Breaking it up into trend and seasonal and error components

August 14, 2011

(This article was first published on The Dancing Economist, and kindly contributed to R-bloggers)

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> GDP=ts(GDP,start=1,frequency=4)
> dlGDP=diff(log(GDP))
> plot(stl(log(GDP),”per”))

This allows us to do a structural decomposition
log(GDP) = trend + season + error 

Here is the business.

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