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decompose time series data
Hi;
I am new to Matlab and here is the question; I need help.
We have a time series data need to be decomposed into three parts, 1)
trend, 2) seasonal and 3) irregular, usually we use SAS proc X11 to
do this, now we try to use MATLAB, any suggestions? or X11 matlab
code?
thanks!
Mei
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 chengmei73 (2)
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6/6/2006 1:08:07 AM |
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chengmei wrote:
>
>
> Hi;
>
> I am new to Matlab and here is the question; I need help.
> We have a time series data need to be decomposed into three parts,
> 1)
> trend, 2) seasonal and 3) irregular, usually we use SAS proc X11 to
> do this, now we try to use MATLAB, any suggestions? or X11 matlab
> code?
>
> thanks!
>
> Mei
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0
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 nicolas.tremblay.16 (7)
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6/6/2006 5:54:33 AM
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It wont run directly in Matlab, but the source code of the O-Matrix Time
Series toolbox, http://www.omatrix.com/stsa.html might help you.
"nic" <nicolas.tremblay.16@ulaval.ca> wrote in message
news:ef38b51.0@webcrossing.raydaftYaTP...
> chengmei wrote:
>>
>>
>> Hi;
>>
>> I am new to Matlab and here is the question; I need help.
>> We have a time series data need to be decomposed into three parts,
>> 1)
>> trend, 2) seasonal and 3) irregular, usually we use SAS proc X11 to
>> do this, now we try to use MATLAB, any suggestions? or X11 matlab
>> code?
>>
>> thanks!
>>
>> Mei
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 harmonic (96)
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6/6/2006 9:21:12 PM
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2 Replies
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