Re: [R] Construct time series objects from raw data stored in csv files
As Gabor said, ts series are not good for weekly data. That's why I created the tis (Time Indexed Series) class, in the 'fame' package. You don't need the Fame database to use them. -- Jeff __ R-help@stat.math.ethz.ch mailing list 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.
Re: [R] Construct time series objects from raw data stored in csv files
Thanks Gabor!! On 4/12/07, Gabor Grothendieck [EMAIL PROTECTED] wrote: On 4/12/07, tom soyer [EMAIL PROTECTED] wrote: What should I do for weekly and daily data series? Are there functions similar to yearmon() for other time intervals? I see that there is a built-in yearqtr() function for quarterly data, but that's it. ts series cannot directly represent daily and weekly series other than somehow deciding on a numeric representation for time. Here we will use the number of days and the number of weeks since the Epoch (1970-01-01) and assume we assume weeks start on Sunday. We will also do it over again using the number of weeks since the first point in the series and the number of days since the first point. Lines.raw is from my original post on this thread. z - read.zoo(textConnection(Lines.raw), header = TRUE, sep = ,) # ts series will represent days as no of days since Epoch zday - z frequency(zday) - 1 tsday - as.ts(zday) # ts series will represent weeks as no of weeks since Epoch zweek - zday offset - -3 # weeks start on Sun # offset - -4 # weeks start on Mon zweek - aggregate(z, (as.numeric(time(z)) + offset) %/% 7, mean) frequency(zweek) - 1 tsweek - as.ts(zweek) ## # alternately use number of days since first day in series # and number of weeks since first week in series zday0 - aggregate(zday, time(zday) - min(time(zday)), c) frequency(zday0) - 1 tsday0 - as.ts(zday0) zweek0 - aggregate(zweek, time(zweek) - min(time(zweek)), c) frequency(zweek0) - 1 tsweek0 - as.ts(zweek0) -- Tom [[alternative HTML version deleted]] __ [EMAIL PROTECTED] mailing list 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] Construct time series objects from raw data stored in csv files
Hi, I have time series data stored in csv files (see below for an example of the data). I understand that in order to analyze my data in R, I need to first transform it into a ts object. Howeve, I could not find an example on how exactly to do that. Is ts the only function I need? What are the steps that I need to go through to build a time series object from raw data like this? Thanks, Tom --- DATE,VALUE 1921-01-01,19.000 1921-02-01,18.400 1921-03-01,18.300 1921-04-01,18.100 1921-05-01,17.700 1921-06-01,17.600 1921-07-01,17.700 1921-08-01,17.700 1921-09-01,17.500 1921-10-01,17.500 1921-11-01,17.400 1921-12-01,17.300 1922-01-01,16.900 1922-02-01,16.900 1922-03-01,16.700 1922-04-01,16.700 1922-05-01,16.700 1922-06-01,16.700 1922-07-01,16.800 1922-08-01,16.600 1922-09-01,16.600 1922-10-01,16.700 1922-11-01,16.800 1922-12-01,16.900 [[alternative HTML version deleted]] __ [EMAIL PROTECTED] mailing list 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.
Re: [R] Construct time series objects from raw data stored in csv files
On Thu, 12 Apr 2007, tom soyer wrote: Hi, I have time series data stored in csv files (see below for an example of the data). I understand that in order to analyze my data in R, I need to first transform it into a ts object. Howeve, I could not find an example on how exactly to do that. Is ts the only function I need? What are the steps that I need to go through to build a time series object from raw data like this? With the zoo package you can do library(zoo) z - read.zoo(yourdata.csv, sep = ,) plot(z) See vignette(zoo, package = zoo) for more information and also some more details about other time series classes. Z Thanks, Tom --- DATE,VALUE 1921-01-01,19.000 1921-02-01,18.400 1921-03-01,18.300 1921-04-01,18.100 1921-05-01,17.700 1921-06-01,17.600 1921-07-01,17.700 1921-08-01,17.700 1921-09-01,17.500 1921-10-01,17.500 1921-11-01,17.400 1921-12-01,17.300 1922-01-01,16.900 1922-02-01,16.900 1922-03-01,16.700 1922-04-01,16.700 1922-05-01,16.700 1922-06-01,16.700 1922-07-01,16.800 1922-08-01,16.600 1922-09-01,16.600 1922-10-01,16.700 1922-11-01,16.800 1922-12-01,16.900 [[alternative HTML version deleted]] __ [EMAIL PROTECTED] mailing list 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. __ [EMAIL PROTECTED] mailing list 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.
