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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.
If this question can be reworded to fit the rules in the help center, please edit the question.

  • $\begingroup$ 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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