CODEWITHSUNDEEP
rtime-series
fahadshery
fahadshery

Reputation:

Seasonal Decomposition of Time Series STL NOT WORKING

I have a weekly data ts object.

> bvg1TS
Time Series:
Start = c(2013, 4) 
End = c(2015, 3) 
Frequency = 52 
  [1] 2.966812 2.939399 2.872005 2.950616 2.967781 2.965619 2.970308 2.942091 2.863181 2.980295 2.947549 2.942091
 [13] 2.875945 2.978333 2.966935 2.980904 3.023234 2.991919 3.041026 2.994267 2.916576 2.946435 3.046428 2.966970
 [25] 2.991558 3.011992 3.002000 3.059313 3.042949 2.876813 2.898701 2.870776 2.948676 2.919896 2.935181 2.882285
 [37] 2.923060 2.932156 2.845724 2.752336 2.813689 2.839735 2.769321 2.788457 3.006690 3.043881 3.016572 3.046467
 [49] 3.139696 3.174412 3.099379 3.103872 3.053300 3.055752 3.135360 3.102986 3.092577 3.118464 3.145579 3.216891
 [61] 3.114963 3.022140 3.126573 3.226314 3.215919 3.228102 3.176195 3.133876 3.172260 3.179221 3.137750 3.214817
 [73] 3.205800 3.210800 3.283134 3.240072 3.258800 3.345034 3.226608 3.203244 3.277908 3.242800 3.184734 3.234800
 [85] 3.243738 3.170665 3.164850 3.187008 3.161083 3.236417 3.276416 3.261774 3.108953 2.946660 2.998852 3.008005
 [97] 3.043996 3.127296 3.253415 3.263998 3.148936 2.966812 2.939399 2.872005

I want to do STL but getting the following error:

> fit <- stl(bvg1TS, s.window="period")
Error in stl(bvg1TS, s.window = "period") : 
  series is not periodic or has less than two periods

Can't seem to find the solution...any ideas?

Thanks & Regards,

Shery

Upvotes: 1

Views: 856

Answers (1)

Rob Hyndman
Rob Hyndman

Reputation: 31820

The help message says:

series is not periodic or has less than two periods

Your data are clearly periodic (in the sense that you have specified a frequency greater than 1) and have exactly two periods.

But if you check the first few lines of the stl function to find where the error is being generated you will see this:

if (period < 2 || n <= 2 * period) 
        stop("series is not periodic or has less than two periods")

Your series has n=104 and period=52. Add one more observation and the problem will go away.

Either the help message should say "less than or equal to two periods" or the test should say n < 2 * period.

Upvotes: 4

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