[R] partial analisys of a time series

arun smartpink111 at yahoo.com
Tue Dec 4 14:25:40 CET 2012


Hi,
If the frequency is >1, the error message will  be gone.
For e.g.
birthstimeseriesJanFeb<-subset(birthstimeseries,cycle(birthstimeseries)==c(1,2))
 birthstimeseriesJanFeb1<-ts(birthstimeseriesJanFeb,frequency=2,start=c(1946,1))
 plot.ts(birthstimeseriesJanFeb1)
 birthstimeseriesJanFebHW<-HoltWinters(birthstimeseriesJanFeb1)
 plot(birthstimeseriesJanFebHW)
A.K.




----- Original Message -----
From: Antonio Silva <aolinto.lst at gmail.com>
To: PIKAL Petr <petr.pikal at precheza.cz>
Cc: "R-help at r-project.org" <R-help at r-project.org>
Sent: Tuesday, December 4, 2012 5:50 AM
Subject: Re: [R] partial analisys of a time series

Thanks Petr

I thought there might be an equivalent for birthstimeseries[,1] if it were
a dataframe, but split function sounds great.

I could not reproduce the second line of your suggestion "l.blist <-
lapply(blist, HoltWinters)". I receive the message: Error in
decompose(ts(x[1L:wind], start = start(x), frequency = f), seasonal) : time
series has no or less than 2 periods

What could be going wrong?

Best regards

Antonio


2012/12/4 PIKAL Petr <petr.pikal at precheza.cz>

> Hi
>
> > -----Original Message-----
> > From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> > project.org] On Behalf Of Antonio Silva
> > Sent: Tuesday, December 04, 2012 10:26 AM
> > To: R-help at r-project.org
> > Subject: [R] partial analisys of a time series
> >
> > 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.
>
> Split your data by months to a list, use lapply.
>
> using zoo package
>
> blist <-split(birthstimeseries, months(as.Date(birthstimeseries)))
> l.blist <- lapply(blist, HoltWinters)
>
> Regards
> Petr
>
>
>
>
>
> >
> > Thanks in advance.
> >
> > Antonio Olinto
> >
> >       [[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.
>



-- 
Antônio Olinto Ávila da Silva
Biólogo / Oceanógrafo
Instituto de Pesca (Fisheries Institute)
São Paulo, Brasil

    [[alternative HTML version deleted]]


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