Dear All,
I'm trying to use dynlm to fit a time series.
I have 3 seasonal terms. Here is an example of the problem.
This is my time variable, hourly data:
timeSeries <- seq(as.POSIXct("2011-01-01 00:00:00"),
as.POSIXct("2011-12-31 23:00:00"), by="hour")
My response
is:
y <- rnorm(length(t), 1000, 500)
There are 3 seasonal factors:
t.h <- as.POSIXlt(t)$hour # hours of the day
t.d <- as.POSIXlt(t)$wday # days of the week
t.m <- as.POSIXlt(t)$mon # months of the year
I can create a time series object for the hour, by doing
t.hh <- ts(t.h, freq=24)
but how to I create time series objects for the day (t.d) and the month (t.m)?
I tried
t.dd <- ts(t.d, freq=t.d)
but this doesn't work.
I would appreciate any help.
Regards,
Dave
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