Re: [R] Construct time series objects from raw data stored in csv files
On 4/12/07, tom soyer [EMAIL PROTECTED] wrote: Hi, I have time series data stored in csv files (see below for an example of the data). I understand that in order to analyze my data in R, I need to first transform it into a ts object. Howeve, I could not find an example on how exactly to do that. Is ts the only function I need? What are the steps that I need to go through to build a time series object from raw data like this? Try pasting this into an R session: Lines.raw - DATE,VALUE 1921-01-01,19.000 1921-02-01,18.400 1921-03-01,18.300 1921-04-01,18.100 1921-05-01,17.700 1921-06-01,17.600 1921-07-01,17.700 1921-08-01,17.700 1921-09-01,17.500 1921-10-01,17.500 1921-11-01,17.400 1921-12-01,17.300 1922-01-01,16.900 1922-02-01,16.900 1922-03-01,16.700 1922-04-01,16.700 1922-05-01,16.700 1922-06-01,16.700 1922-07-01,16.800 1922-08-01,16.600 1922-09-01,16.600 1922-10-01,16.700 1922-11-01,16.800 1922-12-01,16.900 library(zoo) # replace next line with something like this: # z - read.zoo(myfile.dat, header = TRUE, sep = ,) z - read.zoo(textConnection(Lines.raw), header = TRUE, sep = ,) time(z) - as.yearmon(time(z)) as.ts(z) __ [EMAIL PROTECTED] mailing list 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.
Re: [R] Construct time series objects from raw data stored in csv files
Thanks Gabor! I think your example works, but check this out: as.ts(z) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 1921 19.0 18.4 18.3 18.1 17.7 17.6 17.7 17.7 17.5 17.5 17.4 17.3 1922 16.9 16.9 16.7 16.7 16.7 16.7 16.8 16.6 16.6 16.7 16.8 16.9 is.ts(z) [1] FALSE How come R does not recognize z as a ts object? It is a ts object, isn't it? On 4/12/07, Gabor Grothendieck [EMAIL PROTECTED] wrote: On 4/12/07, tom soyer [EMAIL PROTECTED] wrote: Hi, I have time series data stored in csv files (see below for an example of the data). I understand that in order to analyze my data in R, I need to first transform it into a ts object. Howeve, I could not find an example on how exactly to do that. Is ts the only function I need? What are the steps that I need to go through to build a time series object from raw data like this? Try pasting this into an R session: Lines.raw - DATE,VALUE 1921-01-01,19.000 1921-02-01,18.400 1921-03-01,18.300 1921-04-01,18.100 1921-05-01,17.700 1921-06-01,17.600 1921-07-01,17.700 1921-08-01,17.700 1921-09-01,17.500 1921-10-01,17.500 1921-11-01,17.400 1921-12-01,17.300 1922-01-01,16.900 1922-02-01,16.900 1922-03-01,16.700 1922-04-01,16.700 1922-05-01,16.700 1922-06-01,16.700 1922-07-01,16.800 1922-08-01,16.600 1922-09-01,16.600 1922-10-01,16.700 1922-11-01,16.800 1922-12-01,16.900 library(zoo) # replace next line with something like this: # z - read.zoo(myfile.dat, header = TRUE, sep = ,) z - read.zoo(textConnection(Lines.raw), header = TRUE, sep = ,) time(z) - as.yearmon(time(z)) as.ts(z) -- Tom [[alternative HTML version deleted]] __ [EMAIL PROTECTED] mailing list 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.
