Displaying 20 results from an estimated 10000 matches similar to: "Preliminary version of ts package"
2003 Jun 09
1
Questions for package ts prediction
Dear helpers,
I am trying to write a function to return prediction values using
package ts. I have written three different versions since I am not sure
what's wrong with my func2. func and func1 return the same results.But
func1 and func2 don't. In particular, the only difference between
"func1" and "func2" is the function variable name being y and data,
respectively.
1999 Jul 15
1
[R] R: ts - objects (PR#228)
Marcus Eger <marcus.eger@physik.uni-marburg.de> writes:
> > time(sqrt(arrts))
> Time Series:
> Start = c(1, 1)
> End = c(5, 1)
> Frequency = 1
> [1] 1 2 3 4 5
Looks like a bug...
> ----------------------------------------------------------------------------
> 2. (At least) boolean indexing with matrices does not seem to work
> properly:
>
2005 Jun 03
1
ts.intersect a multivariate and univariate ts
This seems like a FAQ, but I can't figure it out.
I have a mv ts object:
R > tsp(pg)
[1] 1982 2003 1
R > dim(pg)
[1] 22 12
and a univariate ts:
R > tsp(rw)
[1] 1690 1996 1
Yet, when I try to intersect them:
R > tsp(ts.intersect(rw, pg))
[1] 1982 2176 1
the process goes awry.
How to I get rw and pg to be one ts that runs from 1982 to 1996 and has 13
univariate time
2011 Nov 02
1
kernapply.ts
I have a suggestion for kernapply for ts objects. When we choose the
option circular=F, the returned series don't have the correct dates. The
removed dates are all at the beginning instead of half at the beginning
and half at the end. It is particularly useful when we need to smooth
the series (or remove a trend using a filter) before estimating a model
(like in macroeconomics) or simply
2010 Jul 03
2
Change the frequency of a ts?
I'm trying to convert a column of a table into a ts object. The data is
monthly, so I want the ts frequency to be 12.
I did this ...
> filings.ts = as.ts(Filings.100K, frequency=12)
> filings.ts
Time Series:
Start = 1
End = 311
Frequency = 1
[1] 246.9336 305.6789 ... ...
> tsp(filings.ts)
[1] 1 311 1
> tsp(filings.ts) <- c(1,311,12)
Error in attr(x, "tsp")
1999 Apr 27
1
Multivariate ts -- arithmetic bug [ for SOME time-series ] (PR#178)
Paul wrote to R-devel :
PaulG> ts() is giving me problems on Solaris:
PaulG> R : Copyright 1999, The R Development Core Team
PaulG> Version 0.64.0 (April 8, 1999)
PaulG> ...
>> z <- ts(matrix(1:20,10,2), start=c(1969,1), frequency=12)
>> max(abs(z-z))
PaulG> Error: invalid time series parameters specified
>> traceback()
2007 Nov 24
1
patch proposal for plot.ts
Hi all.
Currently, if you try:
> lag.plot(1:10)
you get superposed labels '1' and '10'. Things go worse in more extreme cases:
x <- ts(1:10)
x1 <- lag(x, 4)
plot(x1, x)
This is due to a mistake in plot.ts. My suggestion is the following
really minimal patch to plot.ts:
@@ -530,7 +530,7 @@ plot.ts <-
text(xy, labels =
2017 Sep 02
1
Precision error in time index of ts objects
Thanks for the very detailed explanation.
I did not create the series using structure(), that was the result of
dump() on an intermediate object created within tsdisagg::ta(), which is
where I found the error in the first place. ta() indeed manipulates .Tsp
directly, rather than using ts. I guess this is a bug in tsdisagg then.
Thanks!
--
Andrea Altomani
On Sat, Sep 2, 2017 at 12:31 AM
2005 Feb 02
4
(no subject)
can you recommend a good manual for R that starts with a data set and gives
demonstrations on what can be done using R? I downloadedR Langauage
definition and An introduction to R but haven't found them overly useful.
I'd really like to be able to follow some tutorials using a dataset or many
datasets. The datasets I have available on R are
Data sets in package 'datasets':
2012 Jan 10
1
plotOHLC(alpha3): Error in plotOHLC(alpha3) : x is not a open/high/low/close time series
R version 2.12.0, 64 bit on Windows.
