STL issue

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Joined: Fri Mar 03, 2017 2:59 am

STL issue

Postby pgrign » Thu Sep 14, 2017 4:17 am

Hi, I have an issue with the STL method to deseasonalize weekly data: I want to check whether the trend is accelerating or decelerating, so I look at the first difference, but it has strange spikes like those in the picture attached. Why does it happen? I checked with other series and it keep happening.
err.png (12.79 KiB) Viewed 393 times

EViews Gareth
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Re: STL issue

Postby EViews Gareth » Thu Sep 14, 2017 8:01 am

Hard to say without the data.
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