partial analisys of a time series

Hi
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
project.org] On Behalf Of Antonio Silva
Sent: Tuesday, December 04, 2012 10:26 AM
To: R-help at r-project.org
Subject: [R] partial analisys of a time series

Dear list members

I want to analyze separately the months of a time series. In other
words, I want to plot and fit models for each month separately.

Taking the example of
http://a-little-book-of-r-for-time-
series.readthedocs.org/en/latest/src/timeseries.html

births <- scan("http://robjhyndman.com/tsdldata/data/nybirths.dat")
birthstimeseries <- ts(births, frequency=12, start=c(1946,1))
birthstimeseries
plot.ts(birthstimeseries)
birthstimeseriesHW <- HoltWinters(birthstimeseries)
plot(birthstimeseriesHW)

How to proceed the plotting and HoltWinters smoothing considereing only
Januarys, Februarys, etc. separately.
Split your data by months to a list, use lapply.

using zoo package

blist <-split(birthstimeseries, months(as.Date(birthstimeseries)))
l.blist <- lapply(blist, HoltWinters)

Regards
Petr
Thanks in advance.

Antonio Olinto

	[[alternative HTML version deleted]]

______________________________________________
R-help at r-project.org 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.

partial analisys of a time series

Thread (10 messages)