在 xts 对象中设置频率 [英] Set frequency in xts object

问题描述

我想在 R 中创建一个 xts 对象，然后我想将其分解为季节性和趋势.

I want to create an xts object in R, which I then want to decompose to seasonal and trend.

> require(xts)
> require(lubridate) 
> chicos$date <- ymd(chicos$date)
> ctr.ts <- xts(chicos[, 7], order.by = chicos[, 8], frequency = 365)
> plot(ctr.ts, main="Meaningful title")

当我尝试分解它时，我收到此错误消息..

When I try to decompose it, I get this error message..

> plot(decompose(ctr.ts))
Error in decompose(ctr.ts) : time series has no or less than 2 periods

我的观察是每天，从 2014-12-01 到 2015-02-25.我是否设置了错误的频率?

My observations are daily, and span from 2014-12-01 to 2015-02-25. Did I set the wrong frequency?

推荐答案

对于 xts 类型的时间序列的频率:默认情况下，xts 具有每日频率，因此如果是每日频率，则不需要包含任何频率:

For the frequency of the time series of type xts: By default xts has a daily frequency, So you don't need to include any frequency if it is daily:

 ctr.xts <- xts(chicos[, 7], order.by = chicos[, 8])

R 函数分解()仅适用于 ts 类型的对象.因此，您可能希望通过发出以下几行将 xts 对象转换为 ts:

The R function decompose() works only with objects of type ts. So, you may like to convert the xts object to ts by issuing the following lines:

attr(ctr.xts, 'frequency') <- 7  # Set the frequency of the xts object to weekly
periodicity(ctr.xts)             # check periodicity: weekly 
plot(decompose(as.ts(ctr.xts)))  # Decompose after conversion to ts

另外，您可能想尝试不同的频率:

Also, you may like to try different frequencies:

• 每月:12
• 每年:365

希望这会有所帮助.

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