[R] partial analisys of a time series

R. Michael Weylandt michael.weylandt at gmail.com
Tue Dec 4 12:31:54 CET 2012


Try period.apply() from the xts package.

MW

On Tue, Dec 4, 2012 at 9:26 AM, Antonio Silva <aolinto.lst at gmail.com> wrote:
> Dear list members
>
> I want to analyze separately the months of a time series. In other words, I
> want to plot and fit models for each month separately.
>
> Taking the example of
> http://a-little-book-of-r-for-time-series.readthedocs.org/en/latest/src/timeseries.html
>
> births <- scan("http://robjhyndman.com/tsdldata/data/nybirths.dat")
> birthstimeseries <- ts(births, frequency=12, start=c(1946,1))
> birthstimeseries
> plot.ts(birthstimeseries)
> birthstimeseriesHW <- HoltWinters(birthstimeseries)
> plot(birthstimeseriesHW)
>
> How to proceed the plotting and HoltWinters smoothing considereing only
> Januarys, Februarys, etc. separately.
>
> Thanks in advance.
>
> Antonio Olinto
>
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>
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