Hi

I am not an expert in time series. The problem is that resulting list is not 
time series any more. So you need to convert it again to time series and you 
need to give it frequency greater than 1.

something like
l.blist <- lapply(blist, function (x) HoltWinters(ts(x, frequency=2)))

But this depends on how your data are structured after splitting them to months.

Regards
Petr


From: Antonio Silva [mailto:aolinto....@gmail.com]
Sent: Tuesday, December 04, 2012 11:50 AM
To: PIKAL Petr
Cc: R-help@r-project.org
Subject: Re: [R] partial analisys of a time series

Thanks Petr

I thought there might be an equivalent for birthstimeseries[,1] if it were a 
dataframe, but split function sounds great.

I could not reproduce the second line of your suggestion "l.blist <- 
lapply(blist, HoltWinters)". I receive the message: Error in 
decompose(ts(x[1L:wind], start = start(x), frequency = f), seasonal) : time 
series has no or less than 2 periods

What could be going wrong?

Best regards

Antonio

2012/12/4 PIKAL Petr <petr.pi...@precheza.cz<mailto:petr.pi...@precheza.cz>>
Hi

> -----Original Message-----
> From: r-help-boun...@r-project.org<mailto:r-help-boun...@r-project.org> 
> [mailto:r-help-bounces@r-<mailto:r-help-bounces@r->
> project.org<http://project.org>] On Behalf Of Antonio Silva
> Sent: Tuesday, December 04, 2012 10:26 AM
> To: R-help@r-project.org<mailto:R-help@r-project.org>
> Subject: [R] partial analisys of a time series
>
> Dear list members
>
> I want to analyze separately the months of a time series. In other
> words, I want to plot and fit models for each month separately.
>
> Taking the example of
> http://a-little-book-of-r-for-time-
> series.readthedocs.org/en/latest/src/timeseries.html<http://series.readthedocs.org/en/latest/src/timeseries.html>
>
> births <- scan("http://robjhyndman.com/tsdldata/data/nybirths.dat";)
> birthstimeseries <- ts(births, frequency=12, start=c(1946,1))
> birthstimeseries
> plot.ts(birthstimeseries)
> birthstimeseriesHW <- HoltWinters(birthstimeseries)
> plot(birthstimeseriesHW)
>
> How to proceed the plotting and HoltWinters smoothing considereing only
> Januarys, Februarys, etc. separately.
Split your data by months to a list, use lapply.

using zoo package

blist <-split(birthstimeseries, months(as.Date(birthstimeseries)))
l.blist <- lapply(blist, HoltWinters)

Regards
Petr





>
> Thanks in advance.
>
> Antonio Olinto
>
>       [[alternative HTML version deleted]]
>
> ______________________________________________
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--
Antônio Olinto Ávila da Silva
Biólogo / Oceanógrafo
Instituto de Pesca (Fisheries Institute)
São Paulo, Brasil


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