Re: [R] converting to time series object : ts - package:stats

From: Sachin J <sachinj.2006_at_yahoo.com>
Date: Mon 26 Jun 2006 - 23:55:13 EST


Hi Achim,    

  I did the following:    

  >df <- read.csv("C:/data.csv", header=TRUE,sep=",",na.strings="NA", dec=",", strip.white=TRUE)    

  Note: data.csv has 10 (V1...V10) columns.   

>df[1]

              V1
  1        11.08
2         7.08
3         7.08
4         6.08
5         6.08
6         6.08
7        23.08
8        32.08
9         8.08
10       11.08
11        6.08
12       13.08
13       13.83
14       16.83
15       19.83
16        8.83
17       20.83
18       17.83
19        9.83
20       20.83
21       10.83
22       12.83
23       15.83
24       11.83

  >tsdata <- ts((df[1]),frequency = 12, start = c(2005, 1))    

  The resulting time series is different from the df. I don't know why? I think I am doing something silly.    

  TIA       Sachin

Achim Zeileis <Achim.Zeileis@wu-wien.ac.at> wrote:   On Mon, 26 Jun 2006, Sachin J wrote:

> Hi,
>
> I am trying to convert a dataset (dataframe) into time series object
> using ts function in stats package. My dataset is as follows:
>
> >df
> [1] 11.08 7.08 7.08 6.08 6.08 6.08 23.08 32.08 8.08 11.08 6.08 13.08 13.83 16.83 19.83 8.83 20.83 17.83
> [19] 9.83 20.83 10.83 12.83 15.83 11.83

Please provide a reproducible example. You just showed us the print output for an object, claiming that it is an object of class "data.frame" which is rather unlikely given the print output.

> I converted this into time series object as follows
>
> >tsdata <- ts((df),frequency = 12, start = c(1999, 1))

which produces the right result for me if `df' is a vector or a data.frame:

df <- c(11.08, 7.08, 7.08, 6.08, 6.08, 6.08, 23.08, 32.08, 8.08, 11.08, 6.08, 13.08, 13.83, 16.83, 19.83, 8.83, 20.83, 17.83, 9.83, 20.83, 10.83, 12.83, 15.83, 11.83)
ts(df, frequency = 12, start = c(1999, 1)) ts(as.data.frame(df), frequency = 12, start = c(1999, 1))

> The resulting time series is as follows:
>
> Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
> 1999 2 15 15 14 14 14 12 13 16 2 14 5
> 2000 6 8 10 17 11 9 18 11 1 4 7 3
>
> I am unable to understand why the values of df and tsdata does not match.

So are we because you didn't really tell us enough about df...

Best,
Z

> I looked at ts function and I couldn't find any data transformation. Am
> I missing something here? Any pointers would be of great help.
>
> Thanks in advance.
>
> Sachin
>
>
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