11.3,-9.5,-5.86,-6.48,-8.725,-8.53,-6.73,-7.32,-7.3,-7.475,-6.575,-6.77,-7.35,-6.97,-2.85,-5.41,-6.65,-5.92,-5.08,-4.435,-6.525,NA,-5.37,-5.18,-7.575,NA,-3.7,-5.77,-9.355,-9.245,-5.98,-7.87,-9.705,-9.635,-6.795)
start<- c(1996,1); 
temp.ts <- ts(tempdat, start=start, frequency = 4)

stlobj <- stlplus(temp.ts, s.window=55, s.degree=1,
                  t.window=4,
                  t.degree=2,fc.window=10)

plot(temp.ts)
plot(stlobj)
plot(ts(trend(stlobj),start= start,
         frequency = 4))

Trend seems to return something that looks much more like the original time series than the trend line shown in the plot of the stl object. I'm sure this is just a small mistake in the method, but I'm not sure where it might be.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant