[R] Time Series STL

PIKAL Petr petr.pikal at precheza.cz
Mon Jan 13 08:26:32 CET 2014


Hi

Do not extract columns from your data frame. Just put correct names to columns.

names(BHD)[29] <- "O2"

Then you can construct time series objects on fly

with(BHD, ts(O2, frequency=12))

if it is monthly time series and use it in stl directly

stl(with(BHD, ts(O2, frequency=12)))

Or you can put it in cycle

cycvec <- c(28,29,30)
lll <-vector(mode = "list", length = 3)
for(i in 1:3) {
t.object <- ts(BHD[, cycvec[i]], frequency=12)
lll[[i]] <-stl(t.oobject)
names(lll[[i]]) <- names(BHD[, cycvec[i]])
}

Anyway, help pages for all mentioned commands are first source for information.
Regards
Petr

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Thomas Barningham
> Sent: Friday, January 10, 2014 6:13 PM
> To: r-help at r-project.org
> Subject: [R] Time Series STL
>
> Hi,
>
> I'm relatively new to R and need to some help in converting some of my
> data into a ts object that can then be used to run an STL analysis.
>
> My initial input file is a .csv output from some atmospheric
> measurement instruments. The first column is the year fraction and
> extends over 2 years with a new data point being collected roughly
> every 2 minutes. Lots of data are recorded in the subsequent columns
> (such as met info) and concentrations of particular atmospheric species
> (which I want to run STL on).
>
> Here's my initial code:
>
> *#Read in file as an object, defined "BHD" from original file* *BHD <-
> read.csv("C:/Work/PhD/R_Directory/BHD_2009_2012_all_samp_cal.csv",
> header=T, dec=".", sep=",")*
>
>
> *#Define Columns from original files (comment out if using IDL output)*
> *yearfrac <- BHD[,1]* *APO <- BHD[,30]*
> *O2 <- BHD [,29]*
> *CO2 <- BHD[,28]*
>
> (end of code)
>
> What I want to do is take the objects defined above (APO, CO2, O2) and
> perform stl analyses on them, but I need to convert them to time series
> objects first based on the information in the yearfrac object.
>
> How do I go about this?!
>
> Thanks in advance
> Barney
>
> --
> Thomas Barningham
> Centre for Ocean and Atmospheric Sciences School of Environmental
> Sciences University of East Anglia Norwich Research Park Norwich
> NR4 7TJ
>
>       [[alternative HTML version deleted]]
>
> ______________________________________________
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