window?
The ets() function in the forecast package requires either a numeric vector or a Time-Series object (produced from ts()). The frequency argument in ts() refers to the time duration between observations; e.g., frequency = 7 means that the data are weekly; frequency = 12 means that the data are monthly; frequency = 4 means that the data are quarterly. You can see this from the examples on the help page of ts: ?ts at the R prompt. The example associated with the forecast::ets() function uses the USAccDeaths data: data(USAccDeaths) USAccDeaths ## monthly data for six years # Simulate the same structure with ts: u <- ts(rnorm(72), start = c(1973, 1), frequency = 12) u # Evidently you want to produce a multivariate series; # here's one way with monthly frequency: v <- ts(matrix(rnorm(106), ncol = 2), start = c(2001, 1), frequency = 12) v Is that more or less what you were after? Dennis
On Tue, Nov 8, 2011 at 2:04 PM, Kevin Burton <rkevinburton at charter.net> wrote:
I expect the frequency to be set to what I set it at and the window to return all of the data in the window from the original time series. The error is not because it is prime. I can generate a time series with just 52 values (or 10) and it still occurs. I am building these objects for use with the 'forecast' packages and one of the methods 'ets' cannot handle a frequency above 24 so I set it (or try to) to 1. Will 'window' take z zoo or xts object? Can I convert from zoo or xts to ts? -----Original Message----- From: R. Michael Weylandt [mailto:michael.weylandt at gmail.com] Sent: Tuesday, November 08, 2011 2:28 PM To: Kevin Burton Cc: r-help at r-project.org Subject: Re: [R] window? I'm not entirely sure that your request makes sense: what do you expect the frequency to be? It makes sense to me as is...Might your troubles be because 53 is prime? More generally, most people don't like working with the raw ts class and prefer the zoo or xts packages because they are much more pleasant for most time series work. You might want to take a look into those. Michael On Tue, Nov 8, 2011 at 3:18 PM, Kevin Burton <rkevinburton at charter.net> wrote:
This doesn't seem to work:
d <- rnorm(2*53)
ds <- ts(d, frequency=53, start=c(2000,10))
dswin <- window(ds, start=c(2001,1), end=c(2001,10), frequency=1)
dswin
Time Series: Start = 2001 End = 2001 Frequency = 1 [1] 1.779409
dswin <- window(ds, start=c(2001,1), end=c(2001,10))
dswin
Time Series: Start = c(2001, 1) End = c(2001, 10) Frequency = 53 ?[1] ?1.7794090 ?0.6916779 -0.6641813 -0.7426889 -0.5584049 -0.2312959 [7] -0.0183454 -1.0026301 ?0.4534920 ?0.6058198
The problem is that when the frequency is specified only one value shows up in the window. When no frequency is specified I get all 10 values but now the time series has a frequency that I don't want. Comments? Kevin ? ? ? ?[[alternative HTML version deleted]]
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______________________________________________ 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.