Here is a short script that illustrates the problem:
library(tseries)
library(xts)
setwd('C:\\cygwin\\home\\Ted\\New.Task\\NKs-01-08-12\\NKs\\tests')
x = read.table("quotes_h.2.dat", header = FALSE, sep="\t", skip=0)
str(x)
y <- data.frame(as.POSIXlt(paste(x$V2,substr(x$V4,4,8),sep="
"),format='%Y-%m-%d
2005 Jan 31
2
changing the time base in a ts
I'm probably apporaching this all wrong to start but....
Suppose I have a monthly time series and I want to compute the mean of
months 6,7, and 8. I want to plot the original time series and the
seasonal time series, one above the other. When I do that as below the
time series don't line up for reasons that are obvious. How can I
change the base of the seasonal time series so I can make
1999 Aug 10
2
Is a ts of length one a ts? (PR#245)
The following seems confused (0.65 snapshot)
> x <- ts(1:20)
> window(x, 1, 1)
Time Series:
Start = c(1, 1)
End = c(1, 1)
Frequency = 1
[1] 1
Warning message:
Not returning a time series object in: [.ts(x, i)
(it of class ts, as the print method shows). Under 0.64.2 it is even more
confusing:
> x <- ts(1:20)
> window(x, 1, 1)
Warning: Not returning a time series object
2017 Sep 01
0
Precision error in time index of ts objects
On Fri, 1 Sep 2017, Andrea Altomani wrote:
> I should have formulated my question in a more specific way.
>
> 1. I suspect this is a floating point precision issue. I am not very
> knowledgeable about R internals, can someone else confirm it?
Yes. If you represent a series with increment 1/12 it depends on how you
do it. As a simple example consider the following two descriptions
2000 Aug 21
2
diff.default / diff.ts in wrong package bug (PR#640)
{all recent versions of R}
Problem / design bug :
diff.default() doesn't deal with "ts" objects properly,
diff.ts() does, but that is only available from package "ts"
where as the constructor function ts() is in base.
It's not sufficient to just move diff.ts() to package base,
since it relies itself on lag & lag.default which are also only in package
ts.
2002 Dec 06
3
ts startdate
Dear R-users,
I am facing a trivial problem when trying to parameterise the start date
of a time series object. I am working with monthly data (104) performing
n-steps-ahead (6) forecasts and using a fixed window size (36). At the
end of calculations I have a list that contains 69 forecasts.
I have no problems in fixing the window size by parametrization, e.g.
k<- control variable in a for
1999 Jul 02
1
Bug in "[.ts" for multivariate ts {Problem with plot.ts, "["} (PR#216)
>>>>> On Fri, 02 Jul 1999, Adrian Trapletti <Adrian.Trapletti@wu-wien.ac.at> said:
Adrian> There seems to be a problem with plot.ts (R Version 0.64.2)
> x<-cbind(1:10,2:11)
> x<-as.ts(x)
> plot(x)
Adrian> Error: subscript (20) out of bounds, should be at most 10
This is definitely a bug
--> CC: R-bugs
ALL NOTE : This is *not* new
2017 Sep 01
2
Precision error in time index of ts objects
I should have formulated my question in a more specific way.
1. I suspect this is a floating point precision issue. I am not very
knowledgeable about R internals, can someone else confirm it?
2. Should this be considered a bug or not, because it is "just a precision
issue"? Should I report it?
3. How can it happen? From a quick review of ts.R, it looks like the values
of the time
2012 Dec 29
1
bug in plot.ts?
Dear all,
I think I have found a buglet in plot.ts
plot.ts(x=1,type="n") # correct: does not show the plot
plot.ts(x=1,y=1,type="n") # not correct: does show the plot
I did not investigate the problem in depth but it could be related to
the switch xy.labels, in fact
plot.ts(x=1,y=1,type="n",xy.labels=TRUE) # does show the plot
1999 May 11
1
another multivariate ts bug
I think this is another one of the same kind of bugs in ts:
Version 0.64.1 (May 8, 1999)
...
> z <- ts(matrix(1:20,10,2), start=c(1969,1), frequency=12)
> (z > 5) | (z < 2)
Error: invalid time series parameters specified
>
Paul
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r-devel mailing list -- Read
2009 Jun 14
1
time function behavior for ts class objects
Hi all-
I am trying to use the time function for ts class objects and do not
understand the return value. I want to use it to set up a time trend in
arima fits. It does not seem to return a correct linear sequence that
matches the underlying time series. I am running:
R version 2.8.1 (2008-12-22).
For example:
R> ## create a time series
R> x <- rnorm(24)
R> (xts <-