[R] ts vs zoo
Schweitzer, Markus
Markus.Schweitzer at hilti.com
Thu Oct 12 12:26:42 CEST 2006
thank you very much for the information.
I guess I should have been more clear here.
I was looking for the "monthly" or weekly trends within this one year
period.
to get there I now only took the zoo object "x" and made
x<-as.ts(x)
x<-ts(x, frequency=7) #to get 52 weeks(Periods) with 7 days each
-> to get 12 periods e.g. months with 29,30 or 31 days, I guess I can
only choose frequency=30
I then can run stl
It is just a pitty, that the "labeling" (jan 2005, feb 2005 ..) has
gone.
So thank you for your hint with barplot and rollmean
best regards, markus
-----Original Message-----
From: Achim Zeileis [mailto:Achim.Zeileis at wu-wien.ac.at]
Sent: Donnerstag, 12. Oktober 2006 12:15
To: Schweitzer, Markus
Cc: R-help at stat.math.ethz.ch
Subject: Re: [R] ts vs zoo
Markus,
several comments:
> > I have lots of data in zoo format and would like to do some time
> > series analysis. (using library(zoo), library(ts) )
The "ts" package has been integrated into the "stats" package for a long
time now...
> > My data is usually from one year, and I try for example stl() to
> > find some seasonalities or trends.
As pointed out by Philippe, this is not what STL is made for. In STL you
try to find seasonality patterns by loess smoothing the seasonality of
subsequent years. If you have observations from just one year, there is
just one seasonality pattern (at least if you look for monthly or
quaterly patterns).
> > I have now accepted, that I might have to convert my series into ts
> > () but still I am not able to execute the comand since stl() is not
> > satisfied
And there are reasons for this: you need to have a regular time series
with a certain frequency so that STL is applicable. (One could argue
that "ts" is not the only format for regular time series but typically
you can easily coerce back and forth between "ts" and "zoo"/"zooreg".
> > x<-zoo(rnorm(365), as.Date("2005-01-01"):as.Date("2005-12-31"))
I don't think that this is what you want. Look at time(x). I guess you
mean
x <- zoo(rnorm(365), seq(from = as.Date("2005-01-01"),
to = as.Date("2005-12-31"), by = "1 day"))
> > x<-as.ts(x)
> > #x<-as.ts(x, frequency=12) #this has no effect frequency is not
Here, it seems to me that you want to aggregate to monthly data, this
can be done via
x2 <- aggregate(x, as.yearmon, mean)
This is now (by default) a regular series with frequency 12
frequency(x2)
and hence it can be easily coereced to "ts" and back (with almost no
loss of information):
as.zoo(as.ts(x2))
However, calling stl(as.ts(x2)) still complains that there are not
enough periods because this is just a single year, i.e., only a single
seasonality pattern. To look at this, you could do
barplot(x2)
For looking at the trend you could use a simple running mean
plot(x)
lines(rollmean(x, 14), 2)
or you could also use loess() or some other smoother...
For more details on the "zoo" package, see
vignette("zoo", package = "zoo")
Best,
Z
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