Hi, I'm trying to use this library, but I must be misunderstanding something. I'm getting weird seasonal and residual series from Decompose.
I have a weekly time series that decomposes just fine with R's mstl or stl. However, with stl.Decompose, the residual series looks like what I'd expect to be seasonal, and seasonal is completely strange.
I'm sure I do something wrong, but cannot figure it out. Is there anything I do wrong? Thank you.
R (x %>% ts(freq=168) %>% stl(s.window=13; mstl() gives similar result):
Go (stl.Decompose(x, 168, 35, sql.Additive(),stl.WithRobustIter(0),stl.WithIter(2))) seasonal:
testdata.csv
Hi, I'm trying to use this library, but I must be misunderstanding something. I'm getting weird seasonal and residual series from
Decompose.I have a weekly time series that decomposes just fine with R's
mstlorstl. However, withstl.Decompose, the residual series looks like what I'd expect to be seasonal, and seasonal is completely strange.I'm sure I do something wrong, but cannot figure it out. Is there anything I do wrong? Thank you.
R (
x %>% ts(freq=168) %>% stl(s.window=13;mstl()gives similar result):Go (
stl.Decompose(x, 168, 35, sql.Additive(),stl.WithRobustIter(0),stl.WithIter(2))) seasonal:testdata.csv