[R] Daily Time Series, patterns.

arun smartpink111 at yahoo.com
Sun Dec 2 16:29:15 CET 2012


HI,
I guess you can check library(forecast).

You could also use ?stl(), though not sure whether this will help you in this case.
For e.g.
set.seed(5)
quantity<-sample(c(120:220,NA),699,replace=TRUE)
Date=seq(as.Date("2011-01-01"),len=699,by="1 day")
dat3<-data.frame(Date=Date,quantity=quantity)
library(zoo)
 z <- zooreg(dat3[,2], frequency = 7)
 plot(stl(na.approx(z),"per"))

A.K.





----- Original Message -----
From: mekbatub <mekbatub at gmail.com>
To: r-help at r-project.org
Cc: 
Sent: Saturday, December 1, 2012 8:00 PM
Subject: Re: [R] Daily Time Series, patterns.

Hi Arun, thx for Your reply.

thats interesting, but its not what I mean.

I know that there is some patterns in data, example:

the highest value of the sale is on Monday, and the smallest on Wednesday
and so on, there might be trend also

I am trying to build forecasting model that will include patterns like that,
for example forecast to next 5 days. So i think I can say that is weekly
sesonality, i believe the metod to make correct model is to decompose time
series like there.

http://otexts.com/fppfigs/elecequip_stl.png
<http://otexts.com/fppfigs/elecequip_stl.png>  

Do You think I am right? In any case, I have big problem to do this in R. 



--
View this message in context: http://r.789695.n4.nabble.com/Daily-Time-Series-patterns-tp4651569p4651591.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.





More information about the R-help mailing list