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List:       r-sig-finance
Subject:    Re: [R-SIG-Finance] about periodicity data
From:       "Brian G. Peterson" <brian () braverock ! com>
Date:       2008-10-24 20:02:21
Message-ID: 18253.199.198.251.108.1224878541.squirrel () mail ! braverock ! com
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Michael Sun wrote:
> Hi Guys,
> Does any one have  the experience on how to normalise(or we say
> standardise)the periodic data, for example, the attached data.

This looks a lot like seasonality.  Perhaps that could aid your searching,
as much has been written, including on this list, on dealing with
Seasonality of data in R.

Without looking, I recall that Shumway and Stoffer cover this topic.

R packages uroot, partsm, and ast may prove useful.  Also the base 'stats'
package contains the function decompose() and a few others for dealing
with seasonality.

Please report back so other can benefit from whatever you figure out.

Regards,

   - Brian

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