Dear list members
I want to analyze separately the months of a time series. In other words, I
want to plot and fit models for each month separately.
Taking the example of
http://a-little-book-of-r-for-time-series.readthedocs.org/en/latest/src/timeseries.html
births <- scan("http://robjhyndman.com/tsdldata/data/nybirths.dat")
birthstimeseries <- ts(births, frequency=12, start=c(1946,1))
birthstimeseries
plot.ts(birthstimeseries)
birthstimeseriesHW <- HoltWinters(birthstimeseries)
plot(birthstimeseriesHW)
How to proceed the plotting and HoltWinters smoothing considereing only
Januarys, Februarys, etc. separately.
Thanks in advance.
Antonio Olinto
[[alternative HTML version deleted]]
Hi> -----Original Message----- > From: r-help-bounces at r-project.org [mailto:r-help-bounces at r- > project.org] On Behalf Of Antonio Silva > Sent: Tuesday, December 04, 2012 10:26 AM > To: R-help at r-project.org > Subject: [R] partial analisys of a time series > > Dear list members > > I want to analyze separately the months of a time series. In other > words, I want to plot and fit models for each month separately. > > Taking the example of > http://a-little-book-of-r-for-time- > series.readthedocs.org/en/latest/src/timeseries.html > > births <- scan("http://robjhyndman.com/tsdldata/data/nybirths.dat") > birthstimeseries <- ts(births, frequency=12, start=c(1946,1)) > birthstimeseries > plot.ts(birthstimeseries) > birthstimeseriesHW <- HoltWinters(birthstimeseries) > plot(birthstimeseriesHW) > > How to proceed the plotting and HoltWinters smoothing considereing only > Januarys, Februarys, etc. separately.Split your data by months to a list, use lapply. using zoo package blist <-split(birthstimeseries, months(as.Date(birthstimeseries))) l.blist <- lapply(blist, HoltWinters) Regards Petr> > Thanks in advance. > > Antonio Olinto > > [[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.
Try period.apply() from the xts package. MW On Tue, Dec 4, 2012 at 9:26 AM, Antonio Silva <aolinto.lst at gmail.com> wrote:> Dear list members > > I want to analyze separately the months of a time series. In other words, I > want to plot and fit models for each month separately. > > Taking the example of > http://a-little-book-of-r-for-time-series.readthedocs.org/en/latest/src/timeseries.html > > births <- scan("http://robjhyndman.com/tsdldata/data/nybirths.dat") > birthstimeseries <- ts(births, frequency=12, start=c(1946,1)) > birthstimeseries > plot.ts(birthstimeseries) > birthstimeseriesHW <- HoltWinters(birthstimeseries) > plot(birthstimeseriesHW) > > How to proceed the plotting and HoltWinters smoothing considereing only > Januarys, Februarys, etc. separately. > > Thanks in advance. > > Antonio Olinto > > [[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.
HI,
You can subset by:
birthstimeseriesJan<-subset(birthstimeseries,cycle(birthstimeseries)==1)
A.K.
----- Original Message -----
From: Antonio Silva <aolinto.lst at gmail.com>
To: R-help at r-project.org
Cc:
Sent: Tuesday, December 4, 2012 4:26 AM
Subject: [R] partial analisys of a time series
Dear list members
I want to analyze separately the months of a time series. In other words, I
want to plot and fit models for each month separately.
Taking the example of
http://a-little-book-of-r-for-time-series.readthedocs.org/en/latest/src/timeseries.html
births <- scan("http://robjhyndman.com/tsdldata/data/nybirths.dat")
birthstimeseries <- ts(births, frequency=12, start=c(1946,1))
birthstimeseries
plot.ts(birthstimeseries)
birthstimeseriesHW <- HoltWinters(birthstimeseries)
plot(birthstimeseriesHW)
How to proceed the plotting and HoltWinters smoothing considereing only
Januarys, Februarys, etc. separately.
Thanks in advance.
Antonio Olinto
??? [[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.
HI, I am getting an error message: l.blist<-lapply(blist,HoltWinters) #Error in decompose(ts(x[1L:wind], start = start(x), frequency = f), seasonal) : ?# time series has no or less than 2 periods A.K. ----- Original Message ----- From: PIKAL Petr <petr.pikal at precheza.cz> To: Antonio Silva <aolinto.lst at gmail.com>; "R-help at r-project.org" <R-help at r-project.org> Cc: Sent: Tuesday, December 4, 2012 5:07 AM Subject: Re: [R] partial analisys of a time series Hi> -----Original Message----- > From: r-help-bounces at r-project.org [mailto:r-help-bounces at r- > project.org] On Behalf Of Antonio Silva > Sent: Tuesday, December 04, 2012 10:26 AM > To: R-help at r-project.org > Subject: [R] partial analisys of a time series > > Dear list members > > I want to analyze separately the months of a time series. In other > words, I want to plot and fit models for each month separately. > > Taking the example of > http://a-little-book-of-r-for-time- > series.readthedocs.org/en/latest/src/timeseries.html > > births <- scan("http://robjhyndman.com/tsdldata/data/nybirths.dat") > birthstimeseries <- ts(births, frequency=12, start=c(1946,1)) > birthstimeseries > plot.ts(birthstimeseries) > birthstimeseriesHW <- HoltWinters(birthstimeseries) > plot(birthstimeseriesHW) > > How to proceed the plotting and HoltWinters smoothing considereing only > Januarys, Februarys, etc. separately.Split your data by months to a list, use lapply. using zoo package blist <-split(birthstimeseries, months(as.Date(birthstimeseries))) l.blist <- lapply(blist, HoltWinters) Regards Petr> > Thanks in advance. > > Antonio Olinto > > ??? [[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.______________________________________________ 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.