Re: [R] Understanding TS objects
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 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 >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 > >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. > >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.
Re: [R] Understanding TS objects
On Tue, 13 Mar 2018, JEFFERY REICHMAN 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 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 __ 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.
[R] Understanding TS objects
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 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 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. 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.
