[R] Newbie Time Series Questions

Achim Zeileis zeileis at ci.tuwien.ac.at
Thu Oct 17 23:08:17 CEST 2002


Robert Schick wrote:
> 
> Thanks - That did the trick. Curious why the following doesn't quite
> work:
> klam.ts <- ts(data=klam.flow, start=c(1960,10), frequency=12)
> 
> The above doesn't make the vector.

It assumes that klam.flow contains 12 different time series *each* with
frequency 12 and generates a multiple time series of class "mts". This
is what you need if you have for example flow measurements of several
rives or measurements at several locations.
Z

> Rob
> 
> Achim Zeileis wrote:
> >
> > Robert Schick wrote:
> > >
> > > I have a data set of monthly river flows from 1960-2000, which are
> > > similar in structure to the nottem data:
> > >
> > > > klam.flow
> > >       Oct  Nov  Dec  Jan  Feb   Mar  Apr  May  Jun  Jul  Aug  Sep
> > > 1961 1461 1716 2524 1773 1906  2005 1756 1575 1387  983 1094 1382
> > > 1962 1907 2253 1985 1907 1769  1676 2634 1386  929  766  968 1309
> > > ...
> > >
> > > I tried plotting with
> > >
> > > > ts.plot(klam.flow)
> > >
> > > Which quickly led me to realize the data aren't a "ts" object, as it
> > > plotted 40 stacked lines instead of one long series. I've tried
> > > converting to this using ts or as.ts, e.g.
> > >
> > > > klam.ts <- ts(data=klam.flow, start=1960,end=2000, frequency=12)
> >
> > If I understand your data correctly they start in October 1961? Then you
> > should do something like
> >
> > R> klam.flow2 <- ts(as.vector(t(klam.flow)), start = c(1961, 10), freq =
> > 12)
> > R> plot(klam.flow2)
> >
> > This turns your time series to one long vector first and then adds the
> > "ts" properties.
> > Z
> >
> > > But this seems to explode the number of time series, e.g.
> > >
> > > > klam.ts
> > >           Oct  Nov  Dec  Jan  Feb   Mar  Apr  May  Jun  Jul  Aug  Sep
> > > Jan 1960 1461 1716 2524 1773 1906  2005 1756 1575 1387  983 1094 1382
> > > Feb 1960 1907 2253 1985 1907 1769  1676 2634 1386  929  766  968 1309
> > > Mar 1960 2511 2852 3661 2103 2189  2548 3841 2937  857  743 1058 1574
> > > ...
> > >
> > > Any advice on how to properly create the ts object so it looks and plots
> > > a la Figure 13.15 in VR?
> > >
> > > I'm using R 1.60 on a Windows 2000 box.
> > >
> > > Thanks
> > > --
> > > Rob Schick
> > > Research Associate
> > > NOAA Fisheries
> > > Santa Cruz Lab
> > > 110 Shaffer Road
> > > Santa Cruz, CA 95060
> > > Phone: 831.420.3960
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> > > r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
> > > Send "info", "help", or "[un]subscribe"
> > > (in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
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> 
> --
> Rob Schick
> Research Associate
> NOAA Fisheries
> Santa Cruz Lab
> 110 Shaffer Road
> Santa Cruz, CA 95060
> Phone: 831.420.3960
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
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