[R] partial analisys of a time series

[arun]

Hi,
In addition, you can also subset using:
births <- scan("http://robjhyndman.com/tsdldata/data/nybirths.dat")
birthstimeseries <- ts(births, frequency=12, start=c(1946,1))
library(xts)

birthstimeseriesxts<-as.xts(birthstimeseries)

birthstsJanFeb<-birthstimeseriesxts[format(time(birthstimeseriesxts),"%b")==c("Jan","Feb")]
birthstsJanFeb1<-ts(birthstsJanFeb,frequency=2,start=c(1946,1))
 plot.ts(birthstsJanFeb1)
birthstsJanFebHW<-HoltWinters(birthstsJanFeb1)
 plot(birthstsJanFebHW)
A.K.




________________________________
From: Antonio Silva <aolinto.lst at gmail.com>
To: arun <smartpink111 at yahoo.com> 
Cc: R help <r-help at r-project.org>; PIKAL Petr <petr.pikal at precheza.cz> 
Sent: Tuesday, December 4, 2012 8:13 PM
Subject: Re: [R] partial analisys of a time series


Hi all

Thanks for the attention and answers. I learned a lot I now I can go on my work. I also tryed to you de command window().

I thought it would be possible to select one column of an ts object, like we can do with a data.frame (plot(data[,2],data[,3]), to work. But as I saw we need to extract the values and create another ts.

Thanks very much. All the best.

Antonio





2012/12/4 arun <smartpink111 at yahoo.com>

Hi,
>If the frequency is >1, the error message will  be gone.
>For e.g.
>birthstimeseriesJanFeb<-subset(birthstimeseries,cycle(birthstimeseries)==c(1,2))
> birthstimeseriesJanFeb1<-ts(birthstimeseriesJanFeb,frequency=2,start=c(1946,1))
> plot.ts(birthstimeseriesJanFeb1)
> birthstimeseriesJanFebHW<-HoltWinters(birthstimeseriesJanFeb1)
> plot(birthstimeseriesJanFebHW)
>
>A.K.
>
>
>
>
>----- Original Message -----
>
>From: Antonio Silva <aolinto.lst at gmail.com>
>To: PIKAL Petr <petr.pikal at precheza.cz>
>Cc: "R-help at r-project.org" <R-help at r-project.org>
>Sent: Tuesday, December 4, 2012 5:50 AM
>Subject: Re: [R] partial analisys of a time series
>
>Thanks Petr
>
>I thought there might be an equivalent for birthstimeseries[,1] if it were
>a dataframe, but split function sounds great.
>
>I could not reproduce the second line of your suggestion "l.blist <-
>lapply(blist, HoltWinters)". I receive the message: Error in
>decompose(ts(x[1L:wind], start = start(x), frequency = f), seasonal) : time
>series has no or less than 2 periods
>
>What could be going wrong?
>
>Best regards
>
>Antonio
>
>
>2012/12/4 PIKAL Petr <petr.pikal at precheza.cz>
>
>> 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
>> >
>> >       [[alternative HTML version deleted]]
>> >
>> > ______________________________________________
>> > 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.
>>
>
>
>
>--
>Antônio Olinto Ávila da Silva
>Biólogo / Oceanógrafo
>Instituto de Pesca (Fisheries Institute)
>São Paulo, Brasil
>
>    [[alternative HTML version deleted]]
>
>
>______________________________________________
>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.
>
>


-- 
Antônio Olinto Ávila da Silva
Biólogo / Oceanógrafo
Instituto de Pesca (Fisheries Institute)
São Paulo, Brasil