Displaying 20 results from an estimated 3000 matches similar to: "Aggregate lag"
2012 Apr 11
2
What is a better way to deal with lag/difference and loops in time series using R?
Hello,
I am writing codes for time series computation but encountering some
problems
Given the quarterly data from 1983Q1 to 1984Q2
PI1<-ts(c(2.747365190,2.791594762, -0.009953715, -0.015059485,
-1.190061246, -0.553031799, 0.686874720, 0.953911035),
start=c(1983,1), frequency=4)
> PI1
Qtr1 Qtr2 Qtr3 Qtr4
1983 2.747365190 2.791594762
2007 Jul 25
3
aggregate.ts
Consider the following scrap of code:
> x<- ts(1:50,start=c(1,11),freq=12)
> y <- aggregate(x,nfreq=4)
> c(y)
[1] 6 15 24 33 42 51 60 69 78 87 96 105 114 123 132 141
> y
Error in rep.int("", start.pad) : invalid number of copies in rep.int()
> tsp(y)
[1] 1.833333 5.583333 4.000000
So we can aggregate into quarters, but we cannot print it using
2007 Jul 25
3
aggregate.ts
Consider the following scrap of code:
> x<- ts(1:50,start=c(1,11),freq=12)
> y <- aggregate(x,nfreq=4)
> c(y)
[1] 6 15 24 33 42 51 60 69 78 87 96 105 114 123 132 141
> y
Error in rep.int("", start.pad) : invalid number of copies in rep.int()
> tsp(y)
[1] 1.833333 5.583333 4.000000
So we can aggregate into quarters, but we cannot print it using
2012 Apr 12
4
Definition of "lag" is opposite in ts and xts objects!
Example:
Will ts objects be obsolete or modified?
> a [,1]
1983 Q1 2.747365190
1983 Q2 2.791594762
1983 Q3 -0.009953715
1983 Q4 -0.015059485
1984 Q1 -1.190061246
1984 Q2 -0.553031799
1984 Q3 0.686874720
1984 Q4 0.953911035> lag(a,4) [,1]
1983 Q1 NA
1983 Q2 NA
1983 Q3 NA
1983 Q4 NA
1984 Q1 2.747365190
1984 Q2
2012 Feb 17
4
How can I tabulate time series data (in RStudio or any other R editor)?
Hello,
I have a question on how to tabulate the time series data. I use
RStudio, but if can be done in any other R editor, it should work in
RStudio as well.
> a1<-11:22
> a1ts<-ts(a1, frequency=4, start=c(1978,1))
> a1ts Qtr1 Qtr2 Qtr3 Qtr4
1978 11 12 13 14
1979 15 16 17 18
1980 19 20 21 22
If I click the variable "a1ts" on the
2008 Jan 06
1
aggregate.ts help
Hi,
I have a ts object with a frequency of 4, i.e., quarterly data, and I would
like to calculate the mean for each quarter. So for example:
> ts.data=ts(1:20,start=c(1984,2),frequency=4)
> ts.data
Qtr1 Qtr2 Qtr3 Qtr4
1984 1 2 3
1985 4 5 6 7
1986 8 9 10 11
1987 12 13 14 15
1988 16 17 18 19
1989 20
If I do this manually, the mean
2008 Jan 10
1
question about subset and join ts object(s)
Hi,
I have two questions about ts.
(1) How do I subset a ts object and still preserve the time index? for
example:
> x=ts(1:10, frequency = 4, start = c(1959, 2)) # the ts object
> x
Qtr1 Qtr2 Qtr3 Qtr4
1959 1 2 3
1960 4 5 6 7
1961 8 9 10
I don't want the 1st 2 elements, so I could subset like this:
> x[3:length(x)]
[1] 3 4 5 6 7 8 9 10
2010 Jan 30
2
question about time series objects
Hi All,
I have a very simple question about a time series object: how to access
values for a particular year and quarter (say)?
Suppose, following
http://www.stat.pitt.edu/stoffer/tsa2/R_time_series_quick_fix.htm
I have read in data as a time series; here is how it looks.
* Qtr1 Qtr2 Qtr3 Qtr4
1960 0.71 0.63 0.85 0.44
1961 0.61 0.69 0.92 0.55
. . . . .
2024 Jun 10
2
head.ts, tail.ts loses time
>>>>> Spencer Graves
>>>>> on Mon, 10 Jun 2024 07:50:13 -0500 writes:
> Hi, Gabor et al.: Thanks for this. I should change my
> current application to use either zoo or xts, as Gabor
> suggests.
