Gobs
Gobs

Reputation: 47

Index / subset time series object with multiple columns

The output of stl is an object of class "stl" which includes a "multiple time series with columns seasonal, trend and remainder." I would like to only get the remainder part of the timeseries so I can plot the acf and see if it resembles white noise. In RStudio, in the Data window the description of this time series reads as:

time.series:
..-attr(*,"dimnames")=List of 2
.. ..$ : NULL
.. ..$ : chr[1:3] "seasonal" "trend" "remainder"

How can I get just the remainder part of the timeseries? As you can tell, I'm quite new at R.

Upvotes: 0

Views: 166

Answers (1)

markus
markus

Reputation: 26353

Try

out <- stl(nottem, "per")
head(out$time.series[, "remainder"])
#[1] 0.2665254 1.1097288 1.8429318 0.1348488 1.3517676 0.3064259

Example taken from ?stl

Plot

acf(out$time.series[, "remainder"])

enter image description here

Upvotes: 1

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