I was looking for suggestions as to how to smooth a timeseries and, having
accomplished that, how to find the fitted curve values for intermediate points.
I've tried numerous examples of possible approaches in R that I've found on the
web, but when applied to my simple data, R returns an error message in numerous
cases.
The main problem seems to be that I have monthly data, starting on the 4th
month of the first year. So if I create a timeseries with null for the first 3
months, or starting on the 3rd month, R libraries function fail.
I don't care about the quality of the data,I just want to get R working with
time series, so I added obviously false values for jan-march of 2008 and I get
the same error messages "only univariate series are allowed"
1.0
1.0
1.0
29925.0
60663.0
221873.5
480491.0
231454.5
193697.5
289078.1
446774.9
471155.7
211032.2
214740.9
865103.5
1358822.0
1484117.0
2152747.0
1825709.0
1403461.0
2502712.0
2392353.1
3368193.8
2496529.3
3089231.2
4334911.7
3577551.2
4450100.7
4581147.2
4501380.8
4406765.3
4326864.4
4253378.1
4142437.6
3931249.9
3658728.2
3364516.9
3103204.5
2878541.5
2684296.9
2513390.0
2360164.3
2211494.8
2074479.4
1947117.0
1828018.3
1716195.3
1610921.2
dec=".",)
> myTS<- ts(df, start=c(2008,1), frequency=12)
>
> myTS
Jan Feb Mar Apr May Jun Jul
Aug Sep Oct Nov Dec
2008 0.0 0.0 0.0 29925.0 60663.0 221873.5 480491.0
231454.5 193697.5 289078.1 446774.9 471155.7
2009 211032.2 214740.9 865103.5 1358822.0 1484117.0 2152747.0 1825709.0
1403461.0 2502712.0 2392353.1 3368193.8 2496529.3
2010 3089231.2 4334911.7 3577551.2 4450100.7 4581147.2 4501380.8 4406765.3
4326864.4 4253378.1 4142437.6 3931249.9 3658728.2
2011 3364516.9 3103204.5 2878541.5 2684296.9 2513390.0 2360164.3 2211494.8
2074479.4 1947117.0 1828018.3 1716195.3 1610921.2
>
>
> library(stats)
>
> stl(log(myTS),s.window="periodic")
Error in stl(log(myTS), s.window = "periodic") :
only univariate series are allowed
>
I don't understand what is wrong with my time series and I certain I'm missing
something very basic here --
I'd be very grateful for any suggestions as to how to fit a curve to this
data, and then how to find the fitted value of the curve at any arbitrary
month within the series (i.e. no extraplolation is needed)
I would not mind using some other method, lm, polynomial fit etc, and am not
set on using stl.
I'd be very grateful for any suggestions as to how to fit a curve to this data,
and then how to find the fitted value of the curve at any arbitrary month
within the series (i.e. no extraplolation is needed)
Warm regards,
Andrew
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