[R] Understanding TS objects

Jeff Newmiller jdnewmil at dcn.davis.ca.us
Tue Mar 13 15:52:51 CET 2018


Perhaps mydata is a matrix or matrix-like object, and you should create one ts object for each column?
-- 
Sent from my phone. Please excuse my brevity.

On March 13, 2018 7:25:31 AM PDT, JEFFERY REICHMAN <reichmanj at sbcglobal.net> wrote:
>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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