In [2]:

    

# from the stats package

# decompose
# stl # LOESS


    

In [3]:

    

data(co2, package = "TSA")


    

In [9]:

    

# we can't set the moving window manually
decomp.co2 <- decompose(co2)


    

In [5]:

    

class(decomp.co2)


    

    





'decomposed.ts'

In [6]:

    

str(decomp.co2)


    

    




List of 6
 $ x       : Time-Series [1:132] from 1994 to 2005: 363 364 365 364 364 ...
 $ seasonal: Time-Series [1:132] from 1994 to 2005: 3.56 4.2 4.48 4.83 5.19 ...
 $ trend   : Time-Series [1:132] from 1994 to 2005: NA NA NA NA NA ...
 $ random  : Time-Series [1:132] from 1994 to 2005: NA NA NA NA NA ...
 $ figure  : num [1:12] 3.56 4.2 4.48 4.83 5.19 ...
 $ type    : chr "additive"
 - attr(*, "class")= chr "decomposed.ts"

In [7]:

    

plot(decomp.co2)


    

In [11]:

    

stl.co2 <- stl(co2, s.window = "periodic")


    

In [12]:

    

plot(stl.co2)


    

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