strucchange Graph By Week and xts error
On Thu, 7 Mar 2019, Sparks, John wrote:
Thanks to Achim's direction I now have a re-producible example. The code below creates a ts object. The x scale of the last graph runs from 0 to 700.
Yes, and hence breakpoints() re-uses that scaling. As I wrote in my previous mail you either have to squeeze your data into a regular grid of 52 weekly observations per year or you have to keep track of the time index yourself. See below.
So just need a way to get that scale to show the weeks (or some summary
of them).
Thanks a bunch.
--JJS
library(strucchange)
library(xts)
library(lubridate)
#rm(list=ls())
data("Nile")
class(Nile)
plot(Nile)
bp.nile <- breakpoints(Nile ~ 1)
ci.nile <- confint(bp.nile, breaks = 1)
lines(ci.nile)
dfNile<-data.frame(as.numeric(Nile))
dfNile$week<-seq(ymd('2012-01-01'),ymd('2013-11-30'),by='weeks')
tsNile <- as.xts(x = dfNile[, -2], order.by = dfNile$week)
tsNile<-as.ts(tsNile)
plot(tsNile)
bp.tsNile <- breakpoints(tsNile ~ 1)
ci.tsNile <- confint(bp.tsNile, breaks = 1)
lines(ci.tsNile)
If you want to use your own non-ts time scale, you can use "xts" (as you
do above) or "zoo" (as I do below) or keep thing in a plain "data.frame"
(or similar). Then you just have to index the times with the breakpoints
or their confidence intervals respectively:
## zoo series
x <- zoo(Nile, seq(ymd('2012-01-01'),ymd('2013-11-30'),by='weeks'))
## breakpoints and confidence intervals
bp <- breakpoints(x ~ 1)
ci <- confint(bp, breaks = 1)
## map time index
cix <- time(x)[ci$confint]
## visualize
plot(x)
abline(v = cix[2], lty = 2)
arrows(cix[1], min(x), cix[3], min(x),
col = 2, angle = 90, length = 0.05, code = 3)
Above, the $confint is a vector. If it is a matrix (due to more than one
breakpoint) the code needs to be tweaked to make cix also a matrix and
then use cix[,i] rather than cix[i] for i = 1, 2, 3.
________________________________ From: Achim Zeileis <Achim.Zeileis at uibk.ac.at> Sent: Wednesday, March 6, 2019 6:11 PM To: Sparks, John Cc: r-help at r-project.org Subject: Re: [R] strucchange Graph By Week and xts error On Thu, 7 Mar 2019, Sparks, John wrote: Hi R Helpers, I am doing some work at identifying change points in time series data. A very nice example is given in the R Bloggers post https://www.r-bloggers.com/a-look-at-strucchange-and-segmented/ The data for the aswan dam in that example is yearly. My data is weekly. I ran the code switching the data for the analysis to my data and it worked, but the scale of the line chart is not sensible. I have 225 weekly observations and the x-axis of the line graph shows numbers from 0 to over 1500. The information on the ts object is Unfortunately, breakpoints() can only deal automatically with "ts" time series not with zoo/xts/... So either you can squeeze your data onto a regular "ts" grid which may work in the case of weekly data. Or you need to handle the time index "by hand". See https://stackoverflow.com/questions/43243548/strucchange-not-reporting-breakdates/43267082#43267082 for an example for this. As for the as.xts() error below. This is because dfNile[, -2] is still a "ts" object and then as.xts() sets up "order.by" for you. Either you use xts() rather than as.xts() or you make the first column in the data.frame "numeric" rather than "ts", e.g., by starting the transformation with: dfNile<-data.frame(as.numeric(Nile)) Start=1 End=1569 Frequency=0.1428... I can't share the data because it is proprietary. Wanting to be a good member of the list, I attempted to put weekly increments on the Nile data so I could reproduce the x axis of the chart with the axis scale that I am seeing. Unfortunately, in doing so I got another error that I don't understand. library(strucchange) library(lubridate) library(xts) # example from R-Blog runs fine data(???Nile???) plot(Nile) bp.nile <- breakpoints(Nile ~ 1) ci.nile <- confint(bp.nile, breaks = 1) lines(ci.nile) #problem comes in here dfNile<-data.frame(Nile) dfNile$week<-seq(ymd('2012-01-01'),ymd('2013-11-30'),by='weeks') tsNile<-as.xts(x=dfNile[,-2],order.by=dfNile$week) Error in xts(x.mat, order.by = order.by, frequency = frequency(x), ...) : formal argument "order.by" matched by multiple actual arguments Can somebody help me to put together the ts object with weeks so that I can demonstrate the problem with the scale on the x-axis and then try to get some help with that original problem? Much appreciated. --John Sparks [[alternative HTML version deleted]] [[alternative HTML version deleted]] ______________________________________________ R-help at 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.