[R-SIG-Finance] [R-sig-finance] Problem using stl() on data from quantmod

[Wind2]

ts(IBM, freq = 250)[, 4]
makes stl() OK.

I wonder the purpose of freq=250.   If IBM indeed contains different number
of data each year, say, 255 data one year and 252 data for another, is it
still propriate to use freq=250?

I tried to set freq=1 while using start to specify the start date.   But
don't know how to set start to a specific date.   

Thanks Gabor.

Regards,
Wind


Gabor Grothendieck wrote:
> 
> Try this:
> 
> library(quantmod)
> getSymbols("IBM")
> xx <- ts(IBM, freq = 250)[, 4]
> xx <- na.approx(xx)
> plot(stl(log(xx), s.window = "period"))
> 
> 
> On Mon, Dec 29, 2008 at 8:45 AM, Wind <windspeedo at qq.com> wrote:
>> With the following code,
>>
>> getSymbols("^GSPC")
>> xx<-as.ts(GSPC[,4])
>> xx<-na.approx(xx)
>> plot(stl(log(xx),s.window="period"))
>>
>> There is an error:
>> Error in stl(log(xx), s.window = "period") :
>>  only univariate series are allowed
>>
>>> str(log(xx))
>>  ts [1:724, 1] 7.26 7.26 7.25 7.25 7.25 ...
>>  - attr(*, "dimnames")=List of 2
>>  ..$ : NULL
>>  ..$ : chr "GSPC.Close"
>>  - attr(*, "tsp")= num [1:3] 13516 14239     1
>>
>> It seems that the structure of xx is a little complicated.   But I still
>> don't know how to trim it to the simplest ts format.
>>
>> Regards,
>> Wind
>>
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