Re: [R] Construct time series objects from raw data stored in csv files
On 4/12/07, tom soyer [EMAIL PROTECTED] wrote: Thanks Gabor! I think your example works, but check this out: as.ts(z) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 1921 19.0 18.4 18.3 18.1 17.7 17.6 17.7 17.7 17.5 17.5 17.4 17.3 1922 16.9 16.9 16.7 16.7 16.7 16.7 16.8 16.6 16.6 16.7 16.8 16.9 is.ts(z) [1] FALSE The above outputs as.ts(z) on the console. If you want to assign it to a variable you need to do so: tz - as.ts(z) is.ts(tz) # TRUE __ [EMAIL PROTECTED] mailing list 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.
Re: [R] Construct time series objects from raw data stored in csv files
Oh yes, I forgot. Thanks!! On 4/12/07, Gabor Grothendieck [EMAIL PROTECTED] wrote: On 4/12/07, tom soyer [EMAIL PROTECTED] wrote: Thanks Gabor! I think your example works, but check this out: as.ts(z) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 1921 19.0 18.4 18.3 18.1 17.7 17.6 17.7 17.7 17.5 17.5 17.4 17.3 1922 16.9 16.9 16.7 16.7 16.7 16.7 16.8 16.6 16.6 16.7 16.8 16.9 is.ts(z) [1] FALSE The above outputs as.ts(z) on the console. If you want to assign it to a variable you need to do so: tz - as.ts(z) is.ts(tz) # TRUE -- Tom [[alternative HTML version deleted]] __ [EMAIL PROTECTED] mailing list 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.
Re: [R] Construct time series objects from raw data stored in csv files
Gabor, What should I do for weekly and daily data series? Are there functions similar to yearmon() for other time intervals? I see that there is a built-in yearqtr() function for quarterly data, but that's it. Thanks! On 4/12/07, Gabor Grothendieck [EMAIL PROTECTED] wrote: On 4/12/07, tom soyer [EMAIL PROTECTED] wrote: Thanks Gabor! I think your example works, but check this out: as.ts(z) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec 1921 19.0 18.4 18.3 18.1 17.7 17.6 17.7 17.7 17.5 17.5 17.4 17.3 1922 16.9 16.9 16.7 16.7 16.7 16.7 16.8 16.6 16.6 16.7 16.8 16.9 is.ts(z) [1] FALSE The above outputs as.ts(z) on the console. If you want to assign it to a variable you need to do so: tz - as.ts(z) is.ts(tz) # TRUE -- Tom [[alternative HTML version deleted]] __ [EMAIL PROTECTED] mailing list 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.
Re: [R] Construct time series objects from raw data stored in csv files
On 4/12/07, tom soyer [EMAIL PROTECTED] wrote: What should I do for weekly and daily data series? Are there functions similar to yearmon() for other time intervals? I see that there is a built-in yearqtr() function for quarterly data, but that's it. ts series cannot directly represent daily and weekly series other than somehow deciding on a numeric representation for time. Here we will use the number of days and the number of weeks since the Epoch (1970-01-01) and assume we assume weeks start on Sunday. We will also do it over again using the number of weeks since the first point in the series and the number of days since the first point. Lines.raw is from my original post on this thread. z - read.zoo(textConnection(Lines.raw), header = TRUE, sep = ,) # ts series will represent days as no of days since Epoch zday - z frequency(zday) - 1 tsday - as.ts(zday) # ts series will represent weeks as no of weeks since Epoch zweek - zday offset - -3 # weeks start on Sun # offset - -4 # weeks start on Mon zweek - aggregate(z, (as.numeric(time(z)) + offset) %/% 7, mean) frequency(zweek) - 1 tsweek - as.ts(zweek) ## # alternately use number of days since first day in series # and number of weeks since first week in series zday0 - aggregate(zday, time(zday) - min(time(zday)), c) frequency(zday0) - 1 tsday0 - as.ts(zday0) zweek0 - aggregate(zweek, time(zweek) - min(time(zweek)), c) frequency(zweek0) - 1 tsweek0 - as.ts(zweek0) __ [EMAIL PROTECTED] mailing list 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.
