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STL issue

Posted: Thu Sep 14, 2017 4:17 am
by pgrign
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.

Re: STL issue

Posted: Thu Sep 14, 2017 8:01 am
by EViews Gareth
Hard to say without the data.