Skip to main content
2 of 7
added 1157 characters in body
Chaos
  • 113
  • 1
  • 3
  • 14

Trend and Seasonal component fitting

I am very new to Time Series Analysis (together with R). I have been practising with some very simple datasets to understand how to decompose the time series into Trend, Seasonal and Error components and then check whether the Error component is Gaussian or not. Till this point, everything is pretty much clear to me. However, after the decomposition, how do I fit the trend and seasonal component, using R that is? I am confused on 'to what' do I fit my trend and seasonal component? I mean what should my predictors be? Time, perhaps?

Below is one of time series datsets that I used. This time series is called 'jj' and is present in the 'astsa' package. The frequency of this time series is quarterly.:

    > jj
         Qtr1      Qtr2      Qtr3      Qtr4
  1960  0.710000  0.630000  0.850000  0.440000
  1961  0.610000  0.690000  0.920000  0.550000
  1962  0.720000  0.770000  0.920000  0.600000
  1963  0.830000  0.800000  1.000000  0.770000
  1964  0.920000  1.000000  1.240000  1.000000
  1965  1.160000  1.300000  1.450000  1.250000
  1966  1.260000  1.380000  1.860000  1.560000
  1967  1.530000  1.590000  1.830000  1.860000
  1968  1.530000  2.070000  2.340000  2.250000
  1969  2.160000  2.430000  2.700000  2.250000
  1970  2.790000  3.420000  3.690000  3.600000
  1971  3.600000  4.320000  4.320000  4.050000
  1972  4.860000  5.040000  5.040000  4.410000
  1973  5.580000  5.850000  6.570000  5.310000
  1974  6.030000  6.390000  6.930000  5.850000
  1975  6.930000  7.740000  7.830000  6.120000
  1976  7.740000  8.910000  8.280000  6.840000
  1977  9.540000 10.260000  9.540000  8.729999
  1978 11.880000 12.060000 12.150000  8.910000
  1979 14.040000 12.960000 14.850000  9.990000
  1980 16.200000 14.670000 16.020000 11.610000

    > decomp_JJ=stl(log(jj),s.window = 4)
    > plot(decomp_JJ)

STL Plot for JJ

Any help on this is much appreciated!

Chaos
  • 113
  • 1
  • 3
  • 14