On Tue, 13 Mar 2018, JEFFERY REICHMAN wrote:

> R Help Community

>

> I'm trying to understand time series (TS) objects. Thought I understood

> but recently have run into a series of error messages that I'm not sure

> how to handle. I have 15 years of quarterly data and I typically create

> a TS object via something like...

>

> data.ts <- ts(mydata, start = 2002, frequency = 4)

>

> this create a matric as opposed to a vector object

This depends on what "mydata" is which you haven't shown...

If "mydata" is a univariate vector, everything works ok:

mydata <- rnorm(15 * 4)

data.ts <- ts(mydata, start = 2002, frequency = 4)

data.stl <- stl(data.ts, "periodic")

However, if "mydata" is a matrix, e.g., a 3-column matrix in the example

below:

mydata <- matrix(rnorm(15 * 4 * 3), ncol = 3)

then the error occurs.

Furthermore, the same problem will occur if mydata is 1-column matrix or a

1-column data frame.

> as I receive a univariate error when I try to decompose the data using

> the STL function

>

> data.stl <- stl(data.ts, "periodic")

> Error in stl(data.ts, "periodic") : only univariate series are allowed

>

> ok so

>

> is.vector(data.ts)

> [1] FALSE

This is always FALSE for a "ts" object, even if it is univariate, because

it has further attributes, namely the time-series properties (tsp).

> so to convert to a vector I'll use

> data.ts <- as.vector(data.ts)

This will drop the "ts" class.

The cleanest way is probably to create a vector "mydata" and then the

univariate "data.ts".

hth,

Z

> but then I lose the frequency as the periods as the data becomes frequency = 1

> data.ts <- stl <- stl(data.ts, "periodic")

> Error in stl(data.ts, "periodic") :

> series is not periodic or has less than two periods.

>

> So am I missing a parameter or is there a more general/proper way to create a time series object? First time I've run into this problem . I can always decompose via an alternative methods so there are work arounds. But just trying to understand what I'm not doing programmatically at this point.

>

> Jeff Reichman

>

> ______________________________________________

>

[hidden email] mailing list -- To UNSUBSCRIBE and more, see

>

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.

>

______________________________________________

[hidden email] mailing list -- To UNSUBSCRIBE and more, see

https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide

http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.