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In writing the CV procedure I've made extensive use of the trend() method for the STL object created. Unfortunately, it seems like it produces the incorrect result. See for example:
temp<-c(-5.98,-8.15,-5.48,-2.405,-2.17,-5.985,-6.52,-5.06,-4,-6.83,-6.35,-3.63,-4.75,-7.5,-8.75,-7.42,-7.45,-8.09,-7.86,-5.91,-5.79,-8.66,-9.16,-3.575,-3.875,-7.01,-8.5,-8.07,-8.515,-10.3,-8.45,-8.67,-9.16,-9.91,-9.815,-9.12,-12.735,-14.3,-12.77,-4.66,-5.14,-7.25,-8.465,-6.525,-9.46,-11.3,-9.5,-5.86,-6.48,-8.725,-8.53,-6.73,-7.32,-7.3,-7.475,-6.575,-6.77,-7.35,-6.97,-2.85,-5.41,-6.65,-5.92,-5.08,-4.435,-6.525,NA,-5.37,-5.18,-7.575,NA,-3.7,-5.77,-9.355,-9.245,-5.98,-7.87,-9.705,-9.635,-6.795)
start<- c(1996,1);
temp.ts <- ts(tempdat, start=start, frequency = 4)
stlobj <- stlplus(temp.ts, s.window=55, s.degree=1,
t.window=4,
t.degree=2,fc.window=10)
plot(temp.ts)
plot(stlobj)
plot(ts(trend(stlobj),start= start,
frequency = 4))
Trend seems to return something that looks much more like the original time series than the trend line shown in the plot of the stl object. I'm sure this is just a small mistake in the method, but I'm not sure where it might be.
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