similar to: Multivariate time series in R 3 vs R 2

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

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

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

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()

I use R 2.7.0 on GNU/Linux. I have noticed a problem in cbind method for multivariate time series (ts) objects. Consider the following example: > t <- ts(data.frame(a = 10:20, b = 20:30, c = 30:40, d = 40:50)) > t1 <- t[, c('a', 'b')] > t2 <- t[, c('c', 'd')] > > colnames(t1) [1] "a" "b" > colnames(t2) [1]

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

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

Hello, I am wondering how I should set up the tsp attribute (available through attr(x, "tsp")) of a dataset x? Let's assume that x has 100 points, and I want to set the frequency to 4. I tried: > attr(x,"tsp")<-c(1,100,4) Error in attr(x, "tsp") <- c(1, 100, 4) : invalid time series parameters specified Is there any other way to set the frequency of

>>>>> 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

Is this a bug? seasonal.dummies <- function(x, contr=NULL) { # takes a time series and returns a matrix of seasonal dummies for # x. This is almost cycle(x), we only have to make it into a factor # and add suitable level names. # return a matrix which includes a constant! # level names here assumes frequency is 12! cyc <- factor( cycle(x), labels=c("ene","feb",

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")

R Help Community I'm trying to understand time series (TS) objects. Thought I understood but recently have run into a series of error messages that I'm not sure how to handle. I have 15 years of quarterly data and I typically create a TS object via something like... data.ts <- ts(mydata, start = 2002, frequency = 4) this create a matric as opposed to a vector object as I receive a

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

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 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read

Dear R Helpers, Currently I'm working with the ts package of R and created a TimeSerie from pixels extracted from satellite imagery(S10 NDVI data, 10 daily composites). I'm trying to decompose this signal in different signals (seasonal and trend). When testing out the STL method is says => Only univariate timeseries are allowed, but the current Timeserie I'm using is univariate!

Dear all, Before I file this as a bug, I wanted to check if I didn't miss something. The help page of lag() says that the function returns a time series object. It actually does return something that looks like a ts object (the attribute tsp is set). But when using a vector, the class "ts" is not added to the result: > avec <- 1:10 > lag(avec) [1] 1 2 3 4 5 6 7 8

Hallo everyone I have two univariate time series (class ts) describing the same variable. They have the same resolution, but span different periods in time with a big gap in between. I need to append one to the other such that they are one object, with the gap filled with NAs. The method ts.union produces a multivariate time series where the time axis is correct, but the individual time series

Hi mailinglist members, I’m actually working on a time series prediction and my current approach is to decompose the series first into a trend, a seasonal component and a remainder. Therefore I’m using the stl() function. But I’m wondering how to get the single components in order to predict the particular fitted series’. This code snippet illustrates my problem: series <-

Hi, I have a dataframe (try.1) with  date/time and temperature columns, and the date/time is in POSIXct fomat. Sample included below. I would like to to try decompose () or stl() to look at the trends and seasonality in my data, eventually so that  I can  look at autocorrelation.  The series is 3 years of water temperature with clearly visible seasonal periods. Right now, if I try decompose,

If value is NULL I think tsp assignment should not return a class ts object. Below is a fixed version. Paul Gilbert ____ "tsp<-" <-function(x, value) {if (is.null(value)) {attr(x, "tsp") <- value if(inherits(x,"ts")) class(x) <- NULL return(x) } attr(x, "tsp") <- value class(x) <- "ts" x }