[R] Understanding TS objects
JEFFERY REICHMAN
reichmanj at sbcglobal.net
Tue Mar 13 15:25:31 CET 2018
R Help Community
I'm trying to understand time series (TS) objects. Thought I understood but recently have run into a series of error messages that I'm not sure how to handle. I have 15 years of quarterly data and I typically create a TS object via something like...
data.ts <- ts(mydata, start = 2002, frequency = 4)
this create a matric as opposed to a vector object as I receive a univariate error when I try to decompose the data using the STL function
data.stl <- stl(data.ts, "periodic")
Error in stl(data.ts, "periodic") : only univariate series are allowed
ok so
is.vector(data.ts)
[1] FALSE
so to convert to a vector I'll use
data.ts <- as.vector(data.ts)
but then I lose the frequency as the periods as the data becomes frequency = 1
data.ts <- stl <- stl(data.ts, "periodic")
Error in stl(data.ts, "periodic") :
series is not periodic or has less than two periods.
So am I missing a parameter or is there a more general/proper way to create a time series object? First time I've run into this problem . I can always decompose via an alternative methods so there are work arounds. But just trying to understand what I'm not doing programmatically at this point.
Jeff Reichman
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