STL function minimum observation

北城以北 提交于 2019-12-11 15:57:14

问题


I am building a forecasting model sing R utilizing stl() function. I have monthly data for 2 years, that's 24 observations, 2 period.

Now stl() won't allow me to decompose my data saying that I have less than the required minimum observation. I check the code and yes, it needs to be 24 + 1 or 2 period + 1.

My question is why it needs extra observation? decompose() function needs only at least 2 period.

来源:https://stackoverflow.com/questions/48723342/stl-function-minimum-observation

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