[R] Newbie Time Series Questions

ripley@stats.ox.ac.uk
Fri, 18 Oct 2002 07:04:08 -0000

On Thu, 17 Oct 2002, Robert Schick wrote:

> I have a data set of monthly river flows from 1960-2000, which are
> similar in structure to the nottem data:
>
> > klam.flow
>       Oct  Nov  Dec  Jan  Feb   Mar  Apr  May  Jun  Jul  Aug  Sep
> 1961 1461 1716 2524 1773 1906  2005 1756 1575 1387  983 1094 1382
> 1962 1907 2253 1985 1907 1769  1676 2634 1386  929  766  968 1309
> ...

Is that starting in Oct 1961 or what?


> I tried plotting with
>
> > ts.plot(klam.flow)
>
> Which quickly led me to realize the data aren't a "ts"
object, as it
> plotted 40 stacked lines instead of one long series. I've tried
> converting to this using ts or as.ts, e.g.
>
> > klam.ts <- ts(data=klam.flow, start=1960,end=2000, frequency=12)
>
> But this seems to explode the number of time series, e.g.
>
> > klam.ts
>           Oct  Nov  Dec  Jan  Feb   Mar  Apr  May  Jun  Jul  Aug  Sep
> Jan 1960 1461 1716 2524 1773 1906  2005 1756 1575 1387  983 1094 1382
> Feb 1960 1907 2253 1985 1907 1769  1676 2634 1386  929  766  968 1309
> Mar 1960 2511 2852 3661 2103 2189  2548 3841 2937  857  743 1058 1574

I think you have a data frame or matrix.

If a matrix, try

klam.ts <- ts(as.vectior(t(klam.flow)), start=c(1961,10), frequency=12)

If a data frame, try as.matrix and then the above.

> Any advice on how to properly create the ts object so it looks and plots
> a la Figure 13.15 in VR?

The issue is to start with a `ts' object.  The above may help, but your
descriptions are not really consistent.

--
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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