Message-ID: <6E8D8DFDE5FA5D4ABCB8508389D1BF88D8718A@SRVEXCHMBX.precheza.cz>
Date: 2012-12-04T10:07:48Z
From: PIKAL Petr
Subject: partial analisys of a time series
In-Reply-To: <CAE8g1gN_j-Siv1WMdE+eHmWreezJBT0X10rrxs7yQEKGGFfEhQ@mail.gmail.com>
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]]
>
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