[R] Multiple time series and their names

Gabor Grothendieck ggrothendieck at gmail.com
Sat Oct 3 17:38:21 CEST 2009


You can use names using your example ts series like this

 x[, "Juan"]


On Sat, Oct 3, 2009 at 11:04 AM, David Stoffer <dsstoffer at gmail.com> wrote:
>
> Thanks for the help.  My basic problem is that I have given my series names,
> but I still have to call them number 1, 2, and so on, to do things with
> them.  If I want to compare "GNP" with "Private Investment", I have to
> remember which columns contains those series.
>
> The concern I have is that I'm giving these data sets to other people. Now,
> if give someone a data frame, I can ask them to compare John with Martha
> without them having to know (or remember) that John's data are in column 93
> and Martha's are in column 22.  I'd like to do the same thing with a time
> series matrix.
>
>
> David
>
>
>
> Gabor Grothendieck wrote:
>>
>> zoo objects can have one column with a heading and convert back
>> faithfully to ts:
>>
>>> library(zoo)
>>> as.zoo(x)[, 1, drop = FALSE]
>>             Juan
>> 1(1) -0.37415224
>> 1(2) -0.30875111
>> 1(3) -0.02617545
>> 1(4) -0.45053564
>> 2(1)  0.15173749
>> 2(2)  1.38545761
>> 2(3)  2.11594058
>> 2(4) -0.84970010
>> 3(1) -0.05944844
>> 3(2)  1.27543030
>>> tsp(x)
>> [1] 1.00 3.25 4.00
>>> tsp(as.ts(as.zoo(x)))
>> [1] 1.00 3.25 4.00
>>
>>
>> On Fri, Oct 2, 2009 at 11:15 PM, David Stoffer <dsstoffer at gmail.com>
>> wrote:
>>>
>>> Suppose I have multiple time series with names for each one, for example,
>>>
>>> x <- ts(matrix(rnorm(30,0,1),10,3), names=c("Juan", "Tuey", "Trey"),
>>> frequency=4)
>>>
>>> So now, as I start to explore these series, if I do everything at once,
>>> the
>>> names
>>> stay attached to the series.  For example,
>>> plot(x) # gives a plot of the series with their names
>>> acf(x)  # gives the ACFs & CCFs with names attached
>>>
>>> But if I want to explore what's going on with Juan, from what I can
>>> gather,
>>> I have to do something like this
>>> plot(x[,1])
>>> (or acf(x[,1])... or similar things) but this doesn't keep the name Juan.
>>>
>>> My question: Is there a way, without making a data frame [which seems to
>>> destroy the
>>> time series attributes(??) - this seems to be the only answer I can find
>>> on
>>> Rhelp]
>>> that allows me to keep track of the names?  That way, for example, I
>>> don't
>>> have to
>>> remember that the 18th series is Martha.
>>>
>>> x$Juan, x$Tuey, x$Trey, would be nice ... but that doesn't work.
>>>
>>> Thanks in advance.
>>>
>>>
>>> -----
>>> The power of accurate observation is commonly called cynicism
>>> by those who have not got it.  George Bernard Shaw
>>> --
>>> View this message in context:
>>> http://www.nabble.com/Multiple-time-series-and-their-names-tp25725411p25725411.html
>>> Sent from the R help mailing list archive at Nabble.com.
>>>
>>> ______________________________________________
>>> 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.
>>>
>>
>> ______________________________________________
>> 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.
>>
>>
>
>
> -----
> The power of accurate observation is commonly called cynicism
> by those who have not got it.  George Bernard Shaw
> --
> View this message in context: http://www.nabble.com/Multiple-time-series-and-their-names-tp25725411p25729650.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> 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.
>




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