[R] window?
Kevin Burton
rkevinburton at charter.net
Tue Nov 8 23:04:29 CET 2011
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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