24.5 Decompositions and testing for trend

It is useful to be able to turn a time series into components. The function stl (with a lower-case letter L, not
numeral one) performs seasonal decomposition of a time series into seasonal, trend and irregular components
using loess. First, we make a time series object, specifying the start date and the frequency (as in Section

24.4), then use stl to decompose the series:

up <- stl(high,"periodic")

plot(up)

ys <- factor(1+(yr>2002))

tapply(upper,ys,mean)

model1 <- lm(upper~index+sin(time*2*pi)+cos(time*2*pi))

summary(model1)

odel2 <-
lmer(upper~index+sin(time*2*pi)+cos(time*2*pi)+(1 | factor(yr)),REML=FALSE)
model3 <-
lmer(upper~sin(time*2*pi)+cos(time*2*pi)+(1 | factor(yr)),REML=FALSE)

anova(model2,model3)

means <- as.vector(tapply(upper,yr,mean))
model <- lm(means~I(1:19))

summary(model)

model <- lm(means[-1]~I(1:18))

summary(model)