Hello everybody.
I'm a research student at University of Sunderland.
I'm using S-Plus4 ( PC version ) to analyse a time series, and in particular
I want to use
the command "loess.smooth".
Two parameters are essentials to fit a local regressio with Loess:
q, to decide how many points I want to form the weights and the degree of
the polynomial.
If I put q=20, it means that the first 20 points nearest to my point, say X,
are chosen.
In S-Plus4 is not required q, but the span.
I don't understand very well the definition of span, whose definition is:
Take a point, say X. Find the k nearest neighbors of X, which constitute a
neighborhood N(X). The number of neighbors k is specified as a percentage of
the total number of the points. This percentage is called span.
I think that from the definition the span is q/n, where n is the total
number of terms of the time series.
Now, the problem is that if n is big, span=q/n is very small and is not
accepted. In particular, I got this error ( with n=324,q=13 ):
"all data on boundary of neighborhood. make span bigger."
What does it mean?
Can anybody help me?
many thanks
Stefano Sofia
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