The ets() function in the forecast package requires either a numeric vector or a Time-Series object (produced from ts()). The frequency argument in ts() refers to the time duration between observations; e.g., frequency = 7 means that the data are weekly; frequency = 12 means that the data are monthly; frequency = 4 means that the data are quarterly. You can see this from the examples on the help page of ts: ?ts at the R prompt.
The example associated with the forecast::ets() function uses the USAccDeaths data: data(USAccDeaths) USAccDeaths ## monthly data for six years # Simulate the same structure with ts: u <- ts(rnorm(72), start = c(1973, 1), frequency = 12) u # Evidently you want to produce a multivariate series; # here's one way with monthly frequency: v <- ts(matrix(rnorm(106), ncol = 2), start = c(2001, 1), frequency = 12) v Is that more or less what you were after? Dennis On Tue, Nov 8, 2011 at 2:04 PM, Kevin Burton <rkevinbur...@charter.net> wrote: > I expect the frequency to be set to what I set it at and the window to > return all of the data in the window from the original time series. The > error is not because it is prime. I can generate a time series with just 52 > values (or 10) and it still occurs. I am building these objects for use with > the 'forecast' packages and one of the methods 'ets' cannot handle a > frequency above 24 so I set it (or try to) to 1. Will 'window' take z zoo or > xts object? Can I convert from zoo or xts to ts? > > -----Original Message----- > From: R. Michael Weylandt [mailto:michael.weyla...@gmail.com] > Sent: Tuesday, November 08, 2011 2:28 PM > To: Kevin Burton > Cc: r-help@r-project.org > Subject: Re: [R] window? > > I'm not entirely sure that your request makes sense: what do you expect the > frequency to be? It makes sense to me as is...Might your troubles be because > 53 is prime? > > More generally, most people don't like working with the raw ts class and > prefer the zoo or xts packages because they are much more pleasant for most > time series work. You might want to take a look into those. > > Michael > > On Tue, Nov 8, 2011 at 3:18 PM, Kevin Burton <rkevinbur...@charter.net> > wrote: >> This doesn't seem to work: >> >> >> >>> d <- rnorm(2*53) >> >>> ds <- ts(d, frequency=53, start=c(2000,10)) >> >>> dswin <- window(ds, start=c(2001,1), end=c(2001,10), frequency=1) >> >>> dswin >> >> Time Series: >> >> Start = 2001 >> >> End = 2001 >> >> Frequency = 1 >> >> [1] 1.779409 >> >> >> >>> dswin <- window(ds, start=c(2001,1), end=c(2001,10)) >> >>> dswin >> >> Time Series: >> >> Start = c(2001, 1) >> >> End = c(2001, 10) >> >> Frequency = 53 >> >> [1] 1.7794090 0.6916779 -0.6641813 -0.7426889 -0.5584049 -0.2312959 >> >> [7] -0.0183454 -1.0026301 0.4534920 0.6058198 >> >>> >> >> >> >> The problem is that when the frequency is specified only one value >> shows up in the window. When no frequency is specified I get all 10 >> values but now the time series has a frequency that I don't want. >> >> >> >> Comments? >> >> >> >> Kevin >> >> >> >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help@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. >> > > ______________________________________________ > R-help@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. > ______________________________________________ R-help@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.
