ts or xts with high-frequency data within a year
On Wed, Mar 30, 2016 at 10:29 AM, Bert Gunter <bgunter.4567 at gmail.com> wrote:
I "think" the problem is that you failed to set the "frequency" attribute of your time series, so it defaults to 1. A time series with one observation per period cannot be decomposed, since the error term is confounded with the "seasonality", which is essentially your error message. Again, a guess, as you provided no code.
Another guess is that you're running into issues with converting xts to/from ts. That currently doesn't work well, so you should convert to zoo and make sure your frequency attribute makes sense before attempting to decompose.
Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Wed, Mar 30, 2016 at 8:18 AM, Bert Gunter <bgunter.4567 at gmail.com> wrote:
Code please. Reproducible example?(e.g. 1st 100 values) "PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code."
Bert Gunter
"The trouble with having an open mind is that people keep coming along
and sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
On Wed, Mar 30, 2016 at 8:03 AM, Ryan Utz <utz.ryan at gmail.com> wrote:
Hello,
I have a time series that represents data sampled every 15-minutes. The
data currently run from November through February, 8623 total readings.
There are definitely daily periodic trends and non-stationary long-term
trends. I would love to decompose this using basic time series analysis.
However, every time I attempt decomposition, I get the
Error in decompose( ) : time series has no or less than 2 periods
Is it only possible to do basic time-series analysis if you have a year or
more worth of data? That seems absurd to me, since there is definite
periodicity and the data are a time series. I have tried every manner of
specifying frequency= with no luck (96 does not work). All manner of
searching for help has turned up fruitless.
Can I only do this after I wait another year or two?
Thanks,
Ryan
--
Ryan Utz, Ph.D.
Assistant professor of water resources
*chatham**UNIVERSITY*
Home/Cell: (724) 272-7769
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______________________________________________ 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.
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