Displaying 20 results from an estimated 30000 matches similar to: "Time series (ts) questions."
2011 Feb 16
2
leap years in temporal series command ts
Hi R community!
I'd like to create a temporal series with ts command for the interval
1st January 2002 - 31 December 2008. I have daily values, so this is a
2557 days temporal series. I'm using this command :
ts(observations, start=2002, end=2009, freq=365)
However, I don't get the correct temporal series since both frequency
(365 OR 366 for leap years) and deltat (1/365 OR
2011 Mar 24
2
Help with creating a ts (time series) object with daily sampling values
Hi All,
I have a data set of daily measurements of river flow. I would like to
create a "ts" object from this data.
Here's a sample data set:
date <- as.Date(c(1:300), format="%Y")
year=as.numeric(format(date, format = "%Y"))
month=as.numeric(format(date, format = "%m"))
julianday=as.numeric(format(date, format = "%j"))
2011 Nov 26
3
Time series merge?
I have two time series
a <- ts(1:10, start=c(1,6), end=c(2,5), frequency=10)
b <- ts(1:5, start=c(2,1), end=c(2,5), frequency=10)
Obviously 'b' is a subset of 'a'. I want a single index value indicating
where that start of 'b' lines up with the start of 'a'. So in this simple
example I would expect an index of 5. I was playing with 'merge'.
2002 Feb 11
2
Time Series ts() Objects
Hi,
Is it possible to create a ts() object, whose data is daily based BUT
measured only on working days?
In other words, suppose I have a data set with 255 observations, measured
from 29 June 1959 to 30 June 1960. How would I create such a data? I
tried something like:
ts(c(...), start(1959, 180))
but I'm not sure what to use for frequency. In other words I don't know
how to
2012 May 02
1
select month data in ts objects
In a time series ts object, like the z1.ts below:
z1 = array(1:235)
z1.ts = ts(z1, frequency =12)
I would like to select only a certain month, for instance the "February"
data
If I transform the data to a matrix, I have the problem that 235 is not
a multiple of 12
I do not like to cut or add data, or program a loop to pick out the
correct data.
I am wondering if exist an easier
2008 Sep 04
1
Building a time series.
I have a need to build a time series and there are a couple of aspects about the time series object that are confusing me. First it seems that ts.union is not doing what I would expect. For example:
x0 <- rep(0,10)
x1 <- rep(1,10)
xt0 <- ts(x0, frequency=10)
xt1 <- ts(x1, frequency=10)
st2 <- ts.union(xt0, xt1)
> xt2
Time Series:
Start = c(1, 1)
End = c(1, 10)
Frequency = 10
2011 Nov 08
3
window?
Can someone enlighten me on why the following doesn't work?
setwd('C:/Temp/R')
d <- rep(1:53,2)
(s <- ts(d, frequency=53, start=c(2000,10)))
n <- length(s)
k <- n%/%3
for(i in (n-k):n)
{
st <- c(start(s)[1] + (start(s)[2] + i)%/%frequency(s), (start(s)[2] +
i) %% frequency(s))
ed <- c(start(s)[1] +
2008 Jun 14
3
cbind'ing multivariate ts objects
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]
2009 Oct 28
5
PDF Corrupted?
I am running R 2.9.2 and creating a PDF that I am trying to open with Adobe Reader 9.2 but when I try to open it the reader responds with
"There was an error opening this document. The file is damaged and cannot be repaired.:
I am using the R command(s):
pdf(file="cat.pdf", title="Historical Sales By Category")
for(j in 1:length(master))
{
d <-
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
. . . . .
2008 Mar 06
1
can't merge zoo ojects and convert to ts (been trying for 2 days)
I'm stuck, but am sure it can be done I just don't understand how.
I have data in an irregular timeseries. I want to be able to use stl to
visualise the data (see seasonal parts etc), so I need to change to regular
series of class ts (I think).
