[R] How numerical data is stored inside ts time series objects

[William Dunlap]

Use the str() function to see the internal structure of most objects.  In
your case it would show something like:

> Data <- data.frame(theData=round(sin(1:38),1))
> x <- ts(Data[[1]], frequency=12) # or Data[,1]
> y <- ts(Data, frequency=12)
> str(x)
 Time-Series [1:38] from 1 to 4.08: 0.8 0.9 0.1 -0.8 -1 -0.3 0.7 1 0.4 -0.5
...
> str(y)
 ts [1:38, 1] 0.8 0.9 0.1 -0.8 -1 -0.3 0.7 1 0.4 -0.5 ...
 - attr(*, "dimnames")=List of 2
  ..$ : NULL
  ..$ : chr "theData"
 - attr(*, "tsp")= num [1:3] 1 4.08 12

'x' contains a vector of data and 'y' contains a 1-column matrix of data.
stl(x,"per") and stl(y, "per") give similar results as you got.

Evidently, stl() does not know that 1-column matrices can be treated much
the same as vectors and gives an error message.  Thus you must extract
the one column into a vector: stl(y[,1], "per").




Bill Dunlap
TIBCO Software
wdunlap tibco.com

On Mon, Apr 20, 2015 at 4:04 PM, Paul <Paul.Domaskis at gmail.com> wrote:

> I'm getting familiar with the stl function in the stats packcage by
> trying it on an example from Brockwell & Davis's 2002 "Introduction to
> Times Series and Forcasting".  Specifically, I'm using a subset of his
> red wine sales data.  It's a detour from the stl material at
> http://www.stat.pitt.edu/stoffer/tsa3/R_toot.htm (at some point, I
> have to stop simply following and try to make it work with new data).
>
> I need a minimum of 36 wine sales data points in the series, since stl
> otherwise complains about the data being less than 2 cycles.  The data
> is in ~/tmp/wine.txt:
>
>     464
>     675
>     703
>     887
>     1139
>     1077
>     1318
>     1260
>     1120
>     963
>     996
>     960
>     530
>     883
>     894
>     1045
>     1199
>     1287
>     1565
>     1577
>     1076
>     918
>     1008
>     1063
>     544
>     635
>     804
>     980
>     1018
>     1064
>     1404
>     1286
>     1104
>     999
>     996
>     1015
>
> My sourced test code is buried in a repeat loop so that I can use a
> break command to circumvent the final error-causing statement that I'm
> trying to figure out:
>
>     repeat{
>
>         # Clear variables (from stackexchange)
>         rm( list=setdiff( ls( all.names=TRUE ), lsf.str(all.names=TRUE ) )
> )
>         ls()
>
>         head( wine <- read.table("~/tmp/wine.txt") )
>         ( x <- ts(wine[[1]],frequency=12) )
>         ( y <- ts(wine,frequency=12) )
>         ( a=stl(x,"per") )
>         #break
>         ( b=stl(y,"per") )
>     }
>
> The final statement causes the error 'Error in stl(y, "per") : only
> univariate series are allowed'.  I found an explanation at
> http://stackoverflow.com/questions/10492155/time-series-and-stl-in-r-error-
> only-univariate-series-are-allowed.
> That's how I came up with the assignment to x using wine[[1]].  I
> found an explanation to the need for
> double square brackets at
> http://www.r-tutor.com/r-introduction/list/named-list-members.
>
> My problem is that it's not very clear what is happening inside the ts
> structures x and y.  If I simply print them, they look 100% identical:
>
>     | > x
>     |    Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec
>     | 1  464  675  703  887 1139 1077 1318 1260 1120  963  996  960
>     | 2  530  883  894 1045 1199 1287 1565 1577 1076  918 1008 1063
>     | 3  544  635  804  980 1018 1064 1404 1286 1104  999  996 1015
>     | > y
>     |    Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec
>     | 1  464  675  703  887 1139 1077 1318 1260 1120  963  996  960
>     | 2  530  883  894 1045 1199 1287 1565 1577 1076  918 1008 1063
>     | 3  544  635  804  980 1018 1064 1404 1286 1104  999  996 1015
>
> Whatever their differences, it's not causing R to misinterpret the
> data; that is, they each look like in single series of numerical data.
>
> Can anyone illuminate the difference in the data inside the ts data
> structures?  The potential incompatibility with stl is just one
> symptom.  Right now, the "solution" is black magic to me, and I would
> like to get a clearer picture so that I know when else (and how) to
> watch out for this.
>
> I've posted this to the R Help mailing list
> http://news.gmane.org/gmane.comp.lang.r.general and to stackoverflow
> at
> http://stackoverflow.com/questions/29759928/how-numerical-data-is-stored-
> inside-ts-time-series-objects.
>
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