On Tue, 13 Mar 2018, JEFFERY REICHMAN wrote:

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I'm trying to understand time series (TS) objects. Thought I understoodbut recently have run into a series of error messages that I'm not surehow to handle. I have 15 years of quarterly data and I typically createa 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 usingthe STL functiondata.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 ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.

______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.