[R] window?
Kevin Burton
rkevinburton at charter.net
Wed Nov 9 02:19:18 CET 2011
The problem is when I use the window function an try to extract a subset of
the time series an specify the frequency as 1 (not only will ets not take a
time series with a frequency greater than 24, now that I am taking a subset
there is no frequency so I would like to set it to 1 (which is one of the
arguments to the window function) but it does not produce what I expect.
That is the problem. I fail to see the relationship of the discussion of
what frequency is and how to use the forecast package with this problem.
-----Original Message-----
From: Dennis Murphy [mailto:djmuser at gmail.com]
Sent: Tuesday, November 08, 2011 6:20 PM
To: Kevin Burton
Cc: R. Michael Weylandt; r-help at r-project.org
Subject: Re: [R] window?
The ets() function in the forecast package requires either a numeric vector
or a Time-Series object (produced from ts()). The frequency argument in ts()
refers to the time duration between observations; e.g., frequency = 7 means
that the data are weekly; frequency = 12 means that the data are monthly;
frequency = 4 means that the data are quarterly. You can see this from the
examples on the help page of ts:
?ts at the R prompt.
The example associated with the forecast::ets() function uses the
USAccDeaths data:
data(USAccDeaths)
USAccDeaths ## monthly data for six years
# Simulate the same structure with ts:
u <- ts(rnorm(72), start = c(1973, 1), frequency = 12) u
# Evidently you want to produce a multivariate series; # here's one way with
monthly frequency:
v <- ts(matrix(rnorm(106), ncol = 2), start = c(2001, 1), frequency = 12) v
Is that more or less what you were after?
Dennis
On Tue, Nov 8, 2011 at 2:04 PM, Kevin Burton <rkevinburton at charter.net>
wrote:
> I expect the frequency to be set to what I set it at and the window to
> return all of the data in the window from the original time series.
> The error is not because it is prime. I can generate a time series
> with just 52 values (or 10) and it still occurs. I am building these
> objects for use with the 'forecast' packages and one of the methods
> 'ets' cannot handle a frequency above 24 so I set it (or try to) to 1.
> Will 'window' take z zoo or xts object? Can I convert from zoo or xts to
ts?
>
> -----Original Message-----
> From: R. Michael Weylandt [mailto:michael.weylandt at gmail.com]
> Sent: Tuesday, November 08, 2011 2:28 PM
> To: Kevin Burton
> Cc: r-help at r-project.org
> Subject: Re: [R] window?
>
> I'm not entirely sure that your request makes sense: what do you
> expect the frequency to be? It makes sense to me as is...Might your
> troubles be because
> 53 is prime?
>
> More generally, most people don't like working with the raw ts class
> and prefer the zoo or xts packages because they are much more pleasant
> for most time series work. You might want to take a look into those.
>
> Michael
>
> On Tue, Nov 8, 2011 at 3:18 PM, Kevin Burton
> <rkevinburton at charter.net>
> wrote:
>> This doesn't seem to work:
>>
>>
>>
>>> d <- rnorm(2*53)
>>
>>> ds <- ts(d, frequency=53, start=c(2000,10))
>>
>>> dswin <- window(ds, start=c(2001,1), end=c(2001,10), frequency=1)
>>
>>> dswin
>>
>> Time Series:
>>
>> Start = 2001
>>
>> End = 2001
>>
>> Frequency = 1
>>
>> [1] 1.779409
>>
>>
>>
>>> dswin <- window(ds, start=c(2001,1), end=c(2001,10))
>>
>>> dswin
>>
>> Time Series:
>>
>> Start = c(2001, 1)
>>
>> End = c(2001, 10)
>>
>> Frequency = 53
>>
>> [1] 1.7794090 0.6916779 -0.6641813 -0.7426889 -0.5584049
>> -0.2312959
>>
>> [7] -0.0183454 -1.0026301 0.4534920 0.6058198
>>
>>>
>>
>>
>>
>> The problem is that when the frequency is specified only one value
>> shows up in the window. When no frequency is specified I get all 10
>> values but now the time series has a frequency that I don't want.
>>
>>
>>
>> Comments?
>>
>>
>>
>> Kevin
>>
>>
>>
>>
>> [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
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