error in stl .series is not periodic

2020-07-26 01:48发布

I am pretty sure I am missing something which is very simple but still not able to figure out why this error is showing up . The data I have is of every month end data from 2013 Apr to 2014 Mar. Now I want to understand the trend over the 12 months period .

xx <- structure(c(41.52, 41.52, 41.52, 41.68, 41.68, 41.68, 41.84, 
41.84, 41.84, 42.05, 42.05, 42.05), .Tsp = c(2013.25, 2014.16666666667, 
12), class = "ts");

is my time series data . Now when I use

 stl(xx,s.window ="periodic")

I get error :

Error in stl(xx, s.window = "periodic") : 
  series is not periodic or has less than two periods

i am not sure what is wrong as I understand the series has 12 periods .Please assist

1条回答
淡お忘
2楼-- · 2020-07-26 02:33

The terminology is a little misleading. In R, the frequency is the number of observations in one "period". For monthly data, frequency=12 and you have just one period. You need two periods, or 24 observations, to use stl().

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