[R] partial analisys of a time series

[PIKAL Petr]

Hi

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Antonio Silva
> Sent: Tuesday, December 04, 2012 10:26 AM
> To: R-help at r-project.org
> Subject: [R] partial analisys of a time series
> 
> Dear list members
> 
> I want to analyze separately the months of a time series. In other
> words, I want to plot and fit models for each month separately.
> 
> Taking the example of
> http://a-little-book-of-r-for-time-
> series.readthedocs.org/en/latest/src/timeseries.html
> 
> births <- scan("http://robjhyndman.com/tsdldata/data/nybirths.dat")
> birthstimeseries <- ts(births, frequency=12, start=c(1946,1))
> birthstimeseries
> plot.ts(birthstimeseries)
> birthstimeseriesHW <- HoltWinters(birthstimeseries)
> plot(birthstimeseriesHW)
> 
> How to proceed the plotting and HoltWinters smoothing considereing only
> Januarys, Februarys, etc. separately.

Split your data by months to a list, use lapply.

using zoo package

blist <-split(birthstimeseries, months(as.Date(birthstimeseries)))
l.blist <- lapply(blist, HoltWinters)

Regards
Petr





> 
> Thanks in advance.
> 
> Antonio Olinto
> 
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> 
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