How to remove/identify trend and the seasonal component separately from time series data? what are the technique available in MINITAB or R software.Can I use Moving Average filter to decompose original time series data? I tryied to use stl command in forecast package in R but when I run code it occur an error.I used monthly tourists arrivals data only. code:fit <- stl(data, t.window=15, s.window="periodic", robust=TRUE) Error in stl(data, t.window = 15, s.window = "periodic", robust = TRUE) : only univariate series are allowed.can anyone give idea to slove my problem
Where I would START (since you mentioned Minitab) is with a seasonal decomposition. (Stat > Time Series > Decomposition) on the raw data. This will give you seasonal factors for each month, and you can save the deseasonalized data. Note that this should be used for seasonality ONLY. The trend from this procedure is often poor. But once you get rid of seasonality, then you can see how reliable the trend is. Plot your deseasonalized data and stare at it for a bit.
If you are lucky, your trend is linear (or if it is linear after you transform the data in some way) then you can fit this in Minitab as well using a variety of procedures (see @Siddhesh's list).
And R is a good choice (with a very good forecasting package), but with a bit tougher learning curve.