Hi All,
I have a very simple question about a time series object: how to access
values for a particular year and quarter (say)?
Suppose, following
http://www.stat.pitt.edu/stoffer/tsa2/R_time_series_quick_fix.htm
I have read in data as a time series; here is how it looks.
* Qtr1 Qtr2 Qtr3 Qtr4
1960 0.71 0.63 0.85 0.44
1961 0.61 0.69 0.92 0.55
. . . . .
. . . . .
1979 14.04 12.96 14.85 9.99
1980 16.20 14.67 16.02 11.61*
How do I access the value for 1961 quarter 3 (say)?
Dipankar
[[alternative HTML version deleted]]
On Jan 30, 2010, at 9:22 AM, Dipankar Basu wrote:> Hi All, > > I have a very simple question about a time series object: how to > access > values for a particular year and quarter (say)? > > Suppose, following > > http://www.stat.pitt.edu/stoffer/tsa2/R_time_series_quick_fix.htm > > I have read in data as a time series; here is how it looks. > > * Qtr1 Qtr2 Qtr3 Qtr4 > 1960 0.71 0.63 0.85 0.44 > 1961 0.61 0.69 0.92 0.55 > . . . . . > . . . . . > 1979 14.04 12.96 14.85 9.99 > 1980 16.20 14.67 16.02 11.61* > > How do I access the value for 1961 quarter 3 (say)?Time series (at least as I understand them) are vectors or matrices with a folded and labeled print method but they are not referenced by the marginal indices that are offered in the print method. Assuming you followed that set of examples and have a time series named, jj, the specific element could be accessed as: > yr=1961 > qtr=3 > jj[ 4*(yr-1960)+qtr ] [1] 0.92 Or if you wanted to extract the start year programmatically: > jj[4*(yr-attr(jj, "tsp")[1])+qtr] [1] 0.92 > jj[4*(yr-start(jj))+qtr] [1] 0.92 NA That NA comes from the return values of 1960 and 1 using start. The help page for start has no section that describes the values, but it appears that you get both the year and qtr. > jj[4*(yr-start(jj)[1])+qtr] [1] 0.92 # what I expected -- David Winsemius, MD Heritage Laboratories West Hartford, CT
See ?window.ts, e.g.> # 1 > tt <- ts(c(0.71, 0.63, 0.85, 0.44, 0.61, 0.69, 0.92, 0.55),+ start = 1960, frequency = 4)> at <- c(1961, 3) > window(tt, at, at)[1][1] 0.92 Note that 1961.00, 1961.25, 1961.50 and 1961.75 represent the 4 quarters of 1961 so this also works: # 2> window(tt, 1961.5, 1961.5)[1][1] 0.92 (Without the [1], the above commands return a time series of length 1 rather than just a number.) A third approach is to convert to zoo. as.zoo.ts converts a ts series to a zoo series whose index can be accessed via year + fraction notation and window.zoo supports an index argument (so we can avoid having to specify the index twice):> # 3 > library(zoo) > coredata(window(as.zoo(tt), index = 1961.5))[1] 0.92 (Without coredata it returns a length 1 zoo series rather than just a number.) On Sat, Jan 30, 2010 at 9:22 AM, Dipankar Basu <basu.15 at gmail.com> wrote:> Hi All, > > I have a very simple question about a time series object: how to access > values for a particular year and quarter (say)? > > Suppose, following > > http://www.stat.pitt.edu/stoffer/tsa2/R_time_series_quick_fix.htm > > I have read in data as a time series; here is how it looks. > > * ? ? ? Qtr1 ?Qtr2 ?Qtr3 ?Qtr4 > ?1960 ?0.71 ?0.63 ?0.85 ?0.44 > ?1961 ?0.61 ?0.69 ?0.92 ?0.55 > ? ?. ? ? . ? ? . ? ? . ? ? . > ? ?. ? ? . ? ? . ? ? . ? ? . > ?1979 14.04 12.96 14.85 ?9.99 > ?1980 16.20 14.67 16.02 11.61* > > How do I access the value for 1961 quarter 3 (say)? > > Dipankar > > ? ? ? ?[[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >