Dave,

I am not sure what you try to do, but I have a couple of thoughts:

1.  Your t.hh is numerically identical to t.h, except the latter one is 
the time series.
2.  I am guessing you want the same thing for t.d and t.m.  If this is the 
case, all you need to do is repeat what you did with t.h:
        t.dd <- ts(t.d, freq=24)
        t.mm <- ts(t.m, freq=24)

Hope this helps,

Andy



From:
Dave Evens <daveeve...@yahoo.co.uk>
To:
"\"r-help@r-project.org\"" <r-help@r-project.org>
Date:
06/21/2011 04:13 PM
Subject:
[R] dynlm
Sent by:
r-help-boun...@r-project.org





Dear All,

I'm trying to use dynlm to fit a time series.

I have 3 seasonal terms. Here is an example of the problem.


This is my time variable, hourly data:
timeSeries <- seq(as.POSIXct("2011-01-01 00:00:00"), 
as.POSIXct("2011-12-31 23:00:00"), by="hour") 


My response 
is:
y <- rnorm(length(t), 1000, 500) 

There are 3 seasonal factors:
t.h <- as.POSIXlt(t)$hour      # hours of the day

t.d <- as.POSIXlt(t)$wday      # days of the week
t.m <- as.POSIXlt(t)$mon            # months of the year

I can create a time series object for the hour, by doing

t.hh <- ts(t.h, freq=24)

but how to I create time series objects for the day (t.d) and the month 
(t.m)?

I tried 

t.dd <- ts(t.d, freq=t.d)

but this doesn't work.

I would appreciate any help.

Regards,
Dave
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  • [R] dynlm Dave Evens
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