[R] Newbie Time Series Questions

christopher.m.turner@jpmorgan.com christopher.m.turner at jpmorgan.com
Thu Oct 17 23:29:11 CEST 2002


Assuming what you are starting with is a matrix or dataframe, with months
as column names and years as rownames, then

      ts(c(t(klam.flow)), start=c(1961, 10), freq=12)

should work.

Chris Turner





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|         |           Robert.Schick at noaa.|
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|         |           10/17/02 03:39 PM  |
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  |        To:      r-help-digest at stat.math.ethz.ch                                                                               |
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  |        Subject: [R] Newbie Time Series Questions                                                                              |
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I have a data set of monthly river flows from 1960-2000, which are
similar in structure to the nottem data:

> klam.flow
      Oct  Nov  Dec  Jan  Feb   Mar  Apr  May  Jun  Jul  Aug  Sep
1961 1461 1716 2524 1773 1906  2005 1756 1575 1387  983 1094 1382
1962 1907 2253 1985 1907 1769  1676 2634 1386  929  766  968 1309
...

I tried plotting with

> ts.plot(klam.flow)

Which quickly led me to realize the data aren't a "ts" object, as it
plotted 40 stacked lines instead of one long series. I've tried
converting to this using ts or as.ts, e.g.

> klam.ts <- ts(data=klam.flow, start=1960,end=2000, frequency=12)

But this seems to explode the number of time series, e.g.

> klam.ts
          Oct  Nov  Dec  Jan  Feb   Mar  Apr  May  Jun  Jul  Aug  Sep
Jan 1960 1461 1716 2524 1773 1906  2005 1756 1575 1387  983 1094 1382
Feb 1960 1907 2253 1985 1907 1769  1676 2634 1386  929  766  968 1309
Mar 1960 2511 2852 3661 2103 2189  2548 3841 2937  857  743 1058 1574
...

Any advice on how to properly create the ts object so it looks and plots
a la Figure 13.15 in VR?

I'm using R 1.60 on a Windows 2000 box.

Thanks
--
Rob Schick
Research Associate
NOAA Fisheries
Santa Cruz Lab
110 Shaffer Road
Santa Cruz, CA 95060
Phone: 831.420.3960
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