How to setup the tsp attribute of a dataset
Looks like there is a difference between when I use frequency(x) vs. when I use frequency(x.ts). If I try to get the tsp attribute of x by using attr(x, "tsp"), it still shows up as NULL. When I looked at the code of frequency() function (in stats), it seems to be looking at attr(x, "tsp"), which is NULL, so the function returns 1. Let me relate the context a bit. I am trying to use the function forecast:nsdiffs to perform a Canova-Hansen test for a given dataset. Even though I specify the seasonality, in an internal function, frequency(x) is used to find seasonality, and since that value is 1 (as I explained above: it looks at attr(x, "tsp")), the calculations do not succeed.
On 11/20/2009 4:25 PM, Gabor Grothendieck wrote:
Not for me.
x <- 1:100
x.ts <- ts(x, start = 1, frequency = 4)
frequency(x.ts)
[1] 4