similar to: Is a ts of length one a ts? (PR#245)

>>>>> 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

There is now a preliminary version of a time series package in the R-devel snapshots, and we would welcome feedback on it. It is based in part on the packages bats (Martyn Plummer) and tseries (Adrian Trapletti) and in part on code I had or have written. (Thanks for the contributions, Martyn and Adrian!) Some of the existing ts code has been changed, for example to plot multiple time series, so

Hello! Recently I got report that my package mar1s doesn't pass checks any more on R 3.0.2. I started to investigate and found the following difference in multivariate time series handling in R 3.0.2 compared to R 2 (I've checked on 2.14.0). Suppose I wish to calculate seasonal component for time series. In case of multivariate time series, I wish to process each column independently.

This message is in MIME format --_=XFMail.1.3.p0.Linux:990702182137:16900=_ Content-Type: text/plain; charset=us-ascii There was some discussion a while back on R-devel between Ross Ihaka, Paul Gilbert and myself about row subsetting in time series. I think the consensus was that "[.ts" should not try to coerce its result back to a time series object (which is underlying the problem

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")

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: >

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

Hello: I'm having trouble plotting an object of class "ts" that is in a data.frame. I can do it with(data.frame, plot(...)) but not with plot(..., data.frame); see the example below. This work around gets me past this problem. However, I thought the R Core team might want to know about this if they don't already. Thanks for all your work in making

Time Series functions in R ========================== I think a good basic S-like functionality for library(ts) in base R would include ts class, tsp, is.ts, as.ts plot methods start end window frequency cycle deltat lag diff aggregate filter spectrum, spec.pgram, spec.taper, cumulative periodogram, spec.ar? ar -- at least univariate by Yule-Walker arima -- sim, filter, mle, diag, forecast

I'm having some problems with aggregate.ts, e.g. R> x <- ts(1:20) R> frequency(x) [1] 1 R> aggregate(x, nfreq=1/3) Error in aggregate.ts(x, nfreq = 1/3) : cannot change frequency from 1 to 0.333333333333333 In fact aggregate.ts only accepts a new frequency that is a negative power of two in this example. The problem with the current test for compatible frequencies if

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

{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.

I have done a re-working of the time series code in base R and library ts that will appear in Friday's snapshot. I am sure at least one person will be dissatisfied, but I am convinced there are fewer errors than there were before (I found more than 20, as well as several documented features that did not exist.) The principles in the code are: tsp attributes can only go on vectors of length

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

I am developing a package to analyse physiological time-series and I thought that the most reliable and robust solution was to base it on the native stats::ts class. In my domain it is common to express series frequencies as samples-per-second. So ts(..., frequency=10) would mean a signal sampled 10 times every second, and ts(..., frequency = 1) a signal sampled every second. Following this logic,

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

Hi, I want to apply a function (in my case SDF; package ?sapa?) repeatedly over discrete sections of a daily time series object by sliding a time window of constant length (e.g. 10 consecutive years or 1825 days) over the entire ts at increments of 1 time unit (e.g. 1 year or 365 days). So for example, the first SDF would be calculated for the daily values of my variable recorded between years 1

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 <-

I've been using R for a while, but now find myself needing to understand time-series objects for a short course I am teaching. I am putting together some daily financial datasets for illustration, but having some trouble in aggregating the data to months or weeks. I am getting a "cannot change frequency from 1 to 12" message. I am not sure that aggregation is where I want to go

On 05/12/2019 11:00 a.m., Johann R. Kleinbub wrote: > It's been three months without an answer, is it ok to thread bump? > Would someone provide a pointer? I agree it's a bug, and agree with your analysis. You should report it on bugs.r-project.org. (If you don't have an account there, let us know, and either someone will give you one, or someone will report it for you.)