[R] ts or xts with high-frequency data within a year

Bert Gunter bgunter.4567 at gmail.com
Wed Mar 30 17:29:02 CEST 2016


I "think" the problem is that you failed to set the "frequency"
attribute of your time series, so it defaults to 1. A time series with
one observation per period cannot be decomposed, since the error term
is confounded with the "seasonality", which is essentially your error
message.

Again, a guess, as you provided no code.

Cheers,
Bert


Bert Gunter

"The trouble with having an open mind is that people keep coming along
and sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )


On Wed, Mar 30, 2016 at 8:18 AM, Bert Gunter <bgunter.4567 at gmail.com> wrote:
> Code please.
>
> Reproducible example?(e.g. 1st 100 values)
>
> "PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code."
>
> Bert Gunter
>
> "The trouble with having an open mind is that people keep coming along
> and sticking things into it."
> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
>
>
> On Wed, Mar 30, 2016 at 8:03 AM, Ryan Utz <utz.ryan at gmail.com> wrote:
>> Hello,
>>
>> I have a time series that represents data sampled every 15-minutes. The
>> data currently run from November through February, 8623 total readings.
>> There are definitely daily periodic trends and non-stationary long-term
>> trends. I would love to decompose this using basic time series analysis.
>>
>> However, every time I attempt decomposition, I get the
>>
>> Error in decompose( ) : time series has no or less than 2 periods
>>
>> Is it only possible to do basic time-series analysis if you have a year or
>> more worth of data? That seems absurd to me, since there is definite
>> periodicity and the data are a time series. I have tried every manner of
>> specifying frequency= with no luck (96 does not work). All manner of
>> searching for help has turned up fruitless.
>>
>> Can I only do this after I wait another year or two?
>>
>> Thanks,
>> Ryan
>>
>> --
>>
>> Ryan Utz, Ph.D.
>> Assistant professor of water resources
>> *chatham**UNIVERSITY*
>> Home/Cell: (724) 272-7769
>>
>>         [[alternative HTML version deleted]]
>>
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>> 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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