Thank you.
I am glad I asked. It wasn't giving answers that I expected and now I
know why.
Rather than pull in another package just for this functionality, I will
just reassign the frequency by generating a new time series like:
dswin <- window(ds, start=..., end=...)
dswin <- ts(dswin, frequency=1)
That should work shouldn't it?
Thanks again.
Kevin
On Tue, Nov 8, 2011 at 9:40 PM, R. Michael Weylandt wrote:
Like Denis said, you are asking ts to do things that don't make sense;
in particular, some of your statements suggest you don't fully
understand what window does or what its frequency argument does.
Specifically, when you set frequency = 1 in window, that doesn't mean
take a window and treat it as if it has frequency 1; rather take the
subseries corresponding to yearly observations. Since 53 is prime,
there is no regular subseries you can extract with window() other than
the original series and the yearly series. ts objects are required to
have a frequency so statements like "now that I am taking a subset
there is no frequency" don't really make sense.
Take a look at these examples:
## Create some working data
ds.53 <- ts(rnorm(53*2), frequency=53, start=c(2000,10))
ds.48 <- ts(rnorm(48*2), frequency = 48, start = c(2000,10))
## These all work
window(ds.53, frequency = 1) # Returns elements 1 & 54 of ds.53
window(ds.53, frequency = 53) # Returns every element of ds.53
window(ds.48, frequency = 1) # Returns elements 1 & 54 of ds.53
window(ds.48, frequency = 12) # Returns elements seq(1, 48, by = 4) of
ds.48
window(ds.48, frequency = 48) # Returns every element of ds.48
## These don't
window(ds.53, frequency = 7)
window(ds.48, frequency = 9)
Here's how you could do the same with xts.
library(xts)
library(forecast)
x = xts(rnorm(53*2), Sys.Date() + 365*seq(0, 2, by = 1/53))
ets(x) # Auto-conversion to ts
Michael
On Tue, Nov 8, 2011 at 8:19 PM, Kevin Burton
<rkevinbur...@charter.net> wrote:
The problem is when I use the window function an try to extract a
subset of
the time series an specify the frequency as 1 (not only will ets not
take a
time series with a frequency greater than 24, now that I am taking a
subset
there is no frequency so I would like to set it to 1 (which is one of
the
arguments to the window function) but it does not produce what I
expect.
That is the problem. I fail to see the relationship of the
discussion of
what frequency is and how to use the forecast package with this
problem.
-----Original Message-----
From: Dennis Murphy [mailto:djmu...@gmail.com]
Sent: Tuesday, November 08, 2011 6:20 PM
To: Kevin Burton
Cc: R. Michael Weylandt; r-help@r-project.org
Subject: Re: [R] window?
The ets() function in the forecast package requires either a numeric
vector
or a Time-Series object (produced from ts()). The frequency argument
in ts()
refers to the time duration between observations; e.g., frequency = 7
means
that the data are weekly; frequency = 12 means that the data are
monthly;
frequency = 4 means that the data are quarterly. You can see this
from the
examples on the help page of ts:
?ts at the R prompt.
The example associated with the forecast::ets() function uses the
USAccDeaths data:
data(USAccDeaths)
USAccDeaths ## monthly data for six years
# Simulate the same structure with ts:
u <- ts(rnorm(72), start = c(1973, 1), frequency = 12) u
# Evidently you want to produce a multivariate series; # here's one
way with
monthly frequency:
v <- ts(matrix(rnorm(106), ncol = 2), start = c(2001, 1), frequency =
12) v
Is that more or less what you were after?
Dennis
On Tue, Nov 8, 2011 at 2:04 PM, Kevin Burton
<rkevinbur...@charter.net>
wrote:
I expect the frequency to be set to what I set it at and the window
to
return all of the data in the window from the original time series.
The error is not because it is prime. I can generate a time series
with just 52 values (or 10) and it still occurs. I am building these
objects for use with the 'forecast' packages and one of the methods
'ets' cannot handle a frequency above 24 so I set it (or try to) to
1.
Will 'window' take z zoo or xts object? Can I convert from zoo or
xts to
ts?
-----Original Message-----
From: R. Michael Weylandt [mailto:michael.weyla...@gmail.com]
Sent: Tuesday, November 08, 2011 2:28 PM
To: Kevin Burton
Cc: r-help@r-project.org
Subject: Re: [R] window?
I'm not entirely sure that your request makes sense: what do you
expect the frequency to be? It makes sense to me as is...Might your
troubles be because
53 is prime?
More generally, most people don't like working with the raw ts class
and prefer the zoo or xts packages because they are much more
pleasant
for most time series work. You might want to take a look into those.
Michael
On Tue, Nov 8, 2011 at 3:18 PM, Kevin Burton
<rkevinbur...@charter.net>
wrote:
This doesn't seem to work:
d <- rnorm(2*53)
ds <- ts(d, frequency=53, start=c(2000,10))
dswin <- window(ds, start=c(2001,1), end=c(2001,10), frequency=1)
dswin
Time Series:
Start = 2001
End = 2001
Frequency = 1
[1] 1.779409
dswin <- window(ds, start=c(2001,1), end=c(2001,10))
dswin
Time Series:
Start = c(2001, 1)
End = c(2001, 10)
Frequency = 53
[1] 1.7794090 0.6916779 -0.6641813 -0.7426889 -0.5584049
-0.2312959
[7] -0.0183454 -1.0026301 0.4534920 0.6058198
The problem is that when the frequency is specified only one value
shows up in the window. When no frequency is specified I get all 10
values but now the time series has a frequency that I don't want.
Comments?
Kevin
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