[R] Time Series Data

[Prof Brian Ripley]

On Sun, 23 Dec 2001, Bill Vedder wrote:

>
> Happy Holidays All,
>
> I'm trying to use stl() to extract a seasonal component from a time
> series. I believe the root cause of my problem lies in how I imported
> the data into R.
>
> In Excel (csv), the data look like:
>             Jan     Feb    Mar    ....
> 1949    12.2    9.0    7.9     ....
> 1950    17.2    16.9  9.9    ....
> 1951    8.2       7.0    7.7    ....
>
> I import to R using:
> a<-read.csv("d:/programs/r/airpass.csv",header=TRUE, sep = ",")
>
> then I try to coerce a to a .ts object using:
> > a.ts<- as.ts(a)
>
> but get the following error:
> Error in dimnames<-.data.frame(*tmp*, value = list(NULL, names)) :
>         invalid dimnames given for data frame
>
> I have tried everything (except what works).  When I do:
>
> > mode(a)
>
> R returns:
> [1] "list"
>
> Other things I've done show me that R is treating the columns as
> separate variables.
>
> How do I specify to R that I want the csv data read as a single,
> univariate times series sampled once/month over many years?

With some difficulty!  Try

a <- ts(as.vector(t(as.matrix(a))), start=c(1949, 1), freq = 12)

That takes the data frame, makes a matrix, reads it by row and turns it
into a time series (if I got it right).



-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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