> However, I was surprised to learn that "[.ts" does NOT
> return an object of class "ts". I see that
2003 Nov 25
1
Time series indexing/subsetting
R-listers:
I may be asking too much from R, but is there a way to use time indexing
on a time series object. For instance:
> tsobject <- ts(1:12, start =1999, freq = 4)
> tsobject
Qtr1 Qtr2 Qtr3 Qtr4
1999 1 2 3 4
2000 5 6 7 8
2001 9 10 11 12
> tsobject[1999,Qtr4]
Error in NextMethod("[") : Object "Qtr4" not found
I would
2010 Sep 22
2
Unique subsetting question
Hi all,
I'm looking at a large data set, and I'm interested in removing rows where
only one variable is duplicated. Here's an example:
> presidents
Qtr1 Qtr2 Qtr3 Qtr4
1945 NA 87 82 75
1946 63 50 43 32
1947 35 60 54 55
1948 36 39 NA NA
1949 69 57 57 51
1950 45 37 46 39
1951 36 24 32 23
1952 25 32 NA 32
1953 59
2024 Jun 09
2
head.ts, tail.ts loses time
Hello, All:
The 'head' and 'tail' functions strip the time from a 'ts' object.
Example:
> head(presidents)
[1] NA 87 82 75 63 50
> window(presidents, 1945, 1946.25)
Qtr1 Qtr2 Qtr3 Qtr4
1945 NA 87 82 75
1946 63 50
Below please find code for 'head.ts' and 'tail.ts' that matches
'window'.
Comments?
2024 Jun 10
1
head.ts, tail.ts loses time
zoo overcomes many of the limitations of ts:
library(zoo)
as.ts(head(as.zoo(presidents)))
## Qtr1 Qtr2 Qtr3 Qtr4
## 1945 NA 87 82 75
## 1946 63 50
xts also works here.
On Sun, Jun 9, 2024 at 12:04?PM Spencer Graves
<spencer.graves at prodsyse.com> wrote:
>
> Hello, All:
>
>
> The 'head' and 'tail' functions strip the time
2024 Jun 10
1
head.ts, tail.ts loses time
Hi, Gabor et al.:
Thanks for this. I should change my current application to use either
zoo or xts, as Gabor suggests.
However, I was surprised to learn that "[.ts" does NOT return an
object of class "ts". I see that "head.default" and "head.matrix" both
call "[", so "head" cannot return a ts object, because "["
1999 Feb 18
1
model.frame mangles time series (PR#121)
This one showed up while looking at one of Ripley's other reports:
> data(freeny)
> model.frame(y~1,data=freeny,subset=1:10)
y
1962.25 8.79236
1962.5 8.79137
1962.75 8.81486
1963 8.81301
1963.25 8.90751
1963.5 8.93673
1963.75 8.96161
1964 8.96044
1964.25 9.00868
1964.5 9.03049
> model.frame(y~1,data=freeny,subset=1:10)$y
Warning: Replacement length not a
2010 Mar 18
1
Regression of a time series on its Quarters
# Dear List,
# I want to characterize a time series according to its Quarter components.
# My data ("a.ts":
http://docs.google.com/View?id=dfvvwzr2_478cr9k4cdb)? look like:
#???????????????? Qtr1????????? Qtr2????????? Qtr3????????? Qtr4
#?? 1948 -0.0714961837? 0.0101747827? 0.0654816569 -0.0227830729
#?? 1949 -0.1175517556? 0.1151378692? 0.1015777858 -0.1971535900
#?? 1950?
2024 Jun 11
1
head.ts, tail.ts loses time
It isn't really clear that it can't work. This does work by inserting NA's.
library(zoo)
as.ts(as.zoo(lynx)[ c(1:3, 7) ] )
## Time Series:
## Start = 1821
## End = 1827
## Frequency = 1
## [1] 269 321 585 NA NA NA 3928
On Mon, Jun 10, 2024 at 10:32?AM Martin Maechler
<maechler at stat.math.ethz.ch> wrote:
>
> >>>>> Spencer Graves
2024 Jun 10
1
head.ts, tail.ts loses time
Hi, Martin et al.:
On 6/10/24 9:32 AM, Martin Maechler wrote:
>>>>>> Spencer Graves
>>>>>> on Mon, 10 Jun 2024 07:50:13 -0500 writes:
>
> > Hi, Gabor et al.: Thanks for this. I should change my
> > current application to use either zoo or xts, as Gabor
> > suggests.
>
>
> > However, I was
2006 May 31
1
Inconsistent behaviour when manipulating a ts object with frequency = 12 or 4
Dear All,
I found the following under R 2.3.0 on WINXP (tested on 2 PCs, I do
not have access to Linux from this PC, sorry ... )
> set.seed(10)
> x <- ts(rnorm(6),frequency=7)
> x
Time Series:
Start = c(1, 1)
End = c(1, 6)
Frequency = 7
[1] 0.01874617 -0.18425254 -1.37133055 -0.59916772 0.29454513 0.38979430
> x[24] <- NA
> x
Time Series:
Start = c(1, 1)
End = c(1, 6)
2009 Nov 20
2
How to setup the tsp attribute of a dataset
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