[R] Understanding TS objects
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
>data.stl <- stl(data.ts, "periodic")
>Error in stl(data.ts, "periodic") : only univariate series are allowed
>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.
>R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
>PLEASE do read the posting guide
>and provide commented, minimal, self-contained, reproducible code.
More information about the R-help