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

[Brian G. Peterson]

Ok, I see no reason at all for using as.ts here.  Leave your data in xts.

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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