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When I decompose a time series using stl in R is the trend output simply the seasonally adjusted data that I can then use in my model? Or do I need to make further adjustments? Ultimately, I need to adjust the daily open interest of a futures contract for seasonality.

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closed as off-topic by Richard Hardy, skoestlmeier, LocalVolatility, byouness, Bram Feb 7 at 13:10

  • This question does not appear to be about quantitative finance within the scope defined in the help center.
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  • $\begingroup$ I do not know of any stl package in R... are you referring to the age-spatial-temporal (AST) model (which is used for fitting a model to adjust to changes in three dimensions)? $\endgroup$ – Theodore Weld Jan 17 at 1:16
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    $\begingroup$ Seasonal Trend Decomposition using Loess (STL) $\endgroup$ – Ajk Jan 17 at 2:12
  • $\begingroup$ ahh ok, thanks. $\endgroup$ – Theodore Weld Jan 17 at 2:15
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    $\begingroup$ I'm voting to close this question as off-topic because it is about using specific software for time series analysis, hence bearing little relevance to quantitative finance. It could better fit either a programming or a statistics forum. $\endgroup$ – Richard Hardy Feb 5 at 10:52

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