I am using 2 zoo objects one is regular and the other is my irregular data.
I am then merging to create the object I want but when I try to change
2006 Jun 26
2
converting to time series object : ts - package:stats
Hi,
I am trying to convert a dataset (dataframe) into time series object using ts function in stats package. My dataset is as follows:
>df
[1] 11.08 7.08 7.08 6.08 6.08 6.08 23.08 32.08 8.08 11.08 6.08 13.08 13.83 16.83 19.83 8.83 20.83 17.83
[19] 9.83 20.83 10.83 12.83 15.83 11.83
I converted this into time series object as follows
>tsdata <-
2008 Sep 02
2
More help with stl?
I don't understand the output of stl. As a simple example:
y <- numeric(1:365)
y[250] = 1
stl <- stl(ts(y, frequency=7), s.window="periodic")
This returns without error but the results are puzzling to me. If you plot the results it is probably easiest to visualize what I mean.
plot(stl)
This shows the original data (a single spike at 250). A trend (which also shows a bump
2006 Nov 23
1
Problem with as.ts(zoo-object)
Dear all,
I have an error message, when I try to convert a zoo object (called
test) to ts (on R 2.4.0, Package zoo version 1.2-1, Windows XP)
> test
1994-05-10 1994-06-09 1994-07-09
0.0024943889 0.0024881824 0.0006955831
> str(test)
atomic [1:3] 0.002494 0.002488 0.000696
- attr(*, "index")=Class 'Date' num [1:3] 8895 8925 8955
> is.regular(test)
[1] TRUE
2012 Feb 06
1
Creating time series (ts) object
Hi everyone.
I have have a dataset with daily measurement from January 1st of 1966 up to
December 31th of 2011.
Here's the first part of the data:
Date SLEV
1/1/1966 1.086
1/2/1966 1.079
1/3/1966 1.133
1/4/1966 1.261
1/5/1966 1.391
1/6/1966 1.571
1/7/1966 1.728
1/8/1966 1.823
1/9/1966 1.97
1/10/1966 1.804
1/11/1966 2.02
1/12/1966 2.017
1/13/1966 1.86
1/14/1966 1.96
1/15/1966 1.813
1/16/1966
2008 Nov 21
1
cex.lab etc. ignored in plot.ts for multiple plots (PR#13315)
Full_Name: Yan Wong
Version: 2.8.0
OS: Mac OS X 10.4
Submission from: (NULL) (78.149.183.231)
When plotting multiple time series in a single plot, via
plot.ts(plot.type="multiple"), the cex.lab, col.lab, and font.lab arguments are
ignored
> plot(ts(data.frame(a=1:10, b=1:10)), plot.type="single", cex.lab=0.5,
col.lab="red") #tiny red axis labels
>
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()
2008 Aug 29
1
Generating a time series.
I have a bunch of lists that are essentially time-series with the unit of time being 'day'. So I naturally want to generate a time-series from 1:365. I was wondering if there is a nifty 'R' trick to turn a list with missing data (the list may contain values at 100, 230, and 360) into a time series with the missing data filled in (with zeros).
Thank you.
Kevin
2010 Jan 08
2
time series analysis for a time series without a regular frequency
Hello,
I am trying to conduct a time series analysis on historic hydrologic data,
but I cannot coerce it into class ts because it does not have regular
sampling intervals (some years have 20 samples, other have 8). Specifically
I am trying to perform a CUSUM or or other step change detection, but the
packages all seem to require data as ts.
Is there a way to coerce my data into ts while
2007 Sep 12
1
irregular time series
Howdy!
I am attempting to convert a date frame with irregular dates into a
regular time series, aggregated by date. i have tried using both the
'its' and 'zoo' packages.
I have something like
times<-c("2003-03-05", "2003-03-05", "2003-05-05" ,"2003-04-07" ,"2003-03-05")
aarf<-data.frame(times)
aarf$x<-runif(5)
what i