Re: [R] Understanding TS objects

```On Tue, 13 Mar 2018, JEFFERY REICHMAN wrote:

```
`R Help Community`
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```
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
```
```
This depends on what "mydata" is which you haven't shown...

If "mydata" is a univariate vector, everything works ok:

mydata <- rnorm(15 * 4)
data.ts <- ts(mydata, start = 2002, frequency = 4)
data.stl <- stl(data.ts, "periodic")

```
However, if "mydata" is a matrix, e.g., a 3-column matrix in the example below:
```
mydata <- matrix(rnorm(15 * 4 * 3), ncol = 3)

then the error occurs.

```
Furthermore, the same problem will occur if mydata is 1-column matrix or a 1-column data frame.
```
```
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
```
```
```
This is always FALSE for a "ts" object, even if it is univariate, because it has further attributes, namely the time-series properties (tsp).
```
```
```so to convert to a vector I'll use
data.ts <- as.vector(data.ts)
```
```
This will drop the "ts" class.

```
The cleanest way is probably to create a vector "mydata" and then the univariate "data.ts".
```
hth,
Z

```